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
1021.19
Total PnL
21.19 (2.12%)
Total Trades (Win/Los)
94 (26/68)
Win Rate
27.66%
Max Drawdown
259.55 (20.75%)
Total Fees
21.04
Position avg (max), %
29.75 (44.90)
Profit Factor
1.06
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 | -6.53% | 13.81% | 6.52% | -2.65% | 0.45% | 0.34% | 5.01% | -3.67% | 1.32% | 0.41% | 6.10% | -6.19% | 13.89% |
| 2025 | -6.37% | 1.79% | -1.09% | -0.60% | 1.66% | -4.99% | 0.67% | 1.20% | -3.23% | -0.95% | 5.85% | -4.40% | -10.56% |
| 2026 | 3.04% | -3.70% | -1.40% | 2.79% | -0.30% | 0.00% | — | — | — | — | — | — | 0.27% |
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 | 1021.19 |
| Min balance | 929.89 |
| Max balance | 1250.68 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.07 |
| Average monthly return (arithmetic), % | 0.16 |
| Best month, % | 13.81 |
| Worst month, % | -6.53 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 21.19 |
| Total PnL, % | 2.12 |
| Gross profit | 785.43 |
| Gross loss | 738.56 |
| Trading volume (USDT) | 58448.23 |
| Total transactions (buy/sell) | 95 |
| Total fees | 21.04 |
| Funding net | -4.65 |
| Funding accrued (received) | 16.68 |
| Funding paid | 21.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 94 |
| Win Trades | 26 |
| Los Trades | 68 |
| Win Rate, % | 27.66 |
| Expectancy per trade | 0.4987 |
| Max consecutive wins | 3 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.75 |
| Position max, % of margin balance | 44.90 |
| Max Drawdown | 259.55 |
| Max Drawdown, % | 20.75 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0635 |
| Recovery Factor (Total PnL / Max DD) | 0.0817 |
| Sharpe ratio (monthly) | 0.1299 |
| Sortino ratio (monthly) | 0.2118 |
| CAGR, % | 0.87 |
| Calmar ratio (CAGR / Max DD%) | 0.0420 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 46.88 | Fee: 21.04 | Vol: 58448.23
Realized PnL by Symbol
Details
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