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
1173.73
Total PnL
173.73 (17.37%)
Total Trades (Win/Los)
53 (6/47)
Win Rate
11.32%
Max Drawdown
681.34 (42.51%)
Total Fees
40.09
Position avg (max), %
89.42 (119.90)
Profit Factor
1.22
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 | -22.58% | 34.15% | 16.22% | -15.48% | 11.04% | -2.94% | -11.00% | 2.34% | -6.53% | 11.31% | 37.14% | -3.53% | 37.87% |
| 2025 | 1.38% | -5.11% | 1.95% | -10.00% | -6.65% | -6.97% | 3.98% | -6.52% | 2.09% | -9.05% | 16.46% | 2.22% | -17.63% |
| 2026 | 6.53% | 7.95% | -7.56% | 1.49% | -4.13% | 0.00% | — | — | — | — | — | — | 3.43% |
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 | 1173.73 |
| Min balance | 738.70 |
| Max balance | 1602.74 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.54 |
| Average monthly return (arithmetic), % | 1.27 |
| Best month, % | 37.14 |
| Worst month, % | -22.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 173.73 |
| Total PnL, % | 17.37 |
| Gross profit | 1322.45 |
| Gross loss | 1084.11 |
| Trading volume (USDT) | 111428.74 |
| Total transactions (buy/sell) | 55 |
| Total fees | 40.09 |
| Funding net | -24.52 |
| Funding accrued (received) | 48.20 |
| Funding paid | 72.72 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 53 |
| Win Trades | 6 |
| Los Trades | 47 |
| Win Rate, % | 11.32 |
| Expectancy per trade | 4.4970 |
| Max consecutive wins | 1 |
| Max consecutive losses | 15 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.42 |
| Position max, % of margin balance | 119.90 |
| Max Drawdown | 681.34 |
| Max Drawdown, % | 42.51 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2199 |
| Recovery Factor (Total PnL / Max DD) | 0.2550 |
| Sharpe ratio (monthly) | 0.3498 |
| Sortino ratio (monthly) | 0.6577 |
| CAGR, % | 6.86 |
| Calmar ratio (CAGR / Max DD%) | 0.1613 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 238.34 | Fee: 40.09 | Vol: 111428.74
Realized PnL by Symbol
Details
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