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
1146.66
Total PnL
146.66 (14.67%)
Total Trades (Win/Los)
54 (18/36)
Win Rate
33.33%
Max Drawdown
1105.01 (59.11%)
Total Fees
38.43
Position avg (max), %
94.30 (135.77)
Profit Factor
1.10
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 | -30.76% | 45.27% | 16.75% | -9.48% | 1.21% | 4.17% | 11.42% | 0.41% | -2.60% | 4.23% | 36.48% | -11.39% | 53.95% |
| 2025 | -26.98% | -11.84% | -1.08% | -10.71% | 13.83% | -9.51% | 4.70% | -0.39% | -12.20% | -6.03% | 17.71% | -6.88% | -44.76% |
| 2026 | 7.09% | 7.88% | -1.29% | 8.15% | 9.38% | 0.00% | — | — | — | — | — | — | 34.91% |
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 | 1146.66 |
| Min balance | 680.70 |
| Max balance | 1869.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.46 |
| Average monthly return (arithmetic), % | 1.59 |
| Best month, % | 45.27 |
| Worst month, % | -30.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 146.66 |
| Total PnL, % | 14.67 |
| Gross profit | 2172.40 |
| Gross loss | 1968.13 |
| Trading volume (USDT) | 106771.08 |
| Total transactions (buy/sell) | 55 |
| Total fees | 38.43 |
| Funding net | -19.18 |
| Funding accrued (received) | 49.43 |
| Funding paid | 68.61 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 54 |
| Win Trades | 18 |
| Los Trades | 36 |
| Win Rate, % | 33.33 |
| Expectancy per trade | 3.7829 |
| Max consecutive wins | 5 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.30 |
| Position max, % of margin balance | 135.77 |
| Max Drawdown | 1105.01 |
| Max Drawdown, % | 59.11 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1038 |
| Recovery Factor (Total PnL / Max DD) | 0.1327 |
| Sharpe ratio (monthly) | 0.3587 |
| Sortino ratio (monthly) | 0.6037 |
| CAGR, % | 5.83 |
| Calmar ratio (CAGR / Max DD%) | 0.0987 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 204.27 | Fee: 38.43 | Vol: 106771.08
Realized PnL by Symbol
Details
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