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
1765.78
Total PnL
765.78 (76.58%)
Total Trades (Win/Los)
47 (5/42)
Win Rate
10.64%
Max Drawdown
640.31 (33.70%)
Total Fees
47.41
Position avg (max), %
90.91 (125.10)
Profit Factor
1.90
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 | -18.79% | 47.68% | 17.35% | -16.40% | 11.83% | -3.35% | -8.31% | -3.01% | -7.69% | 11.04% | 37.84% | -3.58% | 54.07% |
| 2025 | 9.30% | 3.17% | 1.99% | -10.17% | -5.24% | 2.08% | 7.91% | 1.60% | -10.54% | -13.64% | 16.56% | 2.23% | 0.86% |
| 2026 | 6.56% | 7.99% | -0.62% | 3.46% | -3.89% | 0.00% | — | — | — | — | — | — | 13.71% |
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 | 1765.78 |
| Min balance | 797.69 |
| Max balance | 1992.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.92 |
| Average monthly return (arithmetic), % | 2.78 |
| Best month, % | 47.68 |
| Worst month, % | -18.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 765.78 |
| Total PnL, % | 76.58 |
| Gross profit | 1802.19 |
| Gross loss | 948.77 |
| Trading volume (USDT) | 131791.38 |
| Total transactions (buy/sell) | 49 |
| Total fees | 47.41 |
| Funding net | -40.23 |
| Funding accrued (received) | 58.22 |
| Funding paid | 98.45 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 47 |
| Win Trades | 5 |
| Los Trades | 42 |
| Win Rate, % | 10.64 |
| Expectancy per trade | 18.1580 |
| Max consecutive wins | 1 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.91 |
| Position max, % of margin balance | 125.10 |
| Max Drawdown | 640.31 |
| Max Drawdown, % | 33.70 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8995 |
| Recovery Factor (Total PnL / Max DD) | 1.1959 |
| Sharpe ratio (monthly) | 0.6904 |
| Sortino ratio (monthly) | 1.5051 |
| CAGR, % | 26.55 |
| Calmar ratio (CAGR / Max DD%) | 0.7877 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 853.42 | Fee: 47.41 | Vol: 131791.38
Realized PnL by Symbol
Details
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