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
1151.54
Total PnL
151.54 (15.15%)
Total Trades (Win/Los)
59 (6/53)
Win Rate
10.17%
Max Drawdown
819.44 (49.77%)
Total Fees
39.34
Position avg (max), %
87.06 (127.89)
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% | -8.68% | 2.05% | -6.38% | 13.19% | 35.64% | -3.43% | 42.24% |
| 2025 | -0.09% | -12.42% | 2.25% | -11.51% | -6.27% | -12.71% | 7.05% | -6.46% | 0.96% | -8.15% | 16.06% | 2.18% | -28.68% |
| 2026 | 6.40% | 7.80% | -0.61% | 2.46% | -2.76% | 0.00% | — | — | — | — | — | — | 13.56% |
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 | 1151.54 |
| Min balance | 738.70 |
| Max balance | 1646.52 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.47 |
| Average monthly return (arithmetic), % | 1.23 |
| Best month, % | 35.64 |
| Worst month, % | -22.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 151.54 |
| Total PnL, % | 15.15 |
| Gross profit | 1215.78 |
| Gross loss | 996.67 |
| Trading volume (USDT) | 109314.23 |
| Total transactions (buy/sell) | 61 |
| Total fees | 39.34 |
| Funding net | -28.23 |
| Funding accrued (received) | 42.63 |
| Funding paid | 70.86 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 59 |
| Win Trades | 6 |
| Los Trades | 53 |
| Win Rate, % | 10.17 |
| Expectancy per trade | 3.7137 |
| Max consecutive wins | 2 |
| Max consecutive losses | 19 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.06 |
| Position max, % of margin balance | 127.89 |
| Max Drawdown | 819.44 |
| Max Drawdown, % | 49.77 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2198 |
| Recovery Factor (Total PnL / Max DD) | 0.1849 |
| Sharpe ratio (monthly) | 0.3350 |
| Sortino ratio (monthly) | 0.6057 |
| CAGR, % | 6.02 |
| Calmar ratio (CAGR / Max DD%) | 0.1209 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 219.11 | Fee: 39.34 | Vol: 109314.23
Realized PnL by Symbol
Details
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