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
1081.06
Total PnL
81.06 (8.11%)
Total Trades (Win/Los)
76 (9/67)
Win Rate
11.84%
Max Drawdown
247.99 (21.74%)
Total Fees
16.27
Position avg (max), %
30.04 (45.33)
Profit Factor
1.24
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 | -7.62% | 13.97% | 6.59% | -1.57% | -5.61% | -4.10% | -5.71% | -2.13% | -0.29% | 2.95% | 10.90% | -1.28% | 3.69% |
| 2025 | 0.87% | 0.61% | 0.62% | -2.15% | 2.90% | -3.12% | 1.24% | 1.44% | -1.01% | -1.30% | 5.68% | 0.85% | 6.52% |
| 2026 | 0.06% | 4.35% | -5.25% | 0.32% | -1.36% | 0.00% | — | — | — | — | — | — | -2.10% |
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 | 1081.06 |
| Min balance | 892.80 |
| Max balance | 1180.10 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.26 |
| Average monthly return (arithmetic), % | 0.36 |
| Best month, % | 13.97 |
| Worst month, % | -7.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 81.06 |
| Total PnL, % | 8.11 |
| Gross profit | 525.24 |
| Gross loss | 423.60 |
| Trading volume (USDT) | 45223.84 |
| Total transactions (buy/sell) | 78 |
| Total fees | 16.27 |
| Funding net | -4.30 |
| Funding accrued (received) | 16.47 |
| Funding paid | 20.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 76 |
| Win Trades | 9 |
| Los Trades | 67 |
| Win Rate, % | 11.84 |
| Expectancy per trade | 1.3373 |
| Max consecutive wins | 2 |
| Max consecutive losses | 39 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.04 |
| Position max, % of margin balance | 45.33 |
| Max Drawdown | 247.99 |
| Max Drawdown, % | 21.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2399 |
| Recovery Factor (Total PnL / Max DD) | 0.3269 |
| Sharpe ratio (monthly) | 0.2750 |
| Sortino ratio (monthly) | 0.4921 |
| CAGR, % | 3.28 |
| Calmar ratio (CAGR / Max DD%) | 0.1509 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 101.63 | Fee: 16.27 | Vol: 45223.84
Realized PnL by Symbol
Details
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