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
1654.85
Total PnL
654.85 (65.49%)
Total Trades (Win/Los)
10 (5/5)
Win Rate
50.00%
Max Drawdown
669.59 (37.17%)
Total Fees
8.27
Position avg (max), %
88.35 (131.48)
Profit Factor
2.33
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 | -5.57% | 22.04% | 18.06% | -16.96% | 12.32% | -14.22% | -1.92% | 7.21% | -9.36% | 11.11% | 38.05% | -3.60% | 53.42% |
| 2025 | 9.34% | -10.71% | 1.59% | -8.14% | -10.80% | 2.18% | 8.28% | 0.28% | -4.26% | -8.94% | 17.91% | 2.39% | -5.11% |
| 2026 | 7.00% | 8.49% | -0.66% | 1.64% | -2.97% | 0.00% | — | — | — | — | — | — | 13.74% |
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 | 1654.85 |
| Min balance | 846.84 |
| Max balance | 1815.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.70 |
| Average monthly return (arithmetic), % | 2.33 |
| Best month, % | 38.05 |
| Worst month, % | -16.96 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 654.85 |
| Total PnL, % | 65.49 |
| Gross profit | 1215.98 |
| Gross loss | 521.03 |
| Trading volume (USDT) | 23018.99 |
| Total transactions (buy/sell) | 11 |
| Total fees | 8.27 |
| Funding net | -31.82 |
| Funding accrued (received) | 53.24 |
| Funding paid | 85.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 5 |
| Los Trades | 5 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 69.4949 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.35 |
| Position max, % of margin balance | 131.48 |
| Max Drawdown | 669.59 |
| Max Drawdown, % | 37.17 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3338 |
| Recovery Factor (Total PnL / Max DD) | 0.9780 |
| Sharpe ratio (monthly) | 0.6919 |
| Sortino ratio (monthly) | 1.3750 |
| CAGR, % | 23.19 |
| Calmar ratio (CAGR / Max DD%) | 0.6240 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 694.95 | Fee: 8.27 | Vol: 23018.99
Realized PnL by Symbol
Details
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