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
1230.91
Total PnL
230.91 (23.09%)
Total Trades (Win/Los)
64 (21/43)
Win Rate
32.81%
Max Drawdown
917.04 (54.55%)
Total Fees
44.87
Position avg (max), %
94.12 (136.30)
Profit Factor
1.15
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 | -27.29% | 45.65% | 16.85% | -8.06% | 3.13% | -2.68% | 11.90% | -17.24% | 4.15% | 4.50% | 35.87% | -9.67% | 41.26% |
| 2025 | -26.01% | -2.07% | -6.68% | -7.51% | 10.01% | -6.27% | 0.91% | 1.27% | -10.85% | -6.36% | 20.21% | -5.12% | -37.26% |
| 2026 | 9.90% | 8.18% | -1.29% | 8.14% | 9.48% | 0.00% | — | — | — | — | — | — | 38.95% |
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 | 1230.91 |
| Min balance | 714.69 |
| Max balance | 1681.20 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.70 |
| Average monthly return (arithmetic), % | 1.77 |
| Best month, % | 45.65 |
| Worst month, % | -27.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 230.91 |
| Total PnL, % | 23.09 |
| Gross profit | 2221.43 |
| Gross loss | 1932.19 |
| Trading volume (USDT) | 124661.94 |
| Total transactions (buy/sell) | 65 |
| Total fees | 44.87 |
| Funding net | -13.46 |
| Funding accrued (received) | 51.99 |
| Funding paid | 65.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 64 |
| Win Trades | 21 |
| Los Trades | 43 |
| Win Rate, % | 32.81 |
| Expectancy per trade | 4.5193 |
| Max consecutive wins | 3 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.12 |
| Position max, % of margin balance | 136.30 |
| Max Drawdown | 917.04 |
| Max Drawdown, % | 54.55 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1497 |
| Recovery Factor (Total PnL / Max DD) | 0.2518 |
| Sharpe ratio (monthly) | 0.4070 |
| Sortino ratio (monthly) | 0.7130 |
| CAGR, % | 8.98 |
| Calmar ratio (CAGR / Max DD%) | 0.1647 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 289.24 | Fee: 44.87 | Vol: 124661.94
Realized PnL by Symbol
Details
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