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
1348.85
Total PnL
348.85 (34.89%)
Total Trades (Win/Los)
53 (9/44)
Win Rate
16.98%
Max Drawdown
188.49 (15.66%)
Total Fees
13.02
Position avg (max), %
29.55 (43.04)
Profit Factor
2.53
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 | 0.93% | 10.50% | 6.22% | -6.49% | 4.19% | -1.32% | -6.42% | -0.42% | -2.29% | 3.27% | 12.05% | -1.40% | 18.32% |
| 2025 | 0.84% | -1.74% | 0.55% | 3.21% | 3.29% | -0.06% | 1.27% | 1.16% | -3.71% | 0.81% | 4.72% | 0.71% | 11.31% |
| 2026 | 2.11% | 2.68% | -1.53% | 0.53% | -1.31% | 0.00% | — | — | — | — | — | — | 2.44% |
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 | 1348.85 |
| Min balance | 981.35 |
| Max balance | 1423.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.00 |
| Average monthly return (arithmetic), % | 1.08 |
| Best month, % | 12.05 |
| Worst month, % | -6.49 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 348.85 |
| Total PnL, % | 34.89 |
| Gross profit | 619.72 |
| Gross loss | 244.71 |
| Trading volume (USDT) | 36169.48 |
| Total transactions (buy/sell) | 54 |
| Total fees | 13.02 |
| Funding net | -13.14 |
| Funding accrued (received) | 14.50 |
| Funding paid | 27.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 53 |
| Win Trades | 9 |
| Los Trades | 44 |
| Win Rate, % | 16.98 |
| Expectancy per trade | 7.0757 |
| Max consecutive wins | 2 |
| Max consecutive losses | 24 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.55 |
| Position max, % of margin balance | 43.04 |
| Max Drawdown | 188.49 |
| Max Drawdown, % | 15.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5325 |
| Recovery Factor (Total PnL / Max DD) | 1.8508 |
| Sharpe ratio (monthly) | 0.9517 |
| Sortino ratio (monthly) | 1.9218 |
| CAGR, % | 13.19 |
| Calmar ratio (CAGR / Max DD%) | 0.8422 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 375.01 | Fee: 13.02 | Vol: 36169.48
Realized PnL by Symbol
Details
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