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
1045.25
Total PnL
45.25 (4.52%)
Total Trades (Win/Los)
40 (13/27)
Win Rate
32.50%
Max Drawdown
238.90 (19.72%)
Total Fees
8.92
Position avg (max), %
30.63 (46.13)
Profit Factor
1.13
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% | 2.94% | -1.40% | -2.72% | -1.22% | 12.33% | -6.05% | 10.40% |
| 2025 | -3.43% | -0.70% | -1.37% | 1.60% | 3.78% | -3.13% | 1.36% | -1.86% | -1.37% | -4.71% | 2.78% | -2.55% | -9.55% |
| 2026 | 3.60% | 3.49% | -2.44% | 0.25% | -0.16% | 0.00% | — | — | — | — | — | — | 4.69% |
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 | 1045.25 |
| Min balance | 913.30 |
| Max balance | 1211.75 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.15 |
| Average monthly return (arithmetic), % | 0.24 |
| Best month, % | 12.33 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 45.25 |
| Total PnL, % | 4.52 |
| Gross profit | 551.60 |
| Gross loss | 488.02 |
| Trading volume (USDT) | 24772.73 |
| Total transactions (buy/sell) | 41 |
| Total fees | 8.92 |
| Funding net | -9.42 |
| Funding accrued (received) | 14.55 |
| Funding paid | 23.97 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 13 |
| Los Trades | 27 |
| Win Rate, % | 32.50 |
| Expectancy per trade | 1.5895 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.63 |
| Position max, % of margin balance | 46.13 |
| Max Drawdown | 238.90 |
| Max Drawdown, % | 19.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1303 |
| Recovery Factor (Total PnL / Max DD) | 0.1894 |
| Sharpe ratio (monthly) | 0.1906 |
| Sortino ratio (monthly) | 0.3409 |
| CAGR, % | 1.85 |
| Calmar ratio (CAGR / Max DD%) | 0.0938 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 63.58 | Fee: 8.92 | Vol: 24772.73
Realized PnL by Symbol
Details
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