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
1164.08
Total PnL
164.08 (16.41%)
Total Trades (Win/Los)
112 (14/98)
Win Rate
12.50%
Max Drawdown
179.54 (16.58%)
Total Fees
25.67
Position avg (max), %
30.44 (40.92)
Profit Factor
1.40
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 | -10.30% | 12.33% | 5.90% | -2.21% | -5.02% | 1.55% | -4.63% | -3.76% | 0.87% | 1.33% | 10.93% | -1.29% | 3.39% |
| 2025 | 1.85% | 5.25% | 0.58% | -1.99% | 3.67% | -1.59% | 1.58% | 2.01% | -1.39% | -0.31% | 5.19% | -5.59% | 9.06% |
| 2026 | 0.40% | 4.25% | -3.05% | 0.93% | 0.82% | 0.00% | — | — | — | — | — | — | 3.25% |
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 | 1164.08 |
| Min balance | 892.87 |
| Max balance | 1222.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.51 |
| Average monthly return (arithmetic), % | 0.61 |
| Best month, % | 12.33 |
| Worst month, % | -10.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 164.08 |
| Total PnL, % | 16.41 |
| Gross profit | 678.42 |
| Gross loss | 483.08 |
| Trading volume (USDT) | 71306.44 |
| Total transactions (buy/sell) | 113 |
| Total fees | 25.67 |
| Funding net | -5.59 |
| Funding accrued (received) | 16.56 |
| Funding paid | 22.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 112 |
| Win Trades | 14 |
| Los Trades | 98 |
| Win Rate, % | 12.50 |
| Expectancy per trade | 1.7441 |
| Max consecutive wins | 2 |
| Max consecutive losses | 36 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.44 |
| Position max, % of margin balance | 40.92 |
| Max Drawdown | 179.54 |
| Max Drawdown, % | 16.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4044 |
| Recovery Factor (Total PnL / Max DD) | 0.9139 |
| Sharpe ratio (monthly) | 0.4648 |
| Sortino ratio (monthly) | 0.7763 |
| CAGR, % | 6.49 |
| Calmar ratio (CAGR / Max DD%) | 0.3917 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 195.34 | Fee: 25.67 | Vol: 71306.44
Realized PnL by Symbol
Details
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