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
1069.06
Total PnL
69.06 (6.91%)
Total Trades (Win/Los)
41 (6/35)
Win Rate
14.63%
Max Drawdown
695.92 (47.56%)
Total Fees
27.95
Position avg (max), %
89.64 (132.04)
Profit Factor
1.12
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% | -12.59% | -15.57% | -3.49% | -10.88% | 10.55% | 36.33% | -3.48% | 21.51% |
| 2025 | 9.02% | -7.58% | 2.12% | -10.81% | -7.41% | 2.02% | 1.10% | 2.64% | -14.32% | -16.26% | 17.52% | 2.34% | -22.38% |
| 2026 | 6.88% | 8.35% | -0.65% | 1.31% | -2.71% | 0.00% | — | — | — | — | — | — | 13.40% |
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 | 1069.06 |
| Min balance | 767.24 |
| Max balance | 1463.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.22 |
| Average monthly return (arithmetic), % | 1.20 |
| Best month, % | 47.68 |
| Worst month, % | -18.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 69.06 |
| Total PnL, % | 6.91 |
| Gross profit | 1181.49 |
| Gross loss | 1052.06 |
| Trading volume (USDT) | 77653.33 |
| Total transactions (buy/sell) | 42 |
| Total fees | 27.95 |
| Funding net | -32.42 |
| Funding accrued (received) | 41.81 |
| Funding paid | 74.23 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 41 |
| Win Trades | 6 |
| Los Trades | 35 |
| Win Rate, % | 14.63 |
| Expectancy per trade | 3.1569 |
| Max consecutive wins | 2 |
| Max consecutive losses | 22 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.64 |
| Position max, % of margin balance | 132.04 |
| Max Drawdown | 695.92 |
| Max Drawdown, % | 47.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1230 |
| Recovery Factor (Total PnL / Max DD) | 0.0992 |
| Sharpe ratio (monthly) | 0.2832 |
| Sortino ratio (monthly) | 0.5279 |
| CAGR, % | 2.80 |
| Calmar ratio (CAGR / Max DD%) | 0.0590 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 129.43 | Fee: 27.95 | Vol: 77653.33
Realized PnL by Symbol
Details
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