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
1086.00
Total PnL
86.00 (8.60%)
Total Trades (Win/Los)
89 (8/81)
Win Rate
8.99%
Max Drawdown
219.56 (18.42%)
Total Fees
20.28
Position avg (max), %
30.13 (44.28)
Profit Factor
1.26
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 | -0.18% | 10.62% | 6.28% | -1.88% | -2.21% | -3.52% | -5.37% | -2.49% | -0.07% | 3.38% | 12.46% | -1.44% | 14.79% |
| 2025 | 1.47% | 1.08% | 0.55% | -2.85% | -1.87% | -1.45% | 1.67% | 2.25% | -4.80% | -5.50% | 5.66% | -2.38% | -6.52% |
| 2026 | 1.30% | 4.43% | -3.93% | 0.98% | -1.35% | 0.00% | — | — | — | — | — | — | 1.23% |
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 | 1086.00 |
| Min balance | 972.57 |
| Max balance | 1222.57 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.28 |
| Average monthly return (arithmetic), % | 0.36 |
| Best month, % | 12.46 |
| Worst month, % | -5.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 86.00 |
| Total PnL, % | 8.60 |
| Gross profit | 543.96 |
| Gross loss | 431.40 |
| Trading volume (USDT) | 56356.79 |
| Total transactions (buy/sell) | 90 |
| Total fees | 20.28 |
| Funding net | -6.28 |
| Funding accrued (received) | 16.64 |
| Funding paid | 22.92 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 89 |
| Win Trades | 8 |
| Los Trades | 81 |
| Win Rate, % | 8.99 |
| Expectancy per trade | 1.2648 |
| Max consecutive wins | 1 |
| Max consecutive losses | 21 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.13 |
| Position max, % of margin balance | 44.28 |
| Max Drawdown | 219.56 |
| Max Drawdown, % | 18.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2609 |
| Recovery Factor (Total PnL / Max DD) | 0.3917 |
| Sharpe ratio (monthly) | 0.2983 |
| Sortino ratio (monthly) | 0.5640 |
| CAGR, % | 3.48 |
| Calmar ratio (CAGR / Max DD%) | 0.1887 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 112.57 | Fee: 20.28 | Vol: 56356.79
Realized PnL by Symbol
Details
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