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
1023.20
Total PnL
23.20 (2.32%)
Total Trades (Win/Los)
12 (5/7)
Win Rate
41.67%
Max Drawdown
255.48 (22.44%)
Total Fees
2.49
Position avg (max), %
30.16 (45.41)
Profit Factor
1.14
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% | 7.07% | 6.60% | -6.87% | 4.45% | -5.65% | -5.56% | -3.42% | -3.91% | 3.01% | 11.12% | -1.31% | 1.80% |
| 2025 | 3.31% | -3.83% | 0.64% | -3.32% | -4.09% | 0.66% | 2.56% | -0.16% | -1.10% | -2.24% | 4.17% | 0.63% | -3.13% |
| 2026 | 1.88% | 2.39% | -0.20% | 0.84% | -1.15% | 0.00% | — | — | — | — | — | — | 3.78% |
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 | 1023.20 |
| Min balance | 883.26 |
| Max balance | 1138.75 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.08 |
| Average monthly return (arithmetic), % | 0.16 |
| Best month, % | 11.12 |
| Worst month, % | -6.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 23.20 |
| Total PnL, % | 2.32 |
| Gross profit | 293.04 |
| Gross loss | 257.65 |
| Trading volume (USDT) | 6928.71 |
| Total transactions (buy/sell) | 13 |
| Total fees | 2.49 |
| Funding net | -9.69 |
| Funding accrued (received) | 12.80 |
| Funding paid | 22.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 12 |
| Win Trades | 5 |
| Los Trades | 7 |
| Win Rate, % | 41.67 |
| Expectancy per trade | 2.9491 |
| Max consecutive wins | 2 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.16 |
| Position max, % of margin balance | 45.41 |
| Max Drawdown | 255.48 |
| Max Drawdown, % | 22.44 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1374 |
| Recovery Factor (Total PnL / Max DD) | 0.0908 |
| Sharpe ratio (monthly) | 0.1351 |
| Sortino ratio (monthly) | 0.2144 |
| CAGR, % | 0.95 |
| Calmar ratio (CAGR / Max DD%) | 0.0425 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 35.39 | Fee: 2.49 | Vol: 6928.71
Realized PnL by Symbol
Details
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