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
1100.66
Total PnL
100.66 (10.07%)
Total Trades (Win/Los)
17 (5/12)
Win Rate
29.41%
Max Drawdown
712.94 (48.74%)
Total Fees
11.57
Position avg (max), %
88.28 (141.90)
Profit Factor
1.16
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 | -18.84% | 47.71% | 17.36% | -16.40% | 11.83% | -13.35% | -15.71% | -8.48% | -8.14% | 10.92% | 37.45% | -3.55% | 18.74% |
| 2025 | 9.23% | -10.75% | 1.49% | -7.67% | -5.01% | 2.03% | 7.72% | 2.70% | -3.68% | -27.26% | 16.86% | 2.27% | -17.99% |
| 2026 | 6.66% | 8.10% | -0.63% | 1.64% | -2.89% | 0.00% | — | — | — | — | — | — | 13.09% |
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 | 1100.66 |
| Min balance | 749.67 |
| Max balance | 1462.62 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.32 |
| Average monthly return (arithmetic), % | 1.39 |
| Best month, % | 47.71 |
| Worst month, % | -27.26 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 100.66 |
| Total PnL, % | 10.07 |
| Gross profit | 1086.31 |
| Gross loss | 933.68 |
| Trading volume (USDT) | 32174.74 |
| Total transactions (buy/sell) | 18 |
| Total fees | 11.57 |
| Funding net | -40.39 |
| Funding accrued (received) | 37.26 |
| Funding paid | 77.65 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 5 |
| Los Trades | 12 |
| Win Rate, % | 29.41 |
| Expectancy per trade | 8.9781 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.28 |
| Position max, % of margin balance | 141.90 |
| Max Drawdown | 712.94 |
| Max Drawdown, % | 48.74 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1635 |
| Recovery Factor (Total PnL / Max DD) | 0.1412 |
| Sharpe ratio (monthly) | 0.3165 |
| Sortino ratio (monthly) | 0.5653 |
| CAGR, % | 4.05 |
| Calmar ratio (CAGR / Max DD%) | 0.0831 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 152.63 | Fee: 11.57 | Vol: 32174.74
Realized PnL by Symbol
Details
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