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
1117.05
Total PnL
117.05 (11.71%)
Total Trades (Win/Los)
54 (18/36)
Win Rate
33.33%
Max Drawdown
294.80 (23.22%)
Total Fees
11.82
Position avg (max), %
29.75 (40.91)
Profit Factor
1.23
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 | -10.16% | 12.31% | 5.89% | -3.27% | 0.59% | 1.44% | 3.75% | 0.17% | -0.57% | 1.29% | 11.69% | -4.04% | 18.30% |
| 2025 | -8.33% | -3.26% | -0.27% | -3.18% | 4.11% | -3.13% | 1.59% | 0.27% | -4.13% | -1.82% | 6.01% | -2.39% | -14.32% |
| 2026 | 2.08% | 2.25% | -0.43% | 2.68% | 3.29% | 0.00% | — | — | — | — | — | — | 10.22% |
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 | 1117.05 |
| Min balance | 894.30 |
| Max balance | 1269.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.37 |
| Average monthly return (arithmetic), % | 0.48 |
| Best month, % | 12.31 |
| Worst month, % | -10.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 117.05 |
| Total PnL, % | 11.71 |
| Gross profit | 708.13 |
| Gross loss | 573.54 |
| Trading volume (USDT) | 32844.49 |
| Total transactions (buy/sell) | 55 |
| Total fees | 11.82 |
| Funding net | -5.72 |
| Funding accrued (received) | 15.83 |
| Funding paid | 21.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 54 |
| Win Trades | 18 |
| Los Trades | 36 |
| Win Rate, % | 33.33 |
| Expectancy per trade | 2.4924 |
| Max consecutive wins | 5 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.75 |
| Position max, % of margin balance | 40.91 |
| Max Drawdown | 294.80 |
| Max Drawdown, % | 23.22 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2347 |
| Recovery Factor (Total PnL / Max DD) | 0.3971 |
| Sharpe ratio (monthly) | 0.3517 |
| Sortino ratio (monthly) | 0.5697 |
| CAGR, % | 4.69 |
| Calmar ratio (CAGR / Max DD%) | 0.2020 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 134.59 | Fee: 11.82 | Vol: 32844.49
Realized PnL by Symbol
Details
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