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
1004.93
Total PnL
4.93 (0.49%)
Total Trades (Win/Los)
57 (15/42)
Win Rate
26.32%
Max Drawdown
312.53 (25.47%)
Total Fees
12.11
Position avg (max), %
29.39 (45.59)
Profit Factor
1.04
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 | -6.98% | 12.48% | 6.63% | -2.47% | 1.31% | -0.98% | 3.62% | -5.81% | 0.31% | -0.67% | 12.15% | -3.51% | 14.88% |
| 2025 | -8.26% | -1.92% | -0.61% | -2.29% | 1.70% | -1.89% | 1.62% | -1.41% | -2.61% | -6.06% | 4.28% | -1.71% | -18.10% |
| 2026 | 2.51% | 2.42% | -0.36% | 2.29% | -0.16% | 0.00% | — | — | — | — | — | — | 6.83% |
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 | 1004.93 |
| Min balance | 914.75 |
| Max balance | 1227.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.02 |
| Average monthly return (arithmetic), % | 0.12 |
| Best month, % | 12.48 |
| Worst month, % | -8.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 4.93 |
| Total PnL, % | 0.49 |
| Gross profit | 616.94 |
| Gross loss | 593.94 |
| Trading volume (USDT) | 33652.01 |
| Total transactions (buy/sell) | 58 |
| Total fees | 12.11 |
| Funding net | -5.95 |
| Funding accrued (received) | 15.16 |
| Funding paid | 21.11 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 57 |
| Win Trades | 15 |
| Los Trades | 42 |
| Win Rate, % | 26.32 |
| Expectancy per trade | 0.4034 |
| Max consecutive wins | 3 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.39 |
| Position max, % of margin balance | 45.59 |
| Max Drawdown | 312.53 |
| Max Drawdown, % | 25.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0387 |
| Recovery Factor (Total PnL / Max DD) | 0.0158 |
| Sharpe ratio (monthly) | 0.0906 |
| Sortino ratio (monthly) | 0.1499 |
| CAGR, % | 0.20 |
| Calmar ratio (CAGR / Max DD%) | 0.0080 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 22.99 | Fee: 12.11 | Vol: 33652.01
Realized PnL by Symbol
Details
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