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
1056.46
Total PnL
56.46 (5.65%)
Total Trades (Win/Los)
95 (23/72)
Win Rate
24.21%
Max Drawdown
234.40 (19.28%)
Total Fees
21.49
Position avg (max), %
29.90 (40.98)
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 | -6.08% | 10.70% | 5.72% | 0.29% | -0.94% | -1.57% | 4.65% | -2.65% | 2.08% | 0.10% | 7.21% | -7.96% | 10.40% |
| 2025 | -2.37% | 3.20% | 0.41% | 0.18% | 1.79% | -6.21% | 1.82% | -0.95% | -2.37% | -5.95% | 5.95% | -5.19% | -9.99% |
| 2026 | 2.94% | 0.25% | -0.62% | 2.73% | 0.93% | 0.00% | — | — | — | — | — | — | 6.34% |
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 | 1056.46 |
| Min balance | 929.34 |
| Max balance | 1215.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.18 |
| Average monthly return (arithmetic), % | 0.27 |
| Best month, % | 10.70 |
| Worst month, % | -7.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 56.46 |
| Total PnL, % | 5.65 |
| Gross profit | 783.06 |
| Gross loss | 700.76 |
| Trading volume (USDT) | 59695.50 |
| Total transactions (buy/sell) | 96 |
| Total fees | 21.49 |
| Funding net | -4.36 |
| Funding accrued (received) | 16.94 |
| Funding paid | 21.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 95 |
| Win Trades | 23 |
| Los Trades | 72 |
| Win Rate, % | 24.21 |
| Expectancy per trade | 0.8664 |
| Max consecutive wins | 3 |
| Max consecutive losses | 13 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.90 |
| Position max, % of margin balance | 40.98 |
| Max Drawdown | 234.40 |
| Max Drawdown, % | 19.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1175 |
| Recovery Factor (Total PnL / Max DD) | 0.2409 |
| Sharpe ratio (monthly) | 0.2250 |
| Sortino ratio (monthly) | 0.3415 |
| CAGR, % | 2.30 |
| Calmar ratio (CAGR / Max DD%) | 0.1193 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 82.31 | Fee: 21.49 | Vol: 59695.50
Realized PnL by Symbol
Details
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