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
2561.43
Total PnL
1561.43 (156.14%)
Total Trades (Win/Los)
32 (13/19)
Win Rate
40.63%
Max Drawdown
603.49 (22.02%)
Total Fees
41.66
Position avg (max), %
90.85 (124.85)
Profit Factor
2.15
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 | -13.42% | 20.41% | 17.11% | 0.21% | 0.82% | 6.77% | -2.07% | 7.81% | -5.18% | 9.77% | 33.88% | -3.30% | 87.35% |
| 2025 | 3.51% | 14.82% | 1.75% | -11.07% | 11.43% | -5.26% | 7.63% | 3.21% | -4.08% | -3.50% | 17.05% | -5.11% | 29.66% |
| 2026 | 0.58% | 12.80% | -8.66% | 1.66% | 0.15% | 0.00% | — | — | — | — | — | — | 5.51% |
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 | 2561.43 |
| Min balance | 780.52 |
| Max balance | 2948.88 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.19 |
| Average monthly return (arithmetic), % | 3.66 |
| Best month, % | 33.88 |
| Worst month, % | -13.42 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1561.43 |
| Total PnL, % | 156.14 |
| Gross profit | 3039.29 |
| Gross loss | 1412.30 |
| Trading volume (USDT) | 115796.97 |
| Total transactions (buy/sell) | 33 |
| Total fees | 41.66 |
| Funding net | -23.90 |
| Funding accrued (received) | 91.28 |
| Funding paid | 115.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 13 |
| Los Trades | 19 |
| Win Rate, % | 40.63 |
| Expectancy per trade | 50.8437 |
| Max consecutive wins | 5 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.85 |
| Position max, % of margin balance | 124.85 |
| Max Drawdown | 603.49 |
| Max Drawdown, % | 22.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1520 |
| Recovery Factor (Total PnL / Max DD) | 2.5873 |
| Sharpe ratio (monthly) | 1.2558 |
| Sortino ratio (monthly) | 3.0956 |
| CAGR, % | 47.62 |
| Calmar ratio (CAGR / Max DD%) | 2.1626 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 1627.00 | Fee: 41.66 | Vol: 115796.97
Realized PnL by Symbol
Details
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