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
1059.07
Total PnL
59.07 (5.91%)
Total Trades (Win/Los)
154 (18/136)
Win Rate
11.69%
Max Drawdown
239.94 (22.00%)
Total Fees
31.15
Position avg (max), %
28.38 (41.61)
Profit Factor
1.19
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 | -9.55% | 12.23% | 5.86% | -2.20% | -4.58% | 1.60% | -4.58% | -10.85% | 0.74% | 1.53% | 9.32% | -4.32% | -7.26% |
| 2025 | 0.92% | 4.74% | 0.66% | -1.85% | 3.10% | -1.74% | 2.70% | -0.56% | -1.70% | -0.24% | 4.00% | -4.66% | 5.06% |
| 2026 | 2.12% | 3.63% | 1.24% | 0.55% | 0.92% | 0.00% | — | — | — | — | — | — | 8.72% |
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 | 1059.07 |
| Min balance | 850.62 |
| Max balance | 1090.55 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.19 |
| Average monthly return (arithmetic), % | 0.30 |
| Best month, % | 12.23 |
| Worst month, % | -10.85 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 59.07 |
| Total PnL, % | 5.91 |
| Gross profit | 604.49 |
| Gross loss | 508.37 |
| Trading volume (USDT) | 86523.71 |
| Total transactions (buy/sell) | 155 |
| Total fees | 31.15 |
| Funding net | -5.90 |
| Funding accrued (received) | 13.65 |
| Funding paid | 19.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 154 |
| Win Trades | 18 |
| Los Trades | 136 |
| Win Rate, % | 11.69 |
| Expectancy per trade | 0.6241 |
| Max consecutive wins | 2 |
| Max consecutive losses | 36 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.38 |
| Position max, % of margin balance | 41.61 |
| Max Drawdown | 239.94 |
| Max Drawdown, % | 22.00 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1891 |
| Recovery Factor (Total PnL / Max DD) | 0.2462 |
| Sharpe ratio (monthly) | 0.2234 |
| Sortino ratio (monthly) | 0.3273 |
| CAGR, % | 2.41 |
| Calmar ratio (CAGR / Max DD%) | 0.1093 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 96.12 | Fee: 31.15 | Vol: 86523.71
Realized PnL by Symbol
Details
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