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
1063.13
Total PnL
63.13 (6.31%)
Total Trades (Win/Los)
62 (19/43)
Win Rate
30.65%
Max Drawdown
294.06 (24.08%)
Total Fees
12.72
Position avg (max), %
28.71 (42.53)
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 | -9.75% | 12.26% | 5.87% | -3.22% | 1.06% | -0.38% | 3.78% | -5.29% | 1.21% | 1.52% | 12.22% | -3.53% | 14.26% |
| 2025 | -8.63% | -3.39% | -2.63% | -2.28% | 3.21% | -2.32% | 0.97% | 0.21% | -2.68% | -1.18% | 4.17% | -1.67% | -15.59% |
| 2026 | 2.45% | 2.36% | -0.35% | 2.24% | 3.19% | 0.00% | — | — | — | — | — | — | 10.25% |
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 | 1063.13 |
| Min balance | 898.35 |
| Max balance | 1221.12 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.20 |
| Average monthly return (arithmetic), % | 0.31 |
| Best month, % | 12.26 |
| Worst month, % | -9.75 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 63.13 |
| Total PnL, % | 6.31 |
| Gross profit | 675.38 |
| Gross loss | 595.31 |
| Trading volume (USDT) | 35345.31 |
| Total transactions (buy/sell) | 63 |
| Total fees | 12.72 |
| Funding net | -4.22 |
| Funding accrued (received) | 15.31 |
| Funding paid | 19.53 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 62 |
| Win Trades | 19 |
| Los Trades | 43 |
| Win Rate, % | 30.65 |
| Expectancy per trade | 1.2916 |
| Max consecutive wins | 3 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.71 |
| Position max, % of margin balance | 42.53 |
| Max Drawdown | 294.06 |
| Max Drawdown, % | 24.08 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1345 |
| Recovery Factor (Total PnL / Max DD) | 0.2147 |
| Sharpe ratio (monthly) | 0.2310 |
| Sortino ratio (monthly) | 0.3693 |
| CAGR, % | 2.57 |
| Calmar ratio (CAGR / Max DD%) | 0.1066 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 80.08 | Fee: 12.72 | Vol: 35345.31
Realized PnL by Symbol
Details
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