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
1115.68
Total PnL
115.68 (11.57%)
Total Trades (Win/Los)
30 (12/18)
Win Rate
40.00%
Max Drawdown
154.75 (12.54%)
Total Fees
6.96
Position avg (max), %
30.30 (43.86)
Profit Factor
1.33
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 | -5.63% | 2.81% | 6.13% | -1.16% | -0.99% | 1.64% | -0.63% | 2.33% | -2.68% | 3.35% | 12.32% | -1.43% | 15.96% |
| 2025 | -3.08% | 3.71% | 0.56% | -3.80% | 3.55% | -3.78% | 1.23% | 0.64% | -1.40% | -2.55% | 5.35% | -1.54% | -1.62% |
| 2026 | -1.21% | 4.27% | -5.22% | 0.49% | -0.30% | 0.00% | — | — | — | — | — | — | -2.18% |
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 | 1115.68 |
| Min balance | 894.24 |
| Max balance | 1234.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.37 |
| Average monthly return (arithmetic), % | 0.43 |
| Best month, % | 12.32 |
| Worst month, % | -5.63 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 115.68 |
| Total PnL, % | 11.57 |
| Gross profit | 512.08 |
| Gross loss | 384.93 |
| Trading volume (USDT) | 19352.04 |
| Total transactions (buy/sell) | 31 |
| Total fees | 6.96 |
| Funding net | -4.50 |
| Funding accrued (received) | 17.47 |
| Funding paid | 21.98 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 12 |
| Los Trades | 18 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 4.2383 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.30 |
| Position max, % of margin balance | 43.86 |
| Max Drawdown | 154.75 |
| Max Drawdown, % | 12.54 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3303 |
| Recovery Factor (Total PnL / Max DD) | 0.7476 |
| Sharpe ratio (monthly) | 0.4061 |
| Sortino ratio (monthly) | 0.7443 |
| CAGR, % | 4.64 |
| Calmar ratio (CAGR / Max DD%) | 0.3699 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 127.15 | Fee: 6.96 | Vol: 19352.04
Realized PnL by Symbol
Details
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