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
1138.72
Total PnL
138.72 (13.87%)
Total Trades (Win/Los)
10 (5/5)
Win Rate
50.00%
Max Drawdown
194.28 (16.31%)
Total Fees
2.21
Position avg (max), %
30.80 (45.97)
Profit Factor
1.85
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 | -1.86% | 2.05% | 5.94% | -6.21% | 4.00% | -5.14% | -0.65% | 2.43% | -3.26% | 3.51% | 12.90% | -1.49% | 11.24% |
| 2025 | 3.79% | -4.68% | 0.59% | -3.05% | -3.98% | 0.61% | 2.35% | 0.28% | -1.51% | -2.96% | 5.79% | 0.86% | -2.46% |
| 2026 | 2.56% | 3.24% | -0.26% | 0.43% | -1.04% | 0.00% | — | — | — | — | — | — | 4.96% |
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 | 1138.72 |
| Min balance | 925.51 |
| Max balance | 1191.00 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.43 |
| Average monthly return (arithmetic), % | 0.51 |
| Best month, % | 12.90 |
| Worst month, % | -6.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 138.72 |
| Total PnL, % | 13.87 |
| Gross profit | 322.68 |
| Gross loss | 174.13 |
| Trading volume (USDT) | 6153.06 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.21 |
| Funding net | -7.61 |
| Funding accrued (received) | 15.17 |
| Funding paid | 22.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 5 |
| Los Trades | 5 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 14.8549 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.80 |
| Position max, % of margin balance | 45.97 |
| Max Drawdown | 194.28 |
| Max Drawdown, % | 16.31 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8531 |
| Recovery Factor (Total PnL / Max DD) | 0.7140 |
| Sharpe ratio (monthly) | 0.4558 |
| Sortino ratio (monthly) | 0.8100 |
| CAGR, % | 5.53 |
| Calmar ratio (CAGR / Max DD%) | 0.3388 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 148.55 | Fee: 2.21 | Vol: 6153.06
Realized PnL by Symbol
Details
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