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
1036.40
Total PnL
36.40 (3.64%)
Total Trades (Win/Los)
54 (17/37)
Win Rate
31.48%
Max Drawdown
207.72 (17.78%)
Total Fees
11.22
Position avg (max), %
28.72 (42.65)
Profit Factor
1.10
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 | -4.40% | 2.78% | 6.05% | 0.30% | 0.01% | 2.02% | 0.34% | -2.61% | -3.71% | 1.92% | 12.61% | -8.88% | 4.94% |
| 2025 | -2.75% | 2.90% | -0.77% | -1.19% | 2.92% | -4.07% | 0.59% | -1.12% | -1.06% | -1.92% | 4.00% | -4.52% | -7.15% |
| 2026 | 2.42% | 3.62% | 0.00% | 0.12% | 0.13% | 0.00% | — | — | — | — | — | — | 6.38% |
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 | 1036.40 |
| Min balance | 906.54 |
| Max balance | 1168.09 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.12 |
| Average monthly return (arithmetic), % | 0.19 |
| Best month, % | 12.61 |
| Worst month, % | -8.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 36.40 |
| Total PnL, % | 3.64 |
| Gross profit | 553.89 |
| Gross loss | 503.47 |
| Trading volume (USDT) | 31167.94 |
| Total transactions (buy/sell) | 55 |
| Total fees | 11.22 |
| Funding net | -2.80 |
| Funding accrued (received) | 16.20 |
| Funding paid | 19.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 54 |
| Win Trades | 17 |
| Los Trades | 37 |
| Win Rate, % | 31.48 |
| Expectancy per trade | 0.9337 |
| Max consecutive wins | 6 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.72 |
| Position max, % of margin balance | 42.65 |
| Max Drawdown | 207.72 |
| Max Drawdown, % | 17.78 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1001 |
| Recovery Factor (Total PnL / Max DD) | 0.1752 |
| Sharpe ratio (monthly) | 0.1740 |
| Sortino ratio (monthly) | 0.2769 |
| CAGR, % | 1.49 |
| Calmar ratio (CAGR / Max DD%) | 0.0839 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 50.42 | Fee: 11.22 | Vol: 31167.94
Realized PnL by Symbol
Details
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