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
1167.77
Total PnL
167.77 (16.78%)
Total Trades (Win/Los)
36 (7/29)
Win Rate
19.44%
Max Drawdown
217.18 (17.29%)
Total Fees
8.47
Position avg (max), %
30.89 (43.73)
Profit Factor
1.70
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% | -4.65% | -3.41% | 0.62% | -1.81% | 3.29% | 12.11% | -1.41% | 17.73% |
| 2025 | 3.58% | -2.87% | 0.73% | -3.78% | -2.45% | 0.56% | 1.38% | 1.13% | -4.14% | -5.49% | 5.63% | 0.84% | -5.37% |
| 2026 | 2.50% | 3.16% | -0.26% | 0.42% | -1.01% | 0.00% | — | — | — | — | — | — | 4.84% |
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 | 1167.77 |
| Min balance | 960.60 |
| Max balance | 1255.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.52 |
| Average monthly return (arithmetic), % | 0.62 |
| Best month, % | 13.37 |
| Worst month, % | -6.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 167.77 |
| Total PnL, % | 16.78 |
| Gross profit | 454.22 |
| Gross loss | 267.78 |
| Trading volume (USDT) | 23540.06 |
| Total transactions (buy/sell) | 37 |
| Total fees | 8.47 |
| Funding net | -10.19 |
| Funding accrued (received) | 15.11 |
| Funding paid | 25.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 7 |
| Los Trades | 29 |
| Win Rate, % | 19.44 |
| Expectancy per trade | 5.1789 |
| Max consecutive wins | 2 |
| Max consecutive losses | 12 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.89 |
| Position max, % of margin balance | 43.73 |
| Max Drawdown | 217.18 |
| Max Drawdown, % | 17.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6962 |
| Recovery Factor (Total PnL / Max DD) | 0.7725 |
| Sharpe ratio (monthly) | 0.4715 |
| Sortino ratio (monthly) | 0.8979 |
| CAGR, % | 6.63 |
| Calmar ratio (CAGR / Max DD%) | 0.3836 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 186.44 | Fee: 8.47 | Vol: 23540.06
Realized PnL by Symbol
Details
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