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
1025.82
Total PnL
25.82 (2.58%)
Total Trades (Win/Los)
53 (8/45)
Win Rate
15.09%
Max Drawdown
240.15 (22.17%)
Total Fees
10.67
Position avg (max), %
28.63 (41.38)
Profit Factor
1.09
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 | -10.30% | 12.33% | 5.90% | -2.21% | -5.51% | -3.65% | -6.01% | -2.25% | -0.31% | 3.12% | 11.50% | -1.35% | -1.30% |
| 2025 | 0.61% | 0.65% | 0.65% | -1.05% | 3.02% | -1.44% | 1.27% | 1.68% | -4.14% | -0.37% | 3.95% | 0.60% | 5.30% |
| 2026 | 0.76% | 3.45% | -4.71% | 0.56% | -1.15% | 0.00% | — | — | — | — | — | — | -1.27% |
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 | 1025.82 |
| Min balance | 842.86 |
| Max balance | 1103.30 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.09 |
| Average monthly return (arithmetic), % | 0.19 |
| Best month, % | 12.33 |
| Worst month, % | -10.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 25.82 |
| Total PnL, % | 2.58 |
| Gross profit | 491.72 |
| Gross loss | 449.90 |
| Trading volume (USDT) | 29653.86 |
| Total transactions (buy/sell) | 54 |
| Total fees | 10.67 |
| Funding net | -5.32 |
| Funding accrued (received) | 14.23 |
| Funding paid | 19.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 53 |
| Win Trades | 8 |
| Los Trades | 45 |
| Win Rate, % | 15.09 |
| Expectancy per trade | 0.7890 |
| Max consecutive wins | 1 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.63 |
| Position max, % of margin balance | 41.38 |
| Max Drawdown | 240.15 |
| Max Drawdown, % | 22.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0929 |
| Recovery Factor (Total PnL / Max DD) | 0.1075 |
| Sharpe ratio (monthly) | 0.1427 |
| Sortino ratio (monthly) | 0.2272 |
| CAGR, % | 1.06 |
| Calmar ratio (CAGR / Max DD%) | 0.0479 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 41.82 | Fee: 10.67 | Vol: 29653.86
Realized PnL by Symbol
Details
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