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
1177.69
Total PnL
177.69 (17.77%)
Total Trades (Win/Los)
138 (8/130)
Win Rate
5.80%
Max Drawdown
175.32 (15.89%)
Total Fees
31.51
Position avg (max), %
30.42 (46.85)
Profit Factor
1.56
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 | -6.14% | 9.51% | 5.79% | -2.97% | -3.57% | -0.32% | -4.32% | 0.90% | -2.09% | 1.06% | 13.32% | -1.53% | 8.08% |
| 2025 | 1.59% | -1.70% | 0.60% | 2.34% | 3.61% | 0.51% | 1.00% | -2.04% | 0.61% | 0.76% | 5.07% | 0.24% | 13.09% |
| 2026 | -2.87% | 4.05% | -3.72% | 0.29% | -1.25% | 0.00% | — | — | — | — | — | — | -3.63% |
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 | 1177.69 |
| Min balance | 925.98 |
| Max balance | 1262.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.55 |
| Average monthly return (arithmetic), % | 0.62 |
| Best month, % | 13.32 |
| Worst month, % | -6.14 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 177.69 |
| Total PnL, % | 17.77 |
| Gross profit | 604.34 |
| Gross loss | 388.64 |
| Trading volume (USDT) | 87545.10 |
| Total transactions (buy/sell) | 139 |
| Total fees | 31.51 |
| Funding net | -6.49 |
| Funding accrued (received) | 16.60 |
| Funding paid | 23.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 138 |
| Win Trades | 8 |
| Los Trades | 130 |
| Win Rate, % | 5.80 |
| Expectancy per trade | 1.5631 |
| Max consecutive wins | 1 |
| Max consecutive losses | 85 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.42 |
| Position max, % of margin balance | 46.85 |
| Max Drawdown | 175.32 |
| Max Drawdown, % | 15.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5550 |
| Recovery Factor (Total PnL / Max DD) | 1.0136 |
| Sharpe ratio (monthly) | 0.5440 |
| Sortino ratio (monthly) | 1.1010 |
| CAGR, % | 7.01 |
| Calmar ratio (CAGR / Max DD%) | 0.4410 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 215.70 | Fee: 31.51 | Vol: 87545.10
Realized PnL by Symbol
Details
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