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
1095.68
Total PnL
95.68 (9.57%)
Total Trades (Win/Los)
59 (16/43)
Win Rate
27.12%
Max Drawdown
310.76 (24.16%)
Total Fees
13.73
Position avg (max), %
30.49 (44.90)
Profit Factor
1.20
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 | -5.38% | 12.41% | 6.52% | -1.55% | 1.27% | -0.96% | 3.96% | -5.76% | 0.75% | 1.46% | 11.51% | -3.53% | 20.53% |
| 2025 | -7.37% | 0.98% | -0.16% | -1.42% | 2.27% | -1.70% | 0.13% | -1.93% | -3.59% | -7.18% | 6.01% | -1.74% | -15.29% |
| 2026 | 2.31% | 2.54% | -0.33% | 2.64% | 0.00% | 0.00% | — | — | — | — | — | — | 7.34% |
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 | 1095.68 |
| Min balance | 932.70 |
| Max balance | 1286.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.31 |
| Average monthly return (arithmetic), % | 0.41 |
| Best month, % | 12.41 |
| Worst month, % | -7.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 95.68 |
| Total PnL, % | 9.57 |
| Gross profit | 699.28 |
| Gross loss | 583.10 |
| Trading volume (USDT) | 38144.25 |
| Total transactions (buy/sell) | 60 |
| Total fees | 13.73 |
| Funding net | -6.77 |
| Funding accrued (received) | 16.55 |
| Funding paid | 23.32 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 59 |
| Win Trades | 16 |
| Los Trades | 43 |
| Win Rate, % | 27.12 |
| Expectancy per trade | 1.9691 |
| Max consecutive wins | 3 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.49 |
| Position max, % of margin balance | 44.90 |
| Max Drawdown | 310.76 |
| Max Drawdown, % | 24.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1992 |
| Recovery Factor (Total PnL / Max DD) | 0.3079 |
| Sharpe ratio (monthly) | 0.3106 |
| Sortino ratio (monthly) | 0.5330 |
| CAGR, % | 3.86 |
| Calmar ratio (CAGR / Max DD%) | 0.1596 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 116.18 | Fee: 13.73 | Vol: 38144.25
Realized PnL by Symbol
Details
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