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
1220.30
Total PnL
220.30 (22.03%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
617.27 (41.29%)
Total Fees
7.08
Position avg (max), %
90.83 (148.69)
Profit Factor
1.41
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% | 8.92% | 19.27% | -17.92% | 13.16% | -20.03% | -2.11% | 7.97% | -10.09% | 10.96% | 37.60% | -3.56% | 27.50% |
| 2025 | 9.26% | -10.65% | 1.56% | -8.02% | -12.59% | 2.26% | 8.59% | -1.15% | -4.32% | -12.09% | 18.83% | 2.49% | -10.37% |
| 2026 | 7.30% | 8.83% | -0.68% | -5.18% | -2.84% | 0.00% | — | — | — | — | — | — | 6.83% |
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 | 1220.30 |
| Min balance | 775.13 |
| Max balance | 1495.06 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.67 |
| Average monthly return (arithmetic), % | 1.34 |
| Best month, % | 37.60 |
| Worst month, % | -20.03 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 220.30 |
| Total PnL, % | 22.03 |
| Gross profit | 873.12 |
| Gross loss | 620.51 |
| Trading volume (USDT) | 19681.21 |
| Total transactions (buy/sell) | 11 |
| Total fees | 7.08 |
| Funding net | -25.23 |
| Funding accrued (received) | 46.11 |
| Funding paid | 71.34 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 25.2613 |
| Max consecutive wins | 1 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.83 |
| Position max, % of margin balance | 148.69 |
| Max Drawdown | 617.27 |
| Max Drawdown, % | 41.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4071 |
| Recovery Factor (Total PnL / Max DD) | 0.3569 |
| Sharpe ratio (monthly) | 0.3905 |
| Sortino ratio (monthly) | 0.6769 |
| CAGR, % | 8.59 |
| Calmar ratio (CAGR / Max DD%) | 0.2082 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 252.61 | Fee: 7.08 | Vol: 19681.21
Realized PnL by Symbol
Details
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