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
1354.84
Total PnL
354.84 (35.48%)
Total Trades (Win/Los)
30 (6/24)
Win Rate
20.00%
Max Drawdown
179.36 (14.03%)
Total Fees
7.11
Position avg (max), %
31.40 (43.61)
Profit Factor
3.40
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 | -2.89% | 13.29% | 6.31% | -6.58% | 4.25% | -3.69% | -3.31% | 1.41% | -0.07% | 1.20% | 11.86% | -1.38% | 20.00% |
| 2025 | 3.51% | -7.42% | -0.94% | 4.94% | 4.19% | 0.84% | 1.09% | -1.88% | 1.46% | -2.89% | 4.80% | 0.72% | 7.97% |
| 2026 | 2.15% | 2.73% | -0.22% | 0.99% | -1.09% | 0.00% | — | — | — | — | — | — | 4.59% |
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 | 1354.84 |
| Min balance | 966.32 |
| Max balance | 1402.15 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.02 |
| Average monthly return (arithmetic), % | 1.11 |
| Best month, % | 13.29 |
| Worst month, % | -7.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 354.84 |
| Total PnL, % | 35.48 |
| Gross profit | 545.71 |
| Gross loss | 160.52 |
| Trading volume (USDT) | 19771.82 |
| Total transactions (buy/sell) | 31 |
| Total fees | 7.11 |
| Funding net | -23.24 |
| Funding accrued (received) | 10.17 |
| Funding paid | 33.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 6 |
| Los Trades | 24 |
| Win Rate, % | 20.00 |
| Expectancy per trade | 12.8398 |
| Max consecutive wins | 2 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.40 |
| Position max, % of margin balance | 43.61 |
| Max Drawdown | 179.36 |
| Max Drawdown, % | 14.03 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.3997 |
| Recovery Factor (Total PnL / Max DD) | 1.9784 |
| Sharpe ratio (monthly) | 0.8739 |
| Sortino ratio (monthly) | 1.7402 |
| CAGR, % | 13.40 |
| Calmar ratio (CAGR / Max DD%) | 0.9553 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 385.19 | Fee: 7.11 | Vol: 19771.82
Realized PnL by Symbol
Details
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