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
1362.56
Total PnL
362.56 (36.26%)
Total Trades (Win/Los)
39 (5/34)
Win Rate
12.82%
Max Drawdown
192.61 (15.85%)
Total Fees
9.21
Position avg (max), %
33.45 (47.24)
Profit Factor
3.36
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 | -0.19% | 12.93% | 6.16% | -6.43% | 4.14% | -3.05% | -2.41% | -1.54% | -1.90% | 0.03% | 12.10% | -1.41% | 17.82% |
| 2025 | 3.58% | -7.55% | -0.96% | 5.04% | 4.27% | 0.85% | 3.29% | -3.12% | 2.37% | -2.34% | 4.77% | 0.72% | 10.58% |
| 2026 | 2.13% | 2.71% | -0.22% | 1.03% | -1.08% | 0.00% | — | — | — | — | — | — | 4.61% |
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 | 1362.56 |
| Min balance | 970.44 |
| Max balance | 1409.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.04 |
| Average monthly return (arithmetic), % | 1.13 |
| Best month, % | 12.93 |
| Worst month, % | -7.55 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 362.56 |
| Total PnL, % | 36.26 |
| Gross profit | 571.16 |
| Gross loss | 169.86 |
| Trading volume (USDT) | 25591.02 |
| Total transactions (buy/sell) | 40 |
| Total fees | 9.21 |
| Funding net | -29.53 |
| Funding accrued (received) | 8.95 |
| Funding paid | 38.48 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 5 |
| Los Trades | 34 |
| Win Rate, % | 12.82 |
| Expectancy per trade | 10.2898 |
| Max consecutive wins | 2 |
| Max consecutive losses | 26 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 33.45 |
| Position max, % of margin balance | 47.24 |
| Max Drawdown | 192.61 |
| Max Drawdown, % | 15.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.3626 |
| Recovery Factor (Total PnL / Max DD) | 1.8824 |
| Sharpe ratio (monthly) | 0.8917 |
| Sortino ratio (monthly) | 1.8213 |
| CAGR, % | 13.67 |
| Calmar ratio (CAGR / Max DD%) | 0.8623 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 401.30 | Fee: 9.21 | Vol: 25591.02
Realized PnL by Symbol
Details
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