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
2135.32
Total PnL
1135.32 (113.53%)
Total Trades (Win/Los)
49 (12/37)
Win Rate
24.49%
Max Drawdown
599.24 (23.93%)
Total Fees
52.02
Position avg (max), %
91.09 (122.87)
Profit Factor
1.78
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% | -0.92% | 6.50% | -1.99% | 7.50% | 0.29% | 9.56% | 33.21% | -3.25% | 80.24% |
| 2025 | 1.07% | 2.11% | 2.09% | -7.02% | 10.78% | -5.20% | 7.44% | 5.70% | -3.81% | -0.83% | 16.61% | -8.16% | 19.35% |
| 2026 | 1.13% | 12.71% | -10.54% | 1.75% | -4.27% | 0.00% | — | — | — | — | — | — | -0.67% |
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 | 2135.32 |
| Min balance | 694.90 |
| Max balance | 2606.29 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.56 |
| Average monthly return (arithmetic), % | 3.34 |
| Best month, % | 44.36 |
| Worst month, % | -29.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1135.32 |
| Total PnL, % | 113.53 |
| Gross profit | 2785.94 |
| Gross loss | 1568.78 |
| Trading volume (USDT) | 144560.71 |
| Total transactions (buy/sell) | 50 |
| Total fees | 52.02 |
| Funding net | -29.81 |
| Funding accrued (received) | 77.97 |
| Funding paid | 107.79 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 49 |
| Win Trades | 12 |
| Los Trades | 37 |
| Win Rate, % | 24.49 |
| Expectancy per trade | 24.8399 |
| Max consecutive wins | 4 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.09 |
| Position max, % of margin balance | 122.87 |
| Max Drawdown | 599.24 |
| Max Drawdown, % | 23.93 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7759 |
| Recovery Factor (Total PnL / Max DD) | 1.8946 |
| Sharpe ratio (monthly) | 0.8946 |
| Sortino ratio (monthly) | 1.8495 |
| CAGR, % | 36.91 |
| Calmar ratio (CAGR / Max DD%) | 1.5423 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 1217.16 | Fee: 52.02 | Vol: 144560.71
Realized PnL by Symbol
Details
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