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
1488.19
Total PnL
488.19 (48.82%)
Total Trades (Win/Los)
120 (5/115)
Win Rate
4.17%
Max Drawdown
729.06 (48.86%)
Total Fees
94.57
Position avg (max), %
87.53 (124.08)
Profit Factor
1.68
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 | -15.89% | 46.03% | 16.94% | -16.07% | 11.54% | -12.40% | -8.05% | -12.28% | -9.38% | 2.22% | 38.11% | -3.60% | 17.19% |
| 2025 | 2.02% | 0.79% | 1.79% | -9.18% | -1.43% | 1.90% | 7.25% | 3.89% | -9.55% | -4.09% | 16.33% | 2.21% | 9.74% |
| 2026 | 6.49% | 7.90% | -0.62% | 4.43% | -2.91% | 0.00% | — | — | — | — | — | — | 15.78% |
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 | 1488.19 |
| Min balance | 763.08 |
| Max balance | 1630.12 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.34 |
| Average monthly return (arithmetic), % | 2.15 |
| Best month, % | 46.03 |
| Worst month, % | -16.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 488.19 |
| Total PnL, % | 48.82 |
| Gross profit | 1513.14 |
| Gross loss | 900.85 |
| Trading volume (USDT) | 262764.31 |
| Total transactions (buy/sell) | 122 |
| Total fees | 94.57 |
| Funding net | -29.53 |
| Funding accrued (received) | 46.77 |
| Funding paid | 76.31 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 120 |
| Win Trades | 5 |
| Los Trades | 115 |
| Win Rate, % | 4.17 |
| Expectancy per trade | 5.1024 |
| Max consecutive wins | 2 |
| Max consecutive losses | 78 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.53 |
| Position max, % of margin balance | 124.08 |
| Max Drawdown | 729.06 |
| Max Drawdown, % | 48.86 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6797 |
| Recovery Factor (Total PnL / Max DD) | 0.6696 |
| Sharpe ratio (monthly) | 0.5485 |
| Sortino ratio (monthly) | 1.1840 |
| CAGR, % | 17.90 |
| Calmar ratio (CAGR / Max DD%) | 0.3663 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 612.29 | Fee: 94.57 | Vol: 262764.31
Realized PnL by Symbol
Details
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