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
1257.38
Total PnL
257.38 (25.74%)
Total Trades (Win/Los)
24 (6/18)
Win Rate
25.00%
Max Drawdown
177.92 (13.63%)
Total Fees
5.74
Position avg (max), %
29.89 (43.73)
Profit Factor
2.46
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% | -1.30% | -2.85% | 1.38% | -1.92% | 3.14% | 11.58% | -1.35% | 22.66% |
| 2025 | 3.44% | -3.22% | 0.70% | -3.64% | -1.90% | 0.54% | 1.32% | -2.01% | 1.56% | -4.25% | 5.19% | 0.78% | -1.95% |
| 2026 | 2.31% | 2.93% | -0.24% | 0.71% | -1.17% | 0.00% | — | — | — | — | — | — | 4.57% |
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 | 1257.38 |
| Min balance | 960.60 |
| Max balance | 1305.23 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.77 |
| Average monthly return (arithmetic), % | 0.85 |
| Best month, % | 13.37 |
| Worst month, % | -6.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 257.38 |
| Total PnL, % | 25.74 |
| Gross profit | 465.27 |
| Gross loss | 189.40 |
| Trading volume (USDT) | 15950.57 |
| Total transactions (buy/sell) | 25 |
| Total fees | 5.74 |
| Funding net | -12.76 |
| Funding accrued (received) | 13.98 |
| Funding paid | 26.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 6 |
| Los Trades | 18 |
| Win Rate, % | 25.00 |
| Expectancy per trade | 11.4946 |
| Max consecutive wins | 2 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.89 |
| Position max, % of margin balance | 43.73 |
| Max Drawdown | 177.92 |
| Max Drawdown, % | 13.63 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.4566 |
| Recovery Factor (Total PnL / Max DD) | 1.4466 |
| Sharpe ratio (monthly) | 0.6963 |
| Sortino ratio (monthly) | 1.4686 |
| CAGR, % | 9.95 |
| Calmar ratio (CAGR / Max DD%) | 0.7298 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 275.87 | Fee: 5.74 | Vol: 15950.57
Realized PnL by Symbol
Details
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