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
2200.81
Total PnL
1200.81 (120.08%)
Total Trades (Win/Los)
34 (6/28)
Win Rate
17.65%
Max Drawdown
577.31 (35.25%)
Total Fees
37.22
Position avg (max), %
87.84 (122.26)
Profit Factor
2.95
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 | -7.55% | 45.87% | 16.90% | -16.03% | 11.51% | -7.91% | 2.71% | -9.67% | -6.24% | 2.15% | 36.31% | -3.47% | 58.95% |
| 2025 | 9.02% | 9.06% | 1.83% | -9.37% | -1.38% | 1.94% | 7.41% | 1.32% | -11.95% | -4.41% | 17.11% | 2.30% | 21.05% |
| 2026 | 6.75% | 8.20% | -0.64% | 2.70% | -2.89% | 0.00% | — | — | — | — | — | — | 14.44% |
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 | 2200.81 |
| Min balance | 908.70 |
| Max balance | 2408.98 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.67 |
| Average monthly return (arithmetic), % | 3.39 |
| Best month, % | 45.87 |
| Worst month, % | -16.03 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1200.81 |
| Total PnL, % | 120.08 |
| Gross profit | 1940.57 |
| Gross loss | 658.35 |
| Trading volume (USDT) | 103430.47 |
| Total transactions (buy/sell) | 35 |
| Total fees | 37.22 |
| Funding net | -44.19 |
| Funding accrued (received) | 61.48 |
| Funding paid | 105.67 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 34 |
| Win Trades | 6 |
| Los Trades | 28 |
| Win Rate, % | 17.65 |
| Expectancy per trade | 37.7122 |
| Max consecutive wins | 2 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.84 |
| Position max, % of margin balance | 122.26 |
| Max Drawdown | 577.31 |
| Max Drawdown, % | 35.25 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.9476 |
| Recovery Factor (Total PnL / Max DD) | 2.0800 |
| Sharpe ratio (monthly) | 0.9144 |
| Sortino ratio (monthly) | 2.2977 |
| CAGR, % | 38.63 |
| Calmar ratio (CAGR / Max DD%) | 1.0958 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 1282.22 | Fee: 37.22 | Vol: 103430.47
Realized PnL by Symbol
Details
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