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
1108.32
Total PnL
108.32 (10.83%)
Total Trades (Win/Los)
39 (9/30)
Win Rate
23.08%
Max Drawdown
788.57 (59.24%)
Total Fees
24.08
Position avg (max), %
91.38 (160.12)
Profit Factor
1.12
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 | -22.70% | 42.93% | 16.15% | -8.12% | -15.20% | -13.86% | -21.54% | -9.08% | -0.93% | 11.14% | 38.14% | -3.60% | -9.92% |
| 2025 | 0.27% | 2.13% | 2.11% | -6.17% | 10.20% | -5.06% | 3.49% | 6.22% | -3.67% | -13.45% | 16.21% | 2.19% | 11.72% |
| 2026 | 0.97% | 13.02% | -0.97% | 0.65% | -3.12% | 0.00% | — | — | — | — | — | — | 10.18% |
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 | 1108.32 |
| Min balance | 542.47 |
| Max balance | 1331.04 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.35 |
| Average monthly return (arithmetic), % | 1.28 |
| Best month, % | 42.93 |
| Worst month, % | -22.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 108.32 |
| Total PnL, % | 10.83 |
| Gross profit | 1342.56 |
| Gross loss | 1199.86 |
| Trading volume (USDT) | 66904.43 |
| Total transactions (buy/sell) | 40 |
| Total fees | 24.08 |
| Funding net | -10.30 |
| Funding accrued (received) | 45.51 |
| Funding paid | 55.81 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 9 |
| Los Trades | 30 |
| Win Rate, % | 23.08 |
| Expectancy per trade | 3.6589 |
| Max consecutive wins | 2 |
| Max consecutive losses | 11 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.38 |
| Position max, % of margin balance | 160.12 |
| Max Drawdown | 788.57 |
| Max Drawdown, % | 59.24 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1189 |
| Recovery Factor (Total PnL / Max DD) | 0.1374 |
| Sharpe ratio (monthly) | 0.3112 |
| Sortino ratio (monthly) | 0.5663 |
| CAGR, % | 4.35 |
| Calmar ratio (CAGR / Max DD%) | 0.0734 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 142.70 | Fee: 24.08 | Vol: 66904.43
Realized PnL by Symbol
Details
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