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
1082.77
Total PnL
82.77 (8.28%)
Total Trades (Win/Los)
52 (18/34)
Win Rate
34.62%
Max Drawdown
262.76 (21.44%)
Total Fees
11.03
Position avg (max), %
29.27 (42.38)
Profit Factor
1.18
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 | -10.78% | 12.40% | 5.93% | -3.89% | 0.59% | 1.06% | 3.50% | -1.35% | -1.20% | 1.23% | 12.17% | -3.75% | 14.43% |
| 2025 | -8.61% | -3.38% | -1.18% | -0.74% | 3.87% | -3.21% | 1.63% | -0.22% | -3.31% | -0.31% | 4.28% | -2.44% | -13.40% |
| 2026 | 1.89% | 2.31% | -0.44% | 2.09% | 3.14% | 0.00% | — | — | — | — | — | — | 9.28% |
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 | 1082.77 |
| Min balance | 888.12 |
| Max balance | 1225.62 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.27 |
| Average monthly return (arithmetic), % | 0.38 |
| Best month, % | 12.40 |
| Worst month, % | -10.78 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 82.77 |
| Total PnL, % | 8.28 |
| Gross profit | 657.05 |
| Gross loss | 558.85 |
| Trading volume (USDT) | 30644.88 |
| Total transactions (buy/sell) | 53 |
| Total fees | 11.03 |
| Funding net | -4.41 |
| Funding accrued (received) | 15.75 |
| Funding paid | 20.16 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 52 |
| Win Trades | 18 |
| Los Trades | 34 |
| Win Rate, % | 34.62 |
| Expectancy per trade | 1.8886 |
| Max consecutive wins | 5 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.27 |
| Position max, % of margin balance | 42.38 |
| Max Drawdown | 262.76 |
| Max Drawdown, % | 21.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1757 |
| Recovery Factor (Total PnL / Max DD) | 0.3150 |
| Sharpe ratio (monthly) | 0.2758 |
| Sortino ratio (monthly) | 0.4399 |
| CAGR, % | 3.35 |
| Calmar ratio (CAGR / Max DD%) | 0.1562 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 98.21 | Fee: 11.03 | Vol: 30644.88
Realized PnL by Symbol
Details
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