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
1123.26
Total PnL
123.26 (12.33%)
Total Trades (Win/Los)
59 (16/43)
Win Rate
27.12%
Max Drawdown
1166.44 (59.98%)
Total Fees
48.34
Position avg (max), %
94.19 (131.66)
Profit Factor
1.09
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 | -16.76% | 38.20% | 16.37% | -3.10% | 4.79% | -2.79% | 11.72% | -17.05% | 2.01% | 5.28% | 37.28% | -9.81% | 62.82% |
| 2025 | -24.05% | 3.20% | -0.34% | -5.63% | 6.73% | -6.02% | 0.68% | -5.93% | -10.80% | -22.22% | 19.85% | -5.04% | -44.70% |
| 2026 | 7.54% | 8.23% | -1.01% | 8.16% | 0.16% | 0.00% | — | — | — | — | — | — | 24.82% |
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 | 1123.26 |
| Min balance | 778.28 |
| Max balance | 1944.72 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.39 |
| Average monthly return (arithmetic), % | 1.32 |
| Best month, % | 38.20 |
| Worst month, % | -24.05 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 123.26 |
| Total PnL, % | 12.33 |
| Gross profit | 2302.00 |
| Gross loss | 2110.12 |
| Trading volume (USDT) | 134291.73 |
| Total transactions (buy/sell) | 60 |
| Total fees | 48.34 |
| Funding net | -20.29 |
| Funding accrued (received) | 57.09 |
| Funding paid | 77.38 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 59 |
| Win Trades | 16 |
| Los Trades | 43 |
| Win Rate, % | 27.12 |
| Expectancy per trade | 3.2522 |
| Max consecutive wins | 3 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.19 |
| Position max, % of margin balance | 131.66 |
| Max Drawdown | 1166.44 |
| Max Drawdown, % | 59.98 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0909 |
| Recovery Factor (Total PnL / Max DD) | 0.1057 |
| Sharpe ratio (monthly) | 0.3265 |
| Sortino ratio (monthly) | 0.5604 |
| CAGR, % | 4.93 |
| Calmar ratio (CAGR / Max DD%) | 0.0822 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 191.88 | Fee: 48.34 | Vol: 134291.73
Realized PnL by Symbol
Details
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