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
1025.71
Total PnL
25.71 (2.57%)
Total Trades (Win/Los)
48 (17/31)
Win Rate
35.42%
Max Drawdown
268.32 (22.58%)
Total Fees
9.85
Position avg (max), %
29.22 (43.70)
Profit Factor
1.07
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 | -9.73% | 10.34% | 5.97% | -6.06% | 0.60% | 1.09% | 3.60% | -1.38% | -1.96% | 1.24% | 12.61% | -4.84% | 9.60% |
| 2025 | -7.38% | -0.74% | -1.14% | -1.71% | 3.07% | -5.72% | 0.99% | -1.42% | -1.02% | 0.77% | 2.70% | -3.22% | -14.32% |
| 2026 | 1.99% | 2.04% | -0.37% | 2.32% | 2.97% | 0.00% | — | — | — | — | — | — | 9.25% |
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 | 1025.71 |
| Min balance | 893.60 |
| Max balance | 1188.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.09 |
| Average monthly return (arithmetic), % | 0.19 |
| Best month, % | 12.61 |
| Worst month, % | -9.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 25.71 |
| Total PnL, % | 2.57 |
| Gross profit | 604.88 |
| Gross loss | 563.39 |
| Trading volume (USDT) | 27374.07 |
| Total transactions (buy/sell) | 49 |
| Total fees | 9.85 |
| Funding net | -5.93 |
| Funding accrued (received) | 14.38 |
| Funding paid | 20.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 17 |
| Los Trades | 31 |
| Win Rate, % | 35.42 |
| Expectancy per trade | 0.8644 |
| Max consecutive wins | 5 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.22 |
| Position max, % of margin balance | 43.70 |
| Max Drawdown | 268.32 |
| Max Drawdown, % | 22.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0736 |
| Recovery Factor (Total PnL / Max DD) | 0.0958 |
| Sharpe ratio (monthly) | 0.1429 |
| Sortino ratio (monthly) | 0.2187 |
| CAGR, % | 1.06 |
| Calmar ratio (CAGR / Max DD%) | 0.0468 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 41.49 | Fee: 9.85 | Vol: 27374.07
Realized PnL by Symbol
Details
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