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
1005.59
Total PnL
5.59 (0.56%)
Total Trades (Win/Los)
25 (10/15)
Win Rate
40.00%
Max Drawdown
726.78 (43.20%)
Total Fees
18.69
Position avg (max), %
94.92 (149.52)
Profit Factor
1.04
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 | -17.76% | 8.23% | 18.93% | -3.88% | -2.22% | 5.95% | -2.13% | 8.04% | -8.48% | 9.97% | 34.50% | -3.35% | 45.84% |
| 2025 | -8.24% | -9.30% | 2.49% | -14.46% | 11.30% | -8.49% | 4.42% | 1.70% | -4.19% | -7.84% | 17.38% | -7.56% | -24.38% |
| 2026 | 8.29% | 13.09% | -14.74% | -8.45% | -4.52% | 0.00% | — | — | — | — | — | — | -8.74% |
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 | 1005.59 |
| Min balance | 674.71 |
| Max balance | 1682.45 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.02 |
| Average monthly return (arithmetic), % | 0.62 |
| Best month, % | 34.50 |
| Worst month, % | -17.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 5.59 |
| Total PnL, % | 0.56 |
| Gross profit | 1342.44 |
| Gross loss | 1292.00 |
| Trading volume (USDT) | 51959.60 |
| Total transactions (buy/sell) | 26 |
| Total fees | 18.69 |
| Funding net | -26.15 |
| Funding accrued (received) | 50.26 |
| Funding paid | 76.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 10 |
| Los Trades | 15 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 2.0175 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.92 |
| Position max, % of margin balance | 149.52 |
| Max Drawdown | 726.78 |
| Max Drawdown, % | 43.20 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0390 |
| Recovery Factor (Total PnL / Max DD) | 0.0077 |
| Sharpe ratio (monthly) | 0.1916 |
| Sortino ratio (monthly) | 0.3273 |
| CAGR, % | 0.23 |
| Calmar ratio (CAGR / Max DD%) | 0.0054 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 50.44 | Fee: 18.69 | Vol: 51959.60
Realized PnL by Symbol
Details
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