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
1212.41
Total PnL
212.41 (21.24%)
Total Trades (Win/Los)
29 (11/18)
Win Rate
37.93%
Max Drawdown
188.08 (14.35%)
Total Fees
6.87
Position avg (max), %
29.90 (41.32)
Profit Factor
1.71
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% | -0.94% | 1.98% | -0.74% | 2.74% | -1.90% | 3.11% | 11.48% | -1.34% | 23.56% |
| 2025 | -1.92% | -1.81% | 0.73% | -3.82% | 3.48% | -3.27% | 2.11% | 1.09% | -1.35% | -1.09% | 5.07% | -1.98% | -3.14% |
| 2026 | 2.30% | 3.93% | -3.70% | 0.18% | -1.21% | 0.00% | — | — | — | — | — | — | 1.33% |
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 | 1212.41 |
| Min balance | 928.11 |
| Max balance | 1310.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.64 |
| Average monthly return (arithmetic), % | 0.70 |
| Best month, % | 11.48 |
| Worst month, % | -4.35 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 212.41 |
| Total PnL, % | 21.24 |
| Gross profit | 549.24 |
| Gross loss | 320.72 |
| Trading volume (USDT) | 19087.51 |
| Total transactions (buy/sell) | 30 |
| Total fees | 6.87 |
| Funding net | -9.24 |
| Funding accrued (received) | 15.91 |
| Funding paid | 25.15 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 11 |
| Los Trades | 18 |
| Win Rate, % | 37.93 |
| Expectancy per trade | 7.8800 |
| Max consecutive wins | 5 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.90 |
| Position max, % of margin balance | 41.32 |
| Max Drawdown | 188.08 |
| Max Drawdown, % | 14.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7125 |
| Recovery Factor (Total PnL / Max DD) | 1.1293 |
| Sharpe ratio (monthly) | 0.7070 |
| Sortino ratio (monthly) | 1.4887 |
| CAGR, % | 8.30 |
| Calmar ratio (CAGR / Max DD%) | 0.5784 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 228.52 | Fee: 6.87 | Vol: 19087.51
Realized PnL by Symbol
Details
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