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
1442.27
Total PnL
442.27 (44.23%)
Total Trades (Win/Los)
28 (7/21)
Win Rate
25.00%
Max Drawdown
681.80 (39.30%)
Total Fees
22.90
Position avg (max), %
88.43 (123.73)
Profit Factor
1.55
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 | -10.48% | 45.31% | 16.76% | -15.92% | 11.42% | -11.46% | -11.87% | 2.08% | -10.36% | 10.68% | 36.72% | -3.50% | 48.34% |
| 2025 | 9.09% | -7.27% | 2.16% | -11.02% | -7.51% | 2.15% | 4.09% | -6.53% | 2.08% | -16.03% | 16.44% | 2.22% | -13.76% |
| 2026 | 6.52% | 7.94% | -0.62% | 1.57% | -2.81% | 0.00% | — | — | — | — | — | — | 12.80% |
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 | 1442.27 |
| Min balance | 880.04 |
| Max balance | 1734.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.23 |
| Average monthly return (arithmetic), % | 2.06 |
| Best month, % | 45.31 |
| Worst month, % | -16.03 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 442.27 |
| Total PnL, % | 44.23 |
| Gross profit | 1426.26 |
| Gross loss | 918.18 |
| Trading volume (USDT) | 63647.91 |
| Total transactions (buy/sell) | 29 |
| Total fees | 22.90 |
| Funding net | -42.91 |
| Funding accrued (received) | 46.63 |
| Funding paid | 89.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 7 |
| Los Trades | 21 |
| Win Rate, % | 25.00 |
| Expectancy per trade | 18.1458 |
| Max consecutive wins | 2 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.43 |
| Position max, % of margin balance | 123.73 |
| Max Drawdown | 681.80 |
| Max Drawdown, % | 39.30 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5534 |
| Recovery Factor (Total PnL / Max DD) | 0.6487 |
| Sharpe ratio (monthly) | 0.5230 |
| Sortino ratio (monthly) | 1.0874 |
| CAGR, % | 16.38 |
| Calmar ratio (CAGR / Max DD%) | 0.4167 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 508.08 | Fee: 22.90 | Vol: 63647.91
Realized PnL by Symbol
Details
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