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
1220.76
Total PnL
220.76 (22.08%)
Total Trades (Win/Los)
82 (8/74)
Win Rate
9.76%
Max Drawdown
137.85 (12.40%)
Total Fees
19.37
Position avg (max), %
29.26 (44.41)
Profit Factor
1.87
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% | 0.72% | -4.01% | -0.61% | -4.19% | 0.87% | -2.02% | 4.35% | 12.50% | -1.45% | 14.45% |
| 2025 | 1.15% | -0.03% | 0.56% | -1.78% | — | — | 1.01% | 2.40% | -4.55% | 0.78% | 5.19% | 0.78% | 5.34% |
| 2026 | 0.43% | 3.99% | -0.32% | -1.22% | -1.20% | 0.00% | — | — | — | — | — | — | 1.59% |
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 | 28 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1220.76 |
| Min balance | 925.93 |
| Max balance | 1281.97 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.73 |
| Average monthly return (arithmetic), % | 0.80 |
| Best month, % | 12.50 |
| Worst month, % | -6.14 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 220.76 |
| Total PnL, % | 22.08 |
| Gross profit | 516.53 |
| Gross loss | 276.52 |
| Trading volume (USDT) | 53835.74 |
| Total transactions (buy/sell) | 84 |
| Total fees | 19.37 |
| Funding net | 0.12 |
| Funding accrued (received) | 18.29 |
| Funding paid | 18.17 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 82 |
| Win Trades | 8 |
| Los Trades | 74 |
| Win Rate, % | 9.76 |
| Expectancy per trade | 2.9270 |
| Max consecutive wins | 1 |
| Max consecutive losses | 26 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.26 |
| Position max, % of margin balance | 44.41 |
| Max Drawdown | 137.85 |
| Max Drawdown, % | 12.40 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8680 |
| Recovery Factor (Total PnL / Max DD) | 1.6014 |
| Sharpe ratio (monthly) | 0.7018 |
| Sortino ratio (monthly) | 1.4373 |
| CAGR, % | 8.61 |
| Calmar ratio (CAGR / Max DD%) | 0.6943 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 240.01 | Fee: 19.37 | Vol: 53835.74
Realized PnL by Symbol
Details
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