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
1238.05
Total PnL
238.05 (23.81%)
Total Trades (Win/Los)
47 (5/42)
Win Rate
10.64%
Max Drawdown
153.10 (13.25%)
Total Fees
11.37
Position avg (max), %
29.87 (44.74)
Profit Factor
2.06
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 | -6.13% | 13.75% | 6.50% | -6.77% | 4.38% | -1.33% | -2.96% | -0.98% | -2.31% | 3.31% | 12.19% | -1.42% | 17.09% |
| 2025 | 3.60% | -0.25% | 0.54% | -2.78% | -1.28% | 0.54% | 2.07% | 0.44% | -3.26% | -4.48% | 5.30% | 0.79% | 0.80% |
| 2026 | 2.36% | 2.99% | -0.24% | 0.98% | -1.19% | 0.00% | — | — | — | — | — | — | 4.92% |
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 | 1238.05 |
| Min balance | 933.84 |
| Max balance | 1285.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.72 |
| Average monthly return (arithmetic), % | 0.81 |
| Best month, % | 13.75 |
| Worst month, % | -6.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 238.05 |
| Total PnL, % | 23.81 |
| Gross profit | 509.36 |
| Gross loss | 247.77 |
| Trading volume (USDT) | 31594.76 |
| Total transactions (buy/sell) | 49 |
| Total fees | 11.37 |
| Funding net | -12.18 |
| Funding accrued (received) | 14.16 |
| Funding paid | 26.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 47 |
| Win Trades | 5 |
| Los Trades | 42 |
| Win Rate, % | 10.64 |
| Expectancy per trade | 5.5659 |
| Max consecutive wins | 1 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.87 |
| Position max, % of margin balance | 44.74 |
| Max Drawdown | 153.10 |
| Max Drawdown, % | 13.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0558 |
| Recovery Factor (Total PnL / Max DD) | 1.5548 |
| Sharpe ratio (monthly) | 0.6301 |
| Sortino ratio (monthly) | 1.2829 |
| CAGR, % | 9.25 |
| Calmar ratio (CAGR / Max DD%) | 0.6979 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 261.60 | Fee: 11.37 | Vol: 31594.76
Realized PnL by Symbol
Details
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