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
1038.58
Total PnL
38.58 (3.86%)
Total Trades (Win/Los)
17 (7/10)
Win Rate
41.18%
Max Drawdown
158.90 (14.43%)
Total Fees
3.46
Position avg (max), %
28.48 (42.88)
Profit Factor
1.20
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 | -6.83% | 2.85% | 6.21% | -6.48% | 4.18% | -5.37% | -0.68% | 2.54% | -3.22% | 2.93% | 10.84% | -1.28% | 4.17% |
| 2025 | -3.67% | -2.66% | 0.66% | -0.26% | 3.06% | -3.35% | 1.31% | -0.15% | -1.08% | -2.20% | 4.11% | 0.62% | -3.86% |
| 2026 | 1.85% | 2.36% | -0.19% | 0.83% | -1.13% | 0.00% | — | — | — | — | — | — | 3.73% |
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 | 1038.58 |
| Min balance | 882.25 |
| Max balance | 1101.48 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.13 |
| Average monthly return (arithmetic), % | 0.19 |
| Best month, % | 10.84 |
| Worst month, % | -6.83 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 38.58 |
| Total PnL, % | 3.86 |
| Gross profit | 303.15 |
| Gross loss | 252.02 |
| Trading volume (USDT) | 9616.34 |
| Total transactions (buy/sell) | 18 |
| Total fees | 3.46 |
| Funding net | -9.10 |
| Funding accrued (received) | 12.23 |
| Funding paid | 21.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 7 |
| Los Trades | 10 |
| Win Rate, % | 41.18 |
| Expectancy per trade | 3.0080 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.48 |
| Position max, % of margin balance | 42.88 |
| Max Drawdown | 158.90 |
| Max Drawdown, % | 14.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2029 |
| Recovery Factor (Total PnL / Max DD) | 0.2428 |
| Sharpe ratio (monthly) | 0.1828 |
| Sortino ratio (monthly) | 0.2822 |
| CAGR, % | 1.58 |
| Calmar ratio (CAGR / Max DD%) | 0.1095 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 51.14 | Fee: 3.46 | Vol: 9616.34
Realized PnL by Symbol
Details
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