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
1070.73
Total PnL
70.73 (7.07%)
Total Trades (Win/Los)
39 (9/30)
Win Rate
23.08%
Max Drawdown
261.10 (22.89%)
Total Fees
8.02
Position avg (max), %
28.58 (45.33)
Profit Factor
1.21
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% | -3.69% | -5.37% | -3.52% | -5.79% | -2.16% | -0.30% | 2.99% | 11.05% | -1.30% | 2.38% |
| 2025 | -0.41% | 0.63% | 0.63% | -2.11% | 2.97% | -1.70% | 1.25% | 1.66% | -1.01% | -3.86% | 3.92% | 0.59% | 2.32% |
| 2026 | -0.25% | 3.45% | -0.28% | 0.46% | -1.10% | 0.00% | — | — | — | — | — | — | 2.23% |
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 | 1070.73 |
| Min balance | 879.68 |
| Max balance | 1140.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.23 |
| Average monthly return (arithmetic), % | 0.32 |
| Best month, % | 13.97 |
| Worst month, % | -7.62 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 70.73 |
| Total PnL, % | 7.07 |
| Gross profit | 476.83 |
| Gross loss | 392.84 |
| Trading volume (USDT) | 22291.22 |
| Total transactions (buy/sell) | 40 |
| Total fees | 8.02 |
| Funding net | -5.24 |
| Funding accrued (received) | 14.74 |
| Funding paid | 19.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 9 |
| Los Trades | 30 |
| Win Rate, % | 23.08 |
| Expectancy per trade | 2.1538 |
| Max consecutive wins | 2 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.58 |
| Position max, % of margin balance | 45.33 |
| Max Drawdown | 261.10 |
| Max Drawdown, % | 22.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2138 |
| Recovery Factor (Total PnL / Max DD) | 0.2709 |
| Sharpe ratio (monthly) | 0.2533 |
| Sortino ratio (monthly) | 0.4600 |
| CAGR, % | 2.87 |
| Calmar ratio (CAGR / Max DD%) | 0.1254 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 84.00 | Fee: 8.02 | Vol: 22291.22
Realized PnL by Symbol
Details
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