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
1038.79
Total PnL
38.79 (3.88%)
Total Trades (Win/Los)
17 (7/10)
Win Rate
41.18%
Max Drawdown
548.14 (43.68%)
Total Fees
10.22
Position avg (max), %
92.01 (154.52)
Profit Factor
1.09
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 | -23.80% | 8.16% | 19.24% | -17.89% | 13.14% | -16.39% | -2.10% | 7.92% | -10.11% | 11.22% | 38.40% | -3.62% | 7.56% |
| 2025 | -9.48% | -9.13% | 2.44% | -1.52% | 10.10% | -9.65% | 1.31% | -0.86% | -4.20% | -11.75% | 18.23% | 2.42% | -15.13% |
| 2026 | 7.11% | 8.61% | -0.67% | 1.35% | -2.79% | 0.00% | — | — | — | — | — | — | 13.84% |
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 | 1038.79 |
| Min balance | 621.51 |
| Max balance | 1254.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.13 |
| Average monthly return (arithmetic), % | 0.86 |
| Best month, % | 38.40 |
| Worst month, % | -23.80 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 38.79 |
| Total PnL, % | 3.88 |
| Gross profit | 888.77 |
| Gross loss | 817.15 |
| Trading volume (USDT) | 28401.14 |
| Total transactions (buy/sell) | 18 |
| Total fees | 10.22 |
| Funding net | -22.61 |
| Funding accrued (received) | 37.89 |
| Funding paid | 60.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 7 |
| Los Trades | 10 |
| Win Rate, % | 41.18 |
| Expectancy per trade | 4.2128 |
| Max consecutive wins | 2 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.01 |
| Position max, % of margin balance | 154.52 |
| Max Drawdown | 548.14 |
| Max Drawdown, % | 43.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0876 |
| Recovery Factor (Total PnL / Max DD) | 0.0708 |
| Sharpe ratio (monthly) | 0.2414 |
| Sortino ratio (monthly) | 0.3932 |
| CAGR, % | 1.59 |
| Calmar ratio (CAGR / Max DD%) | 0.0364 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 71.62 | Fee: 10.22 | Vol: 28401.14
Realized PnL by Symbol
Details
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