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
1119.64
Total PnL
119.64 (11.96%)
Total Trades (Win/Los)
8 (4/4)
Win Rate
50.00%
Max Drawdown
180.26 (15.24%)
Total Fees
1.85
Position avg (max), %
31.63 (46.29)
Profit Factor
1.83
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% | -5.74% | -0.82% | 3.06% | -3.91% | 3.54% | 13.01% | -1.50% | 10.42% |
| 2025 | 3.82% | -4.71% | 0.59% | -3.08% | -4.02% | 0.61% | 2.37% | -2.27% | 1.56% | -1.86% | 5.74% | 0.85% | -0.94% |
| 2026 | 2.54% | 3.22% | -0.26% | -1.98% | -1.05% | 0.00% | — | — | — | — | — | — | 2.38% |
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 | 1119.64 |
| Min balance | 925.51 |
| Max balance | 1182.78 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.38 |
| Average monthly return (arithmetic), % | 0.45 |
| Best month, % | 13.01 |
| Worst month, % | -6.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 119.64 |
| Total PnL, % | 11.96 |
| Gross profit | 289.59 |
| Gross loss | 157.87 |
| Trading volume (USDT) | 5149.64 |
| Total transactions (buy/sell) | 9 |
| Total fees | 1.85 |
| Funding net | -10.23 |
| Funding accrued (received) | 14.28 |
| Funding paid | 24.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 4 |
| Los Trades | 4 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 16.4643 |
| Max consecutive wins | 2 |
| Max consecutive losses | 1 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.63 |
| Position max, % of margin balance | 46.29 |
| Max Drawdown | 180.26 |
| Max Drawdown, % | 15.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8343 |
| Recovery Factor (Total PnL / Max DD) | 0.6637 |
| Sharpe ratio (monthly) | 0.3982 |
| Sortino ratio (monthly) | 0.6932 |
| CAGR, % | 4.79 |
| Calmar ratio (CAGR / Max DD%) | 0.3143 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 131.71 | Fee: 1.85 | Vol: 5149.64
Realized PnL by Symbol
Details
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