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
1439.43
Total PnL
439.43 (43.94%)
Total Trades (Win/Los)
112 (14/98)
Win Rate
12.50%
Max Drawdown
529.62 (42.93%)
Total Fees
85.96
Position avg (max), %
91.43 (137.38)
Profit Factor
1.33
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 | -29.34% | 44.36% | 16.52% | -3.67% | -15.33% | 4.76% | -14.92% | -12.74% | 2.38% | 4.63% | 35.15% | -3.39% | 5.44% |
| 2025 | 6.59% | 16.40% | 1.65% | -6.79% | 10.50% | -5.20% | 4.72% | 5.57% | -3.73% | -0.82% | 15.75% | -16.64% | 25.44% |
| 2026 | 1.19% | 12.58% | -9.38% | 2.72% | 2.69% | 0.00% | — | — | — | — | — | — | 8.89% |
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 | 1439.43 |
| Min balance | 694.90 |
| Max balance | 1691.05 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.22 |
| Average monthly return (arithmetic), % | 2.21 |
| Best month, % | 44.36 |
| Worst month, % | -29.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 439.43 |
| Total PnL, % | 43.94 |
| Gross profit | 2164.87 |
| Gross loss | 1624.55 |
| Trading volume (USDT) | 238812.78 |
| Total transactions (buy/sell) | 113 |
| Total fees | 85.96 |
| Funding net | -14.93 |
| Funding accrued (received) | 56.20 |
| Funding paid | 71.13 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 112 |
| Win Trades | 14 |
| Los Trades | 98 |
| Win Rate, % | 12.50 |
| Expectancy per trade | 4.8243 |
| Max consecutive wins | 2 |
| Max consecutive losses | 36 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.43 |
| Position max, % of margin balance | 137.38 |
| Max Drawdown | 529.62 |
| Max Drawdown, % | 42.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3326 |
| Recovery Factor (Total PnL / Max DD) | 0.8297 |
| Sharpe ratio (monthly) | 0.5301 |
| Sortino ratio (monthly) | 0.9462 |
| CAGR, % | 16.28 |
| Calmar ratio (CAGR / Max DD%) | 0.3792 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 540.32 | Fee: 85.96 | Vol: 238812.78
Realized PnL by Symbol
Details
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