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
1335.59
Total PnL
335.59 (33.56%)
Total Trades (Win/Los)
34 (6/28)
Win Rate
17.65%
Max Drawdown
158.81 (13.32%)
Total Fees
8.46
Position avg (max), %
31.29 (43.37)
Profit Factor
3.24
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% | 4.23% | -3.11% | 1.01% | -3.00% | -1.90% | 1.15% | 11.98% | -1.40% | 18.90% |
| 2025 | 3.54% | 2.94% | 0.68% | -3.53% | -0.49% | 0.68% | 2.63% | 0.31% | -3.63% | -1.30% | 4.88% | 0.73% | 7.30% |
| 2026 | 2.18% | 2.77% | -0.23% | 1.05% | -1.10% | 0.00% | — | — | — | — | — | — | 4.71% |
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 | 1335.59 |
| Min balance | 970.30 |
| Max balance | 1382.90 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.97 |
| Average monthly return (arithmetic), % | 1.05 |
| Best month, % | 13.24 |
| Worst month, % | -6.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 335.59 |
| Total PnL, % | 33.56 |
| Gross profit | 518.84 |
| Gross loss | 160.23 |
| Trading volume (USDT) | 23500.35 |
| Total transactions (buy/sell) | 35 |
| Total fees | 8.46 |
| Funding net | -14.57 |
| Funding accrued (received) | 14.45 |
| Funding paid | 29.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 34 |
| Win Trades | 6 |
| Los Trades | 28 |
| Win Rate, % | 17.65 |
| Expectancy per trade | 10.5476 |
| Max consecutive wins | 2 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.29 |
| Position max, % of margin balance | 43.37 |
| Max Drawdown | 158.81 |
| Max Drawdown, % | 13.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.2382 |
| Recovery Factor (Total PnL / Max DD) | 2.1131 |
| Sharpe ratio (monthly) | 0.8803 |
| Sortino ratio (monthly) | 1.9750 |
| CAGR, % | 12.73 |
| Calmar ratio (CAGR / Max DD%) | 0.9556 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 358.62 | Fee: 8.46 | Vol: 23500.35
Realized PnL by Symbol
Details
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