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
2264.34
Total PnL
1264.34 (126.43%)
Total Trades (Win/Los)
53 (9/44)
Win Rate
16.98%
Max Drawdown
663.98 (40.52%)
Total Fees
61.23
Position avg (max), %
89.25 (117.37)
Profit Factor
2.26
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 | 3.07% | 32.16% | 16.01% | -15.30% | 10.89% | -2.60% | -20.39% | -1.17% | -7.65% | 10.97% | 37.63% | -3.57% | 54.71% |
| 2025 | 3.04% | -5.73% | 2.01% | 9.06% | 8.99% | -0.28% | 4.50% | 3.82% | -12.27% | 2.90% | 16.55% | 2.23% | 37.05% |
| 2026 | 6.56% | 7.98% | -4.29% | 1.12% | -4.04% | 0.00% | — | — | — | — | — | — | 6.87% |
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 | 2264.34 |
| Min balance | 938.73 |
| Max balance | 2613.56 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.76 |
| Average monthly return (arithmetic), % | 3.41 |
| Best month, % | 37.63 |
| Worst month, % | -20.39 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1264.34 |
| Total PnL, % | 126.43 |
| Gross profit | 2457.64 |
| Gross loss | 1089.35 |
| Trading volume (USDT) | 170154.34 |
| Total transactions (buy/sell) | 54 |
| Total fees | 61.23 |
| Funding net | -42.72 |
| Funding accrued (received) | 66.24 |
| Funding paid | 108.96 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 53 |
| Win Trades | 9 |
| Los Trades | 44 |
| Win Rate, % | 16.98 |
| Expectancy per trade | 25.8167 |
| Max consecutive wins | 2 |
| Max consecutive losses | 24 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.25 |
| Position max, % of margin balance | 117.37 |
| Max Drawdown | 663.98 |
| Max Drawdown, % | 40.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.2561 |
| Recovery Factor (Total PnL / Max DD) | 1.9042 |
| Sharpe ratio (monthly) | 1.0022 |
| Sortino ratio (monthly) | 2.1002 |
| CAGR, % | 40.28 |
| Calmar ratio (CAGR / Max DD%) | 0.9940 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 1368.29 | Fee: 61.23 | Vol: 170154.34
Realized PnL by Symbol
Details
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