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
1041.81
Total PnL
41.81 (4.18%)
Total Trades (Win/Los)
54 (17/37)
Win Rate
31.48%
Max Drawdown
218.91 (19.55%)
Total Fees
11.22
Position avg (max), %
28.68 (40.65)
Profit Factor
1.12
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% | 6.16% | 5.86% | 0.29% | -2.55% | 2.34% | 0.34% | -12.84% | -2.24% | 2.95% | 10.91% | -6.24% | -1.65% |
| 2025 | 0.77% | 2.99% | 0.63% | -3.96% | 3.05% | -1.77% | 3.15% | -1.11% | -2.98% | -1.05% | 4.01% | -5.16% | -1.92% |
| 2026 | 4.23% | 3.59% | -0.20% | 0.12% | 0.13% | 0.00% | — | — | — | — | — | — | 8.02% |
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 | 1041.81 |
| Min balance | 900.83 |
| Max balance | 1119.74 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.14 |
| Average monthly return (arithmetic), % | 0.23 |
| Best month, % | 10.91 |
| Worst month, % | -12.84 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 41.81 |
| Total PnL, % | 4.18 |
| Gross profit | 538.78 |
| Gross loss | 479.91 |
| Trading volume (USDT) | 31170.82 |
| Total transactions (buy/sell) | 55 |
| Total fees | 11.22 |
| Funding net | -5.83 |
| Funding accrued (received) | 14.35 |
| Funding paid | 20.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 54 |
| Win Trades | 17 |
| Los Trades | 37 |
| Win Rate, % | 31.48 |
| Expectancy per trade | 1.0901 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.68 |
| Position max, % of margin balance | 40.65 |
| Max Drawdown | 218.91 |
| Max Drawdown, % | 19.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1227 |
| Recovery Factor (Total PnL / Max DD) | 0.1910 |
| Sharpe ratio (monthly) | 0.1856 |
| Sortino ratio (monthly) | 0.2599 |
| CAGR, % | 1.71 |
| Calmar ratio (CAGR / Max DD%) | 0.0875 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 58.86 | Fee: 11.22 | Vol: 31170.82
Realized PnL by Symbol
Details
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