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
1180.92
Total PnL
180.92 (18.09%)
Total Trades (Win/Los)
116 (6/110)
Win Rate
5.17%
Max Drawdown
193.29 (15.74%)
Total Fees
26.44
Position avg (max), %
30.17 (44.57)
Profit Factor
1.73
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 | -2.89% | 13.29% | 6.31% | -6.58% | 4.25% | -3.69% | -3.31% | -0.27% | -1.59% | -0.33% | 12.43% | -1.44% | 14.98% |
| 2025 | 3.67% | -5.09% | 0.57% | -2.97% | -0.01% | 0.57% | 2.19% | 0.52% | -4.05% | -4.22% | 5.62% | 0.84% | -2.93% |
| 2026 | 2.49% | 3.15% | -0.26% | 1.37% | -1.00% | 0.00% | — | — | — | — | — | — | 5.83% |
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 | 1180.92 |
| Min balance | 966.32 |
| Max balance | 1228.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.56 |
| Average monthly return (arithmetic), % | 0.65 |
| Best month, % | 13.29 |
| Worst month, % | -6.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 180.92 |
| Total PnL, % | 18.09 |
| Gross profit | 515.70 |
| Gross loss | 298.05 |
| Trading volume (USDT) | 73452.21 |
| Total transactions (buy/sell) | 118 |
| Total fees | 26.44 |
| Funding net | -10.29 |
| Funding accrued (received) | 14.40 |
| Funding paid | 24.69 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 116 |
| Win Trades | 6 |
| Los Trades | 110 |
| Win Rate, % | 5.17 |
| Expectancy per trade | 1.8763 |
| Max consecutive wins | 2 |
| Max consecutive losses | 53 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.17 |
| Position max, % of margin balance | 44.57 |
| Max Drawdown | 193.29 |
| Max Drawdown, % | 15.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7303 |
| Recovery Factor (Total PnL / Max DD) | 0.9360 |
| Sharpe ratio (monthly) | 0.5067 |
| Sortino ratio (monthly) | 1.0072 |
| CAGR, % | 7.13 |
| Calmar ratio (CAGR / Max DD%) | 0.4531 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 217.65 | Fee: 26.44 | Vol: 73452.21
Realized PnL by Symbol
Details
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