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
1580.25
Total PnL
580.25 (58.03%)
Total Trades (Win/Los)
33 (7/26)
Win Rate
21.21%
Max Drawdown
567.23 (33.69%)
Total Fees
27.30
Position avg (max), %
88.81 (125.10)
Profit Factor
1.78
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% | -11.79% | -12.06% | 2.14% | -6.24% | 10.41% | 35.86% | -3.44% | 41.58% |
| 2025 | 8.93% | -0.05% | 1.96% | -10.03% | -6.66% | 2.06% | 4.35% | -6.80% | 2.29% | -13.66% | 16.97% | 2.28% | -2.24% |
| 2026 | 6.70% | 8.14% | -0.63% | 2.64% | -2.93% | 0.00% | — | — | — | — | — | — | 14.24% |
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 | 1580.25 |
| Min balance | 797.69 |
| Max balance | 1731.65 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.54 |
| Average monthly return (arithmetic), % | 2.40 |
| Best month, % | 47.68 |
| Worst month, % | -18.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 580.25 |
| Total PnL, % | 58.03 |
| Gross profit | 1480.00 |
| Gross loss | 830.75 |
| Trading volume (USDT) | 75872.62 |
| Total transactions (buy/sell) | 34 |
| Total fees | 27.30 |
| Funding net | -41.69 |
| Funding accrued (received) | 48.48 |
| Funding paid | 90.18 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 7 |
| Los Trades | 26 |
| Win Rate, % | 21.21 |
| Expectancy per trade | 19.6743 |
| Max consecutive wins | 2 |
| Max consecutive losses | 14 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.81 |
| Position max, % of margin balance | 125.10 |
| Max Drawdown | 567.23 |
| Max Drawdown, % | 33.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7815 |
| Recovery Factor (Total PnL / Max DD) | 1.0230 |
| Sharpe ratio (monthly) | 0.5984 |
| Sortino ratio (monthly) | 1.2438 |
| CAGR, % | 20.86 |
| Calmar ratio (CAGR / Max DD%) | 0.6192 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 649.25 | Fee: 27.30 | Vol: 75872.62
Realized PnL by Symbol
Details
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