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
1211.74
Total PnL
211.74 (21.17%)
Total Trades (Win/Los)
120 (5/115)
Win Rate
4.17%
Max Drawdown
227.21 (19.48%)
Total Fees
26.88
Position avg (max), %
30.40 (46.24)
Profit Factor
1.91
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 | -5.09% | 13.60% | 6.43% | -6.70% | 4.33% | -4.42% | -2.61% | -3.92% | -2.66% | 1.18% | 13.11% | -1.51% | 9.62% |
| 2025 | 1.48% | 0.49% | 0.58% | -3.01% | -0.44% | 0.58% | 2.23% | 1.43% | -3.38% | -1.41% | 5.46% | 0.81% | 4.63% |
| 2026 | 2.42% | 3.07% | -0.25% | 1.33% | -0.97% | 0.00% | — | — | — | — | — | — | 5.67% |
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 | 1211.74 |
| Min balance | 938.93 |
| Max balance | 1249.59 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.64 |
| Average monthly return (arithmetic), % | 0.74 |
| Best month, % | 13.60 |
| Worst month, % | -6.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 211.74 |
| Total PnL, % | 21.17 |
| Gross profit | 521.99 |
| Gross loss | 273.32 |
| Trading volume (USDT) | 74672.82 |
| Total transactions (buy/sell) | 122 |
| Total fees | 26.88 |
| Funding net | -10.05 |
| Funding accrued (received) | 14.77 |
| Funding paid | 24.82 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 120 |
| Win Trades | 5 |
| Los Trades | 115 |
| Win Rate, % | 4.17 |
| Expectancy per trade | 2.0722 |
| Max consecutive wins | 2 |
| Max consecutive losses | 78 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.40 |
| Position max, % of margin balance | 46.24 |
| Max Drawdown | 227.21 |
| Max Drawdown, % | 19.48 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.9098 |
| Recovery Factor (Total PnL / Max DD) | 0.9319 |
| Sharpe ratio (monthly) | 0.5705 |
| Sortino ratio (monthly) | 1.1636 |
| CAGR, % | 8.28 |
| Calmar ratio (CAGR / Max DD%) | 0.4249 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 248.67 | Fee: 26.88 | Vol: 74672.82
Realized PnL by Symbol
Details
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