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
1264.02
Total PnL
264.02 (26.40%)
Total Trades (Win/Los)
50 (5/45)
Win Rate
10.00%
Max Drawdown
226.48 (19.00%)
Total Fees
12.02
Position avg (max), %
29.84 (46.04)
Profit Factor
2.25
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 | -2.49% | 13.24% | 6.28% | -6.55% | 2.83% | -1.01% | -2.95% | -3.75% | -3.00% | -1.28% | 12.92% | -1.49% | 11.07% |
| 2025 | 3.79% | 1.92% | 0.55% | -2.86% | -0.39% | 0.55% | 2.12% | 1.36% | -3.18% | -1.38% | 5.18% | 0.77% | 8.42% |
| 2026 | 2.31% | 2.93% | -0.24% | 1.11% | -1.16% | 0.00% | — | — | — | — | — | — | 4.99% |
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 | 1264.02 |
| Min balance | 965.65 |
| Max balance | 1311.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.78 |
| Average monthly return (arithmetic), % | 0.87 |
| Best month, % | 13.24 |
| Worst month, % | -6.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 264.02 |
| Total PnL, % | 26.40 |
| Gross profit | 512.91 |
| Gross loss | 227.58 |
| Trading volume (USDT) | 33404.84 |
| Total transactions (buy/sell) | 51 |
| Total fees | 12.02 |
| Funding net | -9.29 |
| Funding accrued (received) | 15.11 |
| Funding paid | 24.40 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 50 |
| Win Trades | 5 |
| Los Trades | 45 |
| Win Rate, % | 10.00 |
| Expectancy per trade | 5.7066 |
| Max consecutive wins | 2 |
| Max consecutive losses | 23 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.84 |
| Position max, % of margin balance | 46.04 |
| Max Drawdown | 226.48 |
| Max Drawdown, % | 19.00 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2537 |
| Recovery Factor (Total PnL / Max DD) | 1.1657 |
| Sharpe ratio (monthly) | 0.7100 |
| Sortino ratio (monthly) | 1.5940 |
| CAGR, % | 10.19 |
| Calmar ratio (CAGR / Max DD%) | 0.5363 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 285.33 | Fee: 12.02 | Vol: 33404.84
Realized PnL by Symbol
Details
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