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
1059.40
Total PnL
59.40 (5.94%)
Total Trades (Win/Los)
21 (9/12)
Win Rate
42.86%
Max Drawdown
635.31 (43.84%)
Total Fees
13.63
Position avg (max), %
91.35 (154.52)
Profit Factor
1.11
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% | 3.94% | -2.10% | 7.90% | -9.82% | 10.07% | 34.83% | -3.37% | 25.49% |
| 2025 | -10.94% | -8.32% | 2.53% | -1.97% | 9.73% | -9.39% | 0.94% | -0.79% | -4.18% | -11.68% | 18.10% | -7.37% | -24.37% |
| 2026 | 7.37% | 12.98% | -12.91% | 9.29% | -3.26% | 0.00% | — | — | — | — | — | — | 11.69% |
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 | 1059.40 |
| Min balance | 621.51 |
| Max balance | 1449.07 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.19 |
| Average monthly return (arithmetic), % | 0.83 |
| Best month, % | 34.83 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 59.40 |
| Total PnL, % | 5.94 |
| Gross profit | 1008.10 |
| Gross loss | 912.21 |
| Trading volume (USDT) | 37896.98 |
| Total transactions (buy/sell) | 22 |
| Total fees | 13.63 |
| Funding net | -22.86 |
| Funding accrued (received) | 42.92 |
| Funding paid | 65.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 21 |
| Win Trades | 9 |
| Los Trades | 12 |
| Win Rate, % | 42.86 |
| Expectancy per trade | 4.5664 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.35 |
| Position max, % of margin balance | 154.52 |
| Max Drawdown | 635.31 |
| Max Drawdown, % | 43.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1051 |
| Recovery Factor (Total PnL / Max DD) | 0.0935 |
| Sharpe ratio (monthly) | 0.2502 |
| Sortino ratio (monthly) | 0.4186 |
| CAGR, % | 2.42 |
| Calmar ratio (CAGR / Max DD%) | 0.0552 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 95.90 | Fee: 13.63 | Vol: 37896.98
Realized PnL by Symbol
Details
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