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
1003.57
Total PnL
3.57 (0.36%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
172.65 (16.03%)
Total Fees
2.05
Position avg (max), %
29.34 (42.14)
Profit Factor
1.07
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% | -2.94% | -7.30% | 3.18% | -3.86% | 2.94% | 10.86% | -1.28% | 4.05% |
| 2025 | 3.24% | -3.75% | 0.63% | -3.25% | -4.74% | 0.65% | 2.52% | -0.53% | -1.09% | -2.95% | 4.15% | 0.63% | -4.82% |
| 2026 | 1.87% | 2.38% | -0.20% | -1.47% | -1.17% | 0.00% | — | — | — | — | — | — | 1.36% |
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 | 1003.57 |
| Min balance | 904.26 |
| Max balance | 1103.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.01 |
| Average monthly return (arithmetic), % | 0.08 |
| Best month, % | 10.86 |
| Worst month, % | -7.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 3.57 |
| Total PnL, % | 0.36 |
| Gross profit | 221.24 |
| Gross loss | 207.54 |
| Trading volume (USDT) | 5702.88 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.05 |
| Funding net | -8.08 |
| Funding accrued (received) | 13.03 |
| Funding paid | 21.10 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 1.3703 |
| Max consecutive wins | 1 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.34 |
| Position max, % of margin balance | 42.14 |
| Max Drawdown | 172.65 |
| Max Drawdown, % | 16.03 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0660 |
| Recovery Factor (Total PnL / Max DD) | 0.0207 |
| Sharpe ratio (monthly) | 0.0757 |
| Sortino ratio (monthly) | 0.1148 |
| CAGR, % | 0.15 |
| Calmar ratio (CAGR / Max DD%) | 0.0092 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 13.70 | Fee: 2.05 | Vol: 5702.88
Realized PnL by Symbol
Details
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