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
1074.89
Total PnL
74.89 (7.49%)
Total Trades (Win/Los)
22 (9/13)
Win Rate
40.91%
Max Drawdown
145.59 (12.76%)
Total Fees
4.68
Position avg (max), %
29.01 (43.27)
Profit Factor
1.31
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 | -7.76% | 2.88% | 6.27% | -2.72% | -1.22% | 0.95% | -0.66% | 2.44% | -3.13% | 2.81% | 10.41% | -1.23% | 8.12% |
| 2025 | -4.13% | 2.57% | 0.61% | -0.24% | 2.82% | -3.08% | 0.30% | -0.14% | -1.51% | -3.18% | 5.80% | -2.47% | -3.08% |
| 2026 | 1.13% | 4.54% | -4.68% | 2.94% | -1.10% | 0.00% | — | — | — | — | — | — | 2.59% |
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 | 1074.89 |
| Min balance | 872.95 |
| Max balance | 1140.99 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.24 |
| Average monthly return (arithmetic), % | 0.31 |
| Best month, % | 10.41 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 74.89 |
| Total PnL, % | 7.49 |
| Gross profit | 357.14 |
| Gross loss | 272.82 |
| Trading volume (USDT) | 13016.89 |
| Total transactions (buy/sell) | 23 |
| Total fees | 4.68 |
| Funding net | -4.74 |
| Funding accrued (received) | 15.45 |
| Funding paid | 20.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 9 |
| Los Trades | 13 |
| Win Rate, % | 40.91 |
| Expectancy per trade | 3.8326 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.01 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 145.59 |
| Max Drawdown, % | 12.76 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3091 |
| Recovery Factor (Total PnL / Max DD) | 0.5144 |
| Sharpe ratio (monthly) | 0.2926 |
| Sortino ratio (monthly) | 0.4769 |
| CAGR, % | 3.04 |
| Calmar ratio (CAGR / Max DD%) | 0.2379 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 84.32 | Fee: 4.68 | Vol: 13016.89
Realized PnL by Symbol
Details
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