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
1164.54
Total PnL
164.54 (16.45%)
Total Trades (Win/Los)
17 (7/10)
Win Rate
41.18%
Max Drawdown
498.85 (38.87%)
Total Fees
10.56
Position avg (max), %
91.10 (157.70)
Profit Factor
1.26
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 | -21.33% | 7.09% | 18.82% | -17.57% | 12.85% | -15.08% | -2.03% | 7.64% | -9.65% | 10.80% | 37.09% | -3.53% | 10.41% |
| 2025 | -9.49% | -8.42% | 2.59% | -2.11% | 9.81% | -9.40% | 3.74% | 0.36% | -3.94% | -8.33% | 18.73% | 2.48% | -7.61% |
| 2026 | 7.27% | 8.79% | -0.68% | 1.57% | -2.98% | 0.00% | — | — | — | — | — | — | 14.22% |
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 | 1164.54 |
| Min balance | 639.71 |
| Max balance | 1283.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.51 |
| Average monthly return (arithmetic), % | 1.17 |
| Best month, % | 37.09 |
| Worst month, % | -21.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 164.54 |
| Total PnL, % | 16.45 |
| Gross profit | 956.78 |
| Gross loss | 761.06 |
| Trading volume (USDT) | 29370.94 |
| Total transactions (buy/sell) | 18 |
| Total fees | 10.56 |
| Funding net | -20.62 |
| Funding accrued (received) | 40.97 |
| Funding paid | 61.58 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 7 |
| Los Trades | 10 |
| Win Rate, % | 41.18 |
| Expectancy per trade | 11.5128 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.10 |
| Position max, % of margin balance | 157.70 |
| Max Drawdown | 498.85 |
| Max Drawdown, % | 38.87 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2572 |
| Recovery Factor (Total PnL / Max DD) | 0.3298 |
| Sharpe ratio (monthly) | 0.3453 |
| Sortino ratio (monthly) | 0.5834 |
| CAGR, % | 6.51 |
| Calmar ratio (CAGR / Max DD%) | 0.1675 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 195.72 | Fee: 10.56 | Vol: 29370.94
Realized PnL by Symbol
Details
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