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
1076.72
Total PnL
76.72 (7.67%)
Total Trades (Win/Los)
50 (18/32)
Win Rate
36.00%
Max Drawdown
267.82 (21.49%)
Total Fees
10.65
Position avg (max), %
28.93 (46.01)
Profit Factor
1.16
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 | -9.31% | 14.23% | -0.49% | -0.73% | 0.59% | 1.90% | 3.47% | -2.56% | 0.98% | 1.17% | 11.94% | -7.48% | 11.88% |
| 2025 | -9.35% | 2.09% | -0.70% | 1.81% | 2.87% | -5.36% | 1.59% | -0.21% | -2.61% | -1.01% | 4.19% | -3.92% | -10.88% |
| 2026 | 1.88% | 3.55% | -2.48% | 2.10% | 2.83% | 0.00% | — | — | — | — | — | — | 8.01% |
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 | 1076.72 |
| Min balance | 898.80 |
| Max balance | 1246.01 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.25 |
| Average monthly return (arithmetic), % | 0.37 |
| Best month, % | 14.23 |
| Worst month, % | -9.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 76.72 |
| Total PnL, % | 7.67 |
| Gross profit | 664.52 |
| Gross loss | 573.14 |
| Trading volume (USDT) | 29603.63 |
| Total transactions (buy/sell) | 51 |
| Total fees | 10.65 |
| Funding net | -4.00 |
| Funding accrued (received) | 15.96 |
| Funding paid | 19.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 18 |
| Los Trades | 32 |
| Win Rate, % | 36.00 |
| Expectancy per trade | 1.8276 |
| Max consecutive wins | 5 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.93 |
| Position max, % of margin balance | 46.01 |
| Max Drawdown | 267.82 |
| Max Drawdown, % | 21.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1594 |
| Recovery Factor (Total PnL / Max DD) | 0.2865 |
| Sharpe ratio (monthly) | 0.2585 |
| Sortino ratio (monthly) | 0.4031 |
| CAGR, % | 3.11 |
| Calmar ratio (CAGR / Max DD%) | 0.1446 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 91.38 | Fee: 10.65 | Vol: 29603.63
Realized PnL by Symbol
Details
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