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
1075.23
Total PnL
75.23 (7.52%)
Total Trades (Win/Los)
112 (19/93)
Win Rate
16.96%
Max Drawdown
490.98 (38.85%)
Total Fees
78.48
Position avg (max), %
92.76 (124.67)
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 | -16.52% | 21.64% | 17.57% | -5.06% | -7.96% | 6.59% | -6.94% | -4.78% | -7.71% | -4.76% | 24.12% | 0.31% | 7.84% |
| 2025 | 1.83% | 15.60% | -1.43% | -11.06% | 10.80% | -7.46% | 3.77% | -1.64% | -16.79% | -3.71% | 16.83% | -16.21% | -15.28% |
| 2026 | 9.31% | 8.81% | -5.47% | 1.95% | 2.73% | 0.00% | — | — | — | — | — | — | 17.76% |
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 | 1075.23 |
| Min balance | 753.57 |
| Max balance | 1355.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.24 |
| Average monthly return (arithmetic), % | 0.81 |
| Best month, % | 24.12 |
| Worst month, % | -16.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 75.23 |
| Total PnL, % | 7.52 |
| Gross profit | 1910.22 |
| Gross loss | 1750.73 |
| Trading volume (USDT) | 218012.70 |
| Total transactions (buy/sell) | 113 |
| Total fees | 78.48 |
| Funding net | -5.79 |
| Funding accrued (received) | 55.67 |
| Funding paid | 61.47 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 112 |
| Win Trades | 19 |
| Los Trades | 93 |
| Win Rate, % | 16.96 |
| Expectancy per trade | 1.4241 |
| Max consecutive wins | 2 |
| Max consecutive losses | 16 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.76 |
| Position max, % of margin balance | 124.67 |
| Max Drawdown | 490.98 |
| Max Drawdown, % | 38.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0911 |
| Recovery Factor (Total PnL / Max DD) | 0.1532 |
| Sharpe ratio (monthly) | 0.2604 |
| Sortino ratio (monthly) | 0.4299 |
| CAGR, % | 3.05 |
| Calmar ratio (CAGR / Max DD%) | 0.0785 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 159.50 | Fee: 78.48 | Vol: 218012.70
Realized PnL by Symbol
Details
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