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
1192.91
Total PnL
192.91 (19.29%)
Total Trades (Win/Los)
22 (9/13)
Win Rate
40.91%
Max Drawdown
484.67 (33.65%)
Total Fees
15.74
Position avg (max), %
91.55 (154.52)
Profit Factor
1.25
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 | -23.80% | 8.16% | 19.24% | -8.09% | -2.17% | 2.95% | -2.12% | 7.98% | -9.91% | 10.18% | 35.14% | -3.39% | 24.61% |
| 2025 | -11.02% | 8.80% | 1.97% | -0.34% | 9.80% | -9.56% | 0.96% | -0.75% | -4.39% | -12.29% | 19.19% | -8.86% | -10.83% |
| 2026 | 3.07% | 13.65% | -13.41% | 9.64% | -3.40% | 0.00% | — | — | — | — | — | — | 7.43% |
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 | 1192.91 |
| Min balance | 621.51 |
| Max balance | 1440.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.59 |
| Average monthly return (arithmetic), % | 1.24 |
| Best month, % | 35.14 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 192.91 |
| Total PnL, % | 19.29 |
| Gross profit | 1141.71 |
| Gross loss | 914.03 |
| Trading volume (USDT) | 43760.43 |
| Total transactions (buy/sell) | 23 |
| Total fees | 15.74 |
| Funding net | -19.03 |
| Funding accrued (received) | 49.70 |
| Funding paid | 68.73 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 22 |
| Win Trades | 9 |
| Los Trades | 13 |
| Win Rate, % | 40.91 |
| Expectancy per trade | 10.3491 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.55 |
| Position max, % of margin balance | 154.52 |
| Max Drawdown | 484.67 |
| Max Drawdown, % | 33.65 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2491 |
| Recovery Factor (Total PnL / Max DD) | 0.3980 |
| Sharpe ratio (monthly) | 0.3704 |
| Sortino ratio (monthly) | 0.6283 |
| CAGR, % | 7.58 |
| Calmar ratio (CAGR / Max DD%) | 0.2252 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 227.68 | Fee: 15.74 | Vol: 43760.43
Realized PnL by Symbol
Details
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