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
1365.56
Total PnL
365.56 (36.56%)
Total Trades (Win/Los)
138 (8/130)
Win Rate
5.80%
Max Drawdown
567.15 (43.17%)
Total Fees
108.42
Position avg (max), %
92.80 (118.54)
Profit Factor
1.37
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 | -18.34% | 33.18% | 16.40% | -7.50% | -12.07% | -1.69% | -14.31% | 2.08% | -6.47% | 1.97% | 36.67% | -3.50% | 11.36% |
| 2025 | 5.17% | -6.35% | 1.97% | 6.58% | 10.08% | 0.99% | 3.48% | -6.97% | 2.35% | 2.45% | 16.14% | 1.03% | 40.98% |
| 2026 | -9.95% | 11.91% | -10.28% | 0.49% | -4.18% | 0.00% | — | — | — | — | — | — | -12.95% |
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 | 1365.56 |
| Min balance | 746.50 |
| Max balance | 1675.76 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.05 |
| Average monthly return (arithmetic), % | 1.71 |
| Best month, % | 36.67 |
| Worst month, % | -18.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 365.56 |
| Total PnL, % | 36.56 |
| Gross profit | 1827.29 |
| Gross loss | 1333.55 |
| Trading volume (USDT) | 301194.72 |
| Total transactions (buy/sell) | 139 |
| Total fees | 108.42 |
| Funding net | -19.76 |
| Funding accrued (received) | 56.02 |
| Funding paid | 75.78 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 138 |
| Win Trades | 8 |
| Los Trades | 130 |
| Win Rate, % | 5.80 |
| Expectancy per trade | 3.5778 |
| Max consecutive wins | 1 |
| Max consecutive losses | 85 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.80 |
| Position max, % of margin balance | 118.54 |
| Max Drawdown | 567.15 |
| Max Drawdown, % | 43.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3702 |
| Recovery Factor (Total PnL / Max DD) | 0.6446 |
| Sharpe ratio (monthly) | 0.4922 |
| Sortino ratio (monthly) | 0.9739 |
| CAGR, % | 13.77 |
| Calmar ratio (CAGR / Max DD%) | 0.3190 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 493.74 | Fee: 108.42 | Vol: 301194.72
Realized PnL by Symbol
Details
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