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
1027.53
Total PnL
27.53 (2.75%)
Total Trades (Win/Los)
44 (13/31)
Win Rate
29.55%
Max Drawdown
267.49 (21.91%)
Total Fees
9.36
Position avg (max), %
29.59 (46.13)
Profit Factor
1.09
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 | -7.76% | 11.98% | 6.72% | -3.14% | -0.95% | 1.41% | 3.68% | -1.30% | -2.70% | -1.21% | 12.23% | -4.83% | 12.69% |
| 2025 | -7.75% | -0.72% | -1.11% | 0.88% | 2.92% | -2.87% | 1.58% | -1.49% | -1.44% | -3.62% | 2.83% | -3.38% | -13.74% |
| 2026 | 1.93% | 1.97% | -0.35% | 2.24% | -0.16% | 0.00% | — | — | — | — | — | — | 5.72% |
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 | 1027.53 |
| Min balance | 913.30 |
| Max balance | 1220.68 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.09 |
| Average monthly return (arithmetic), % | 0.19 |
| Best month, % | 12.23 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 27.53 |
| Total PnL, % | 2.75 |
| Gross profit | 565.35 |
| Gross loss | 520.37 |
| Trading volume (USDT) | 26008.89 |
| Total transactions (buy/sell) | 45 |
| Total fees | 9.36 |
| Funding net | -8.09 |
| Funding accrued (received) | 14.30 |
| Funding paid | 22.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 44 |
| Win Trades | 13 |
| Los Trades | 31 |
| Win Rate, % | 29.55 |
| Expectancy per trade | 1.0223 |
| Max consecutive wins | 4 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.59 |
| Position max, % of margin balance | 46.13 |
| Max Drawdown | 267.49 |
| Max Drawdown, % | 21.91 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0864 |
| Recovery Factor (Total PnL / Max DD) | 0.1029 |
| Sharpe ratio (monthly) | 0.1461 |
| Sortino ratio (monthly) | 0.2484 |
| CAGR, % | 1.13 |
| Calmar ratio (CAGR / Max DD%) | 0.0516 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 44.98 | Fee: 9.36 | Vol: 26008.89
Realized PnL by Symbol
Details
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