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
1015.38
Total PnL
15.38 (1.54%)
Total Trades (Win/Los)
23 (7/16)
Win Rate
30.43%
Max Drawdown
659.86 (43.15%)
Total Fees
16.65
Position avg (max), %
92.46 (136.89)
Profit Factor
1.05
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 | -20.31% | 20.36% | 17.57% | -16.57% | 11.98% | -13.59% | -1.94% | 7.30% | -4.88% | 10.42% | 35.91% | -3.45% | 32.01% |
| 2025 | -2.62% | -8.62% | 2.57% | -10.84% | 11.19% | -8.41% | 4.08% | 3.23% | -4.10% | -18.09% | 17.01% | 2.29% | -16.30% |
| 2026 | 6.71% | 8.16% | -16.30% | -0.62% | -4.21% | 0.00% | — | — | — | — | — | — | -8.04% |
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 | 1015.38 |
| Min balance | 711.75 |
| Max balance | 1529.29 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.05 |
| Average monthly return (arithmetic), % | 0.81 |
| Best month, % | 35.91 |
| Worst month, % | -20.31 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 15.38 |
| Total PnL, % | 1.54 |
| Gross profit | 1218.63 |
| Gross loss | 1155.14 |
| Trading volume (USDT) | 46281.23 |
| Total transactions (buy/sell) | 24 |
| Total fees | 16.65 |
| Funding net | -31.46 |
| Funding accrued (received) | 43.88 |
| Funding paid | 75.34 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 23 |
| Win Trades | 7 |
| Los Trades | 16 |
| Win Rate, % | 30.43 |
| Expectancy per trade | 2.7606 |
| Max consecutive wins | 1 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.46 |
| Position max, % of margin balance | 136.89 |
| Max Drawdown | 659.86 |
| Max Drawdown, % | 43.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0550 |
| Recovery Factor (Total PnL / Max DD) | 0.0233 |
| Sharpe ratio (monthly) | 0.2240 |
| Sortino ratio (monthly) | 0.3600 |
| CAGR, % | 0.63 |
| Calmar ratio (CAGR / Max DD%) | 0.0147 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 63.49 | Fee: 16.65 | Vol: 46281.23
Realized PnL by Symbol
Details
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