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
1052.51
Total PnL
52.51 (5.25%)
Total Trades (Win/Los)
50 (17/33)
Win Rate
34.00%
Max Drawdown
275.44 (22.72%)
Total Fees
10.35
Position avg (max), %
28.92 (42.84)
Profit Factor
1.12
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 | -9.42% | 10.31% | 5.95% | -4.12% | 0.59% | 1.07% | 3.52% | -1.35% | -1.91% | 1.25% | 12.33% | -3.80% | 13.10% |
| 2025 | -7.72% | -3.39% | -1.14% | -1.71% | 2.76% | -4.51% | 0.98% | -1.40% | -1.01% | 1.17% | 2.66% | -2.23% | -14.94% |
| 2026 | 1.95% | 2.38% | -0.36% | 2.26% | 2.89% | 0.00% | — | — | — | — | — | — | 9.42% |
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 | 1052.51 |
| Min balance | 896.70 |
| Max balance | 1212.27 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.17 |
| Average monthly return (arithmetic), % | 0.27 |
| Best month, % | 12.33 |
| Worst month, % | -9.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 52.51 |
| Total PnL, % | 5.25 |
| Gross profit | 625.95 |
| Gross loss | 558.49 |
| Trading volume (USDT) | 28763.70 |
| Total transactions (buy/sell) | 51 |
| Total fees | 10.35 |
| Funding net | -4.60 |
| Funding accrued (received) | 15.16 |
| Funding paid | 19.76 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 17 |
| Los Trades | 33 |
| Win Rate, % | 34.00 |
| Expectancy per trade | 1.3492 |
| Max consecutive wins | 5 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.92 |
| Position max, % of margin balance | 42.84 |
| Max Drawdown | 275.44 |
| Max Drawdown, % | 22.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1208 |
| Recovery Factor (Total PnL / Max DD) | 0.1906 |
| Sharpe ratio (monthly) | 0.2103 |
| Sortino ratio (monthly) | 0.3334 |
| CAGR, % | 2.14 |
| Calmar ratio (CAGR / Max DD%) | 0.0943 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 67.46 | Fee: 10.35 | Vol: 28763.70
Realized PnL by Symbol
Details
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