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
1426.94
Total PnL
426.94 (42.69%)
Total Trades (Win/Los)
16 (5/11)
Win Rate
31.25%
Max Drawdown
215.23 (15.35%)
Total Fees
4.25
Position avg (max), %
34.85 (50.61)
Profit Factor
4.36
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 | -2.49% | 13.24% | 6.28% | -6.55% | 4.23% | -3.11% | 1.01% | 1.16% | 0.11% | 3.59% | 13.19% | -1.52% | 30.83% |
| 2025 | 3.87% | -8.14% | -1.04% | 5.47% | 4.61% | 0.92% | 3.54% | -3.35% | 2.56% | -7.99% | 4.53% | 0.68% | 4.50% |
| 2026 | 2.03% | 2.59% | -0.21% | 0.99% | -1.03% | 0.00% | — | — | — | — | — | — | 4.40% |
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 | 1426.94 |
| Min balance | 970.30 |
| Max balance | 1475.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.19 |
| Average monthly return (arithmetic), % | 1.31 |
| Best month, % | 13.24 |
| Worst month, % | -8.14 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 426.94 |
| Total PnL, % | 42.69 |
| Gross profit | 603.94 |
| Gross loss | 138.55 |
| Trading volume (USDT) | 11804.45 |
| Total transactions (buy/sell) | 17 |
| Total fees | 4.25 |
| Funding net | -34.20 |
| Funding accrued (received) | 8.75 |
| Funding paid | 42.95 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 5 |
| Los Trades | 11 |
| Win Rate, % | 31.25 |
| Expectancy per trade | 29.0867 |
| Max consecutive wins | 3 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 34.85 |
| Position max, % of margin balance | 50.61 |
| Max Drawdown | 215.23 |
| Max Drawdown, % | 15.35 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 4.3589 |
| Recovery Factor (Total PnL / Max DD) | 1.9836 |
| Sharpe ratio (monthly) | 0.9404 |
| Sortino ratio (monthly) | 1.7322 |
| CAGR, % | 15.86 |
| Calmar ratio (CAGR / Max DD%) | 1.0337 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 465.39 | Fee: 4.25 | Vol: 11804.45
Realized PnL by Symbol
Details
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