hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-btc-1d-notp | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
1063.11
Total PnL
63.11 (6.31%)
Total Trades (Win/Los)
80 (29/51)
Win Rate
36.25%
Max Drawdown
269.00 (21.72%)
Total Fees
17.52
Position avg (max), %
29.02 (40.23)
Profit Factor
1.13
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.51% | 9.18% | 1.39% | -0.62% | -2.97% | 1.45% | 2.17% | -1.19% | 1.09% | 1.46% | 11.30% | -6.42% | 13.87% |
| 2025 | -7.80% | -0.64% | -1.03% | -1.72% | 2.83% | -2.20% | 1.59% | -0.23% | -0.81% | -0.60% | 3.34% | -7.71% | -14.59% |
| 2026 | 3.93% | 2.31% | -0.44% | 2.54% | 0.71% | 0.00% | — | — | — | — | — | — | 9.33% |
Report Statistics
Period & Scope
| Metric | Value |
|---|---|
| Report range | 2024-01-01 - 2026-06-01 |
| Days in test | 882.0 |
| Months in test | 30 |
| Months with data | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1063.11 |
| Min balance | 940.28 |
| Max balance | 1238.58 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.20 |
| Average monthly return (arithmetic), % | 0.28 |
| Best month, % | 11.30 |
| Worst month, % | -7.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 63.11 |
| Total PnL, % | 6.31 |
| Gross profit | 752.60 |
| Gross loss | 668.33 |
| Trading volume (USDT) | 48661.73 |
| Total transactions (buy/sell) | 81 |
| Total fees | 17.52 |
| Funding net | -3.65 |
| Funding accrued (received) | 16.33 |
| Funding paid | 19.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 80 |
| Win Trades | 29 |
| Los Trades | 51 |
| Win Rate, % | 36.25 |
| Expectancy per trade | 1.0534 |
| Max consecutive wins | 4 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.02 |
| Position max, % of margin balance | 40.23 |
| Max Drawdown | 269.00 |
| Max Drawdown, % | 21.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1261 |
| Recovery Factor (Total PnL / Max DD) | 0.2346 |
| Sharpe ratio (monthly) | 0.2483 |
| Sortino ratio (monthly) | 0.3875 |
| CAGR, % | 2.57 |
| Calmar ratio (CAGR / Max DD%) | 0.1182 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 84.27 | Fee: 17.52 | Vol: 48661.73
Realized PnL by Symbol
Details
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