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
1002.48
Total PnL
2.48 (0.25%)
Total Trades (Win/Los)
38 (12/26)
Win Rate
31.58%
Max Drawdown
241.16 (20.58%)
Total Fees
8.11
Position avg (max), %
30.01 (46.13)
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 | -7.76% | 11.98% | 6.72% | -3.14% | -0.95% | 1.41% | 0.34% | -1.51% | -2.80% | -2.36% | 12.83% | -6.99% | 5.56% |
| 2025 | -2.74% | 2.59% | -1.77% | -1.64% | 2.95% | -2.90% | 1.41% | -1.50% | -1.49% | -4.64% | 2.90% | -2.66% | -9.41% |
| 2026 | 3.76% | 3.64% | -2.45% | 0.12% | -0.16% | 0.00% | — | — | — | — | — | — | 4.86% |
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 | 1002.48 |
| Min balance | 913.30 |
| Max balance | 1171.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.01 |
| Average monthly return (arithmetic), % | 0.11 |
| Best month, % | 12.83 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2.48 |
| Total PnL, % | 0.25 |
| Gross profit | 492.49 |
| Gross loss | 474.41 |
| Trading volume (USDT) | 22549.78 |
| Total transactions (buy/sell) | 39 |
| Total fees | 8.11 |
| Funding net | -7.48 |
| Funding accrued (received) | 14.59 |
| Funding paid | 22.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 12 |
| Los Trades | 26 |
| Win Rate, % | 31.58 |
| Expectancy per trade | 0.4758 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.01 |
| Position max, % of margin balance | 46.13 |
| Max Drawdown | 241.16 |
| Max Drawdown, % | 20.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0381 |
| Recovery Factor (Total PnL / Max DD) | 0.0103 |
| Sharpe ratio (monthly) | 0.0823 |
| Sortino ratio (monthly) | 0.1443 |
| CAGR, % | 0.10 |
| Calmar ratio (CAGR / Max DD%) | 0.0050 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 18.08 | Fee: 8.11 | Vol: 22549.78
Realized PnL by Symbol
Details
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