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
1077.21
Total PnL
77.21 (7.72%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
219.73 (18.58%)
Total Fees
2.26
Position avg (max), %
31.79 (46.29)
Profit Factor
1.44
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% | -1.20% | -3.28% | 5.99% | 0.89% | -4.78% |
| 2026 | 2.65% | 3.34% | -0.27% | -2.06% | -1.09% | 0.00% | — | — | — | — | — | — | 2.48% |
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 | 1077.21 |
| Min balance | 925.51 |
| Max balance | 1182.78 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.25 |
| Average monthly return (arithmetic), % | 0.33 |
| Best month, % | 13.01 |
| Worst month, % | -6.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 77.21 |
| Total PnL, % | 7.72 |
| Gross profit | 291.77 |
| Gross loss | 202.76 |
| Trading volume (USDT) | 6286.18 |
| Total transactions (buy/sell) | 11 |
| Total fees | 2.26 |
| Funding net | -9.54 |
| Funding accrued (received) | 14.55 |
| Funding paid | 24.09 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 8.9007 |
| Max consecutive wins | 1 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.79 |
| Position max, % of margin balance | 46.29 |
| Max Drawdown | 219.73 |
| Max Drawdown, % | 18.58 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4390 |
| Recovery Factor (Total PnL / Max DD) | 0.3514 |
| Sharpe ratio (monthly) | 0.2828 |
| Sortino ratio (monthly) | 0.4854 |
| CAGR, % | 3.13 |
| Calmar ratio (CAGR / Max DD%) | 0.1684 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 89.01 | Fee: 2.26 | Vol: 6286.18
Realized PnL by Symbol
Details
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