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
1512.65
Total PnL
512.65 (51.27%)
Total Trades (Win/Los)
43 (5/38)
Win Rate
11.63%
Max Drawdown
215.23 (15.62%)
Total Fees
10.28
Position avg (max), %
36.33 (51.49)
Profit Factor
5.22
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 | -1.51% | 11.69% | 6.31% | -6.58% | 4.25% | -3.12% | -2.47% | 3.69% | -0.70% | 3.67% | 13.48% | -1.55% | 28.33% |
| 2025 | 3.94% | -8.29% | -1.06% | 5.58% | 4.70% | 0.94% | 3.61% | -3.41% | 2.61% | -2.35% | 5.80% | 0.86% | 12.60% |
| 2026 | 2.57% | 3.25% | -0.27% | 0.31% | -1.17% | 0.00% | — | — | — | — | — | — | 4.70% |
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 | 1512.65 |
| Min balance | 968.53 |
| Max balance | 1569.43 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.39 |
| Average monthly return (arithmetic), % | 1.49 |
| Best month, % | 13.48 |
| Worst month, % | -8.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 512.65 |
| Total PnL, % | 51.27 |
| Gross profit | 687.50 |
| Gross loss | 131.79 |
| Trading volume (USDT) | 28562.03 |
| Total transactions (buy/sell) | 44 |
| Total fees | 10.28 |
| Funding net | -32.78 |
| Funding accrued (received) | 11.07 |
| Funding paid | 43.85 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 5 |
| Los Trades | 38 |
| Win Rate, % | 11.63 |
| Expectancy per trade | 12.9234 |
| Max consecutive wins | 2 |
| Max consecutive losses | 26 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 36.33 |
| Position max, % of margin balance | 51.49 |
| Max Drawdown | 215.23 |
| Max Drawdown, % | 15.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 5.2165 |
| Recovery Factor (Total PnL / Max DD) | 2.3819 |
| Sharpe ratio (monthly) | 1.1278 |
| Sortino ratio (monthly) | 2.2909 |
| CAGR, % | 18.69 |
| Calmar ratio (CAGR / Max DD%) | 1.1966 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 555.71 | Fee: 10.28 | Vol: 28562.03
Realized PnL by Symbol
Details
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