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
1115.48
Total PnL
115.48 (11.55%)
Total Trades (Win/Los)
29 (8/21)
Win Rate
27.59%
Max Drawdown
203.82 (17.79%)
Total Fees
6.70
Position avg (max), %
31.66 (45.42)
Profit Factor
1.34
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 | -7.12% | 13.90% | 6.56% | -6.82% | 4.42% | -4.98% | -4.80% | -2.02% | -0.08% | 3.49% | 12.84% | -1.48% | 11.72% |
| 2025 | -0.85% | 0.58% | 0.58% | -2.05% | 3.65% | -2.82% | 1.16% | 2.04% | -1.41% | -5.54% | 5.54% | 0.83% | 1.23% |
| 2026 | 2.46% | 3.11% | -5.50% | 0.13% | -1.32% | 0.00% | — | — | — | — | — | — | -1.35% |
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 | 1115.48 |
| Min balance | 923.93 |
| Max balance | 1214.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.37 |
| Average monthly return (arithmetic), % | 0.48 |
| Best month, % | 13.90 |
| Worst month, % | -7.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 115.48 |
| Total PnL, % | 11.55 |
| Gross profit | 523.40 |
| Gross loss | 391.39 |
| Trading volume (USDT) | 18625.18 |
| Total transactions (buy/sell) | 30 |
| Total fees | 6.70 |
| Funding net | -9.83 |
| Funding accrued (received) | 15.59 |
| Funding paid | 25.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 29 |
| Win Trades | 8 |
| Los Trades | 21 |
| Win Rate, % | 27.59 |
| Expectancy per trade | 4.5521 |
| Max consecutive wins | 2 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.66 |
| Position max, % of margin balance | 45.42 |
| Max Drawdown | 203.82 |
| Max Drawdown, % | 17.79 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3373 |
| Recovery Factor (Total PnL / Max DD) | 0.5666 |
| Sharpe ratio (monthly) | 0.3408 |
| Sortino ratio (monthly) | 0.6046 |
| CAGR, % | 4.63 |
| Calmar ratio (CAGR / Max DD%) | 0.2602 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 132.01 | Fee: 6.70 | Vol: 18625.18
Realized PnL by Symbol
Details
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