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
1186.65
Total PnL
186.65 (18.67%)
Total Trades (Win/Los)
40 (15/25)
Win Rate
37.50%
Max Drawdown
708.49 (45.32%)
Total Fees
28.10
Position avg (max), %
93.41 (134.26)
Profit Factor
1.16
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 | -29.73% | 35.37% | 16.67% | -6.82% | 0.75% | 3.91% | 9.26% | -4.70% | -5.91% | 0.53% | 36.30% | -17.65% | 19.67% |
| 2025 | -11.11% | -2.79% | -3.99% | -4.34% | 11.60% | -4.58% | 4.46% | -5.42% | -4.40% | -6.45% | 11.42% | -7.59% | -23.11% |
| 2026 | 12.87% | 11.58% | -7.36% | 1.71% | 8.74% | 0.00% | — | — | — | — | — | — | 29.03% |
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 | 1186.65 |
| Min balance | 677.87 |
| Max balance | 1563.15 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.57 |
| Average monthly return (arithmetic), % | 1.41 |
| Best month, % | 36.30 |
| Worst month, % | -29.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 186.65 |
| Total PnL, % | 18.67 |
| Gross profit | 1711.22 |
| Gross loss | 1475.25 |
| Trading volume (USDT) | 78092.72 |
| Total transactions (buy/sell) | 41 |
| Total fees | 28.10 |
| Funding net | -21.21 |
| Funding accrued (received) | 47.50 |
| Funding paid | 68.71 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 15 |
| Los Trades | 25 |
| Win Rate, % | 37.50 |
| Expectancy per trade | 5.8992 |
| Max consecutive wins | 4 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.41 |
| Position max, % of margin balance | 134.26 |
| Max Drawdown | 708.49 |
| Max Drawdown, % | 45.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1600 |
| Recovery Factor (Total PnL / Max DD) | 0.2635 |
| Sharpe ratio (monthly) | 0.3697 |
| Sortino ratio (monthly) | 0.6514 |
| CAGR, % | 7.34 |
| Calmar ratio (CAGR / Max DD%) | 0.1620 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 235.97 | Fee: 28.10 | Vol: 78092.72
Realized PnL by Symbol
Details
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