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
1662.38
Total PnL
662.38 (66.24%)
Total Trades (Win/Los)
82 (8/74)
Win Rate
9.76%
Max Drawdown
463.62 (34.64%)
Total Fees
74.84
Position avg (max), %
88.84 (121.41)
Profit Factor
1.72
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% | 1.86% | -10.51% | -1.73% | -14.46% | 2.12% | -6.60% | 14.06% | 36.68% | -3.50% | 39.18% |
| 2025 | 4.34% | -0.74% | 1.95% | -5.84% | — | — | 3.21% | 7.20% | -13.32% | 2.44% | 16.05% | 2.17% | 15.82% |
| 2026 | 1.46% | 11.89% | -0.90% | -3.47% | -3.95% | 0.00% | — | — | — | — | — | — | 4.30% |
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 | 28 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 1662.38 |
| Min balance | 781.99 |
| Max balance | 1917.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.87 |
| Average monthly return (arithmetic), % | 2.56 |
| Best month, % | 36.68 |
| Worst month, % | -18.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 662.38 |
| Total PnL, % | 66.24 |
| Gross profit | 1754.78 |
| Gross loss | 1019.74 |
| Trading volume (USDT) | 207969.23 |
| Total transactions (buy/sell) | 84 |
| Total fees | 74.84 |
| Funding net | 2.18 |
| Funding accrued (received) | 66.73 |
| Funding paid | 64.55 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 82 |
| Win Trades | 8 |
| Los Trades | 74 |
| Win Rate, % | 9.76 |
| Expectancy per trade | 8.9638 |
| Max consecutive wins | 1 |
| Max consecutive losses | 26 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.84 |
| Position max, % of margin balance | 121.41 |
| Max Drawdown | 463.62 |
| Max Drawdown, % | 34.64 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7208 |
| Recovery Factor (Total PnL / Max DD) | 1.4287 |
| Sharpe ratio (monthly) | 0.7246 |
| Sortino ratio (monthly) | 1.5175 |
| CAGR, % | 23.43 |
| Calmar ratio (CAGR / Max DD%) | 0.6763 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 735.03 | Fee: 74.84 | Vol: 207969.23
Realized PnL by Symbol
Details
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