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
1308.88
Total PnL
308.88 (30.89%)
Total Trades (Win/Los)
30 (7/23)
Win Rate
23.33%
Max Drawdown
137.49 (10.52%)
Total Fees
7.12
Position avg (max), %
29.42 (43.73)
Profit Factor
2.85
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 | -3.46% | 13.37% | 6.34% | -6.61% | 4.27% | -1.30% | -2.89% | 1.38% | -1.73% | 3.13% | 11.56% | -1.35% | 22.83% |
| 2025 | 3.43% | -0.48% | 0.68% | -3.54% | -1.85% | 0.52% | 1.28% | -1.95% | 0.64% | -2.42% | 4.98% | 0.75% | 1.74% |
| 2026 | 2.23% | 2.82% | -0.23% | 1.03% | -1.12% | 0.00% | — | — | — | — | — | — | 4.76% |
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 | 1308.88 |
| Min balance | 960.60 |
| Max balance | 1356.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.90 |
| Average monthly return (arithmetic), % | 0.98 |
| Best month, % | 13.37 |
| Worst month, % | -6.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 308.88 |
| Total PnL, % | 30.89 |
| Gross profit | 505.19 |
| Gross loss | 177.35 |
| Trading volume (USDT) | 19785.54 |
| Total transactions (buy/sell) | 31 |
| Total fees | 7.12 |
| Funding net | -11.85 |
| Funding accrued (received) | 14.43 |
| Funding paid | 26.28 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 7 |
| Los Trades | 23 |
| Win Rate, % | 23.33 |
| Expectancy per trade | 10.9282 |
| Max consecutive wins | 2 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.42 |
| Position max, % of margin balance | 43.73 |
| Max Drawdown | 137.49 |
| Max Drawdown, % | 10.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.8486 |
| Recovery Factor (Total PnL / Max DD) | 2.2465 |
| Sharpe ratio (monthly) | 0.8297 |
| Sortino ratio (monthly) | 1.8871 |
| CAGR, % | 11.79 |
| Calmar ratio (CAGR / Max DD%) | 1.1208 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 327.85 | Fee: 7.12 | Vol: 19785.54
Realized PnL by Symbol
Details
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