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
1383.96
Total PnL
383.96 (38.40%)
Total Trades (Win/Los)
32 (13/19)
Win Rate
40.63%
Max Drawdown
106.48 (7.31%)
Total Fees
8.46
Position avg (max), %
30.01 (40.89)
Profit Factor
2.40
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 | -4.35% | 6.16% | 5.86% | 0.29% | 0.01% | 2.28% | -0.73% | 2.71% | -1.88% | 3.07% | 11.35% | -1.33% | 24.93% |
| 2025 | 1.10% | 5.08% | 0.65% | -3.91% | 3.12% | -1.71% | 2.50% | 0.83% | -1.20% | -0.96% | 4.48% | -1.62% | 8.25% |
| 2026 | 0.60% | 4.42% | -3.04% | 0.47% | 0.03% | 0.00% | — | — | — | — | — | — | 2.35% |
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 | 1383.96 |
| Min balance | 928.11 |
| Max balance | 1456.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.09 |
| Average monthly return (arithmetic), % | 1.14 |
| Best month, % | 11.35 |
| Worst month, % | -4.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 383.96 |
| Total PnL, % | 38.40 |
| Gross profit | 682.87 |
| Gross loss | 285.04 |
| Trading volume (USDT) | 23507.05 |
| Total transactions (buy/sell) | 33 |
| Total fees | 8.46 |
| Funding net | -5.40 |
| Funding accrued (received) | 19.38 |
| Funding paid | 24.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 13 |
| Los Trades | 19 |
| Win Rate, % | 40.63 |
| Expectancy per trade | 12.4320 |
| Max consecutive wins | 5 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.01 |
| Position max, % of margin balance | 40.89 |
| Max Drawdown | 106.48 |
| Max Drawdown, % | 7.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3957 |
| Recovery Factor (Total PnL / Max DD) | 3.6058 |
| Sharpe ratio (monthly) | 1.2019 |
| Sortino ratio (monthly) | 2.8675 |
| CAGR, % | 14.40 |
| Calmar ratio (CAGR / Max DD%) | 1.9703 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 397.82 | Fee: 8.46 | Vol: 23507.05
Realized PnL by Symbol
Details
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