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
1105.77
Total PnL
105.77 (10.58%)
Total Trades (Win/Los)
40 (15/25)
Win Rate
37.50%
Max Drawdown
201.99 (16.79%)
Total Fees
8.58
Position avg (max), %
29.20 (43.17)
Profit Factor
1.28
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% | -2.60% | 0.01% | 1.06% | 2.81% | -1.44% | -1.91% | 0.45% | 12.44% | -6.10% | 9.52% |
| 2025 | -2.64% | -0.70% | -1.37% | -1.76% | 2.93% | -1.54% | 1.38% | -1.09% | -1.40% | -1.53% | 4.12% | -2.48% | -6.15% |
| 2026 | 3.50% | 3.39% | -2.37% | 0.24% | 2.75% | 0.00% | — | — | — | — | — | — | 7.60% |
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 | 1105.77 |
| Min balance | 893.60 |
| Max balance | 1203.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.34 |
| Average monthly return (arithmetic), % | 0.42 |
| Best month, % | 12.44 |
| Worst month, % | -9.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 105.77 |
| Total PnL, % | 10.58 |
| Gross profit | 554.99 |
| Gross loss | 433.99 |
| Trading volume (USDT) | 23843.83 |
| Total transactions (buy/sell) | 41 |
| Total fees | 8.58 |
| Funding net | -6.65 |
| Funding accrued (received) | 14.85 |
| Funding paid | 21.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 15 |
| Los Trades | 25 |
| Win Rate, % | 37.50 |
| Expectancy per trade | 3.0249 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.20 |
| Position max, % of margin balance | 43.17 |
| Max Drawdown | 201.99 |
| Max Drawdown, % | 16.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2788 |
| Recovery Factor (Total PnL / Max DD) | 0.5236 |
| Sharpe ratio (monthly) | 0.3473 |
| Sortino ratio (monthly) | 0.6056 |
| CAGR, % | 4.25 |
| Calmar ratio (CAGR / Max DD%) | 0.2532 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 121.00 | Fee: 8.58 | Vol: 23843.83
Realized PnL by Symbol
Details
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