hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-btc-1d-notp-100 | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
1126.38
Total PnL
126.38 (12.64%)
Total Trades (Win/Los)
80 (29/51)
Win Rate
36.25%
Max Drawdown
1036.05 (55.70%)
Total Fees
60.32
Position avg (max), %
94.08 (130.60)
Profit Factor
1.08
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 | -9.22% | 30.71% | 5.03% | -2.82% | -8.80% | 5.24% | 7.97% | -4.63% | 4.15% | 4.89% | 35.87% | -20.78% | 40.76% |
| 2025 | -24.36% | -2.55% | -3.06% | -6.62% | 10.25% | -6.66% | 5.14% | -2.27% | -2.14% | 1.25% | 12.16% | -24.31% | -40.66% |
| 2026 | 13.74% | 7.36% | -1.33% | 9.24% | 2.51% | 0.00% | — | — | — | — | — | — | 34.93% |
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 | 1126.38 |
| Min balance | 811.81 |
| Max balance | 1859.98 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.40 |
| Average monthly return (arithmetic), % | 1.20 |
| Best month, % | 35.87 |
| Worst month, % | -24.36 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 126.38 |
| Total PnL, % | 12.64 |
| Gross profit | 2562.69 |
| Gross loss | 2362.50 |
| Trading volume (USDT) | 167577.55 |
| Total transactions (buy/sell) | 81 |
| Total fees | 60.32 |
| Funding net | -13.50 |
| Funding accrued (received) | 55.16 |
| Funding paid | 68.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 80 |
| Win Trades | 29 |
| Los Trades | 51 |
| Win Rate, % | 36.25 |
| Expectancy per trade | 2.5024 |
| Max consecutive wins | 4 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.08 |
| Position max, % of margin balance | 130.60 |
| Max Drawdown | 1036.05 |
| Max Drawdown, % | 55.70 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0847 |
| Recovery Factor (Total PnL / Max DD) | 0.1220 |
| Sharpe ratio (monthly) | 0.3255 |
| Sortino ratio (monthly) | 0.5186 |
| CAGR, % | 5.05 |
| Calmar ratio (CAGR / Max DD%) | 0.0907 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 200.19 | Fee: 60.32 | Vol: 167577.55
Realized PnL by Symbol
Details
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