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
2125.48
Total PnL
1125.48 (112.55%)
Total Trades (Win/Los)
28 (7/21)
Win Rate
25.00%
Max Drawdown
603.01 (28.38%)
Total Fees
29.90
Position avg (max), %
86.93 (113.66)
Profit Factor
2.74
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% | -3.19% | -8.29% | 2.27% | -4.96% | 10.49% | 36.14% | -3.46% | 78.30% |
| 2025 | 8.98% | -0.04% | 2.00% | -10.23% | -5.26% | 2.11% | 4.38% | -6.65% | 2.43% | -8.29% | 16.20% | 2.19% | 4.88% |
| 2026 | 6.44% | 7.85% | -0.61% | 2.60% | -2.86% | 0.00% | — | — | — | — | — | — | 13.71% |
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 | 2125.48 |
| Min balance | 880.04 |
| Max balance | 2324.19 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.55 |
| Average monthly return (arithmetic), % | 3.24 |
| Best month, % | 45.31 |
| Worst month, % | -15.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1125.48 |
| Total PnL, % | 112.55 |
| Gross profit | 1886.51 |
| Gross loss | 687.84 |
| Trading volume (USDT) | 83085.84 |
| Total transactions (buy/sell) | 29 |
| Total fees | 29.90 |
| Funding net | -43.29 |
| Funding accrued (received) | 61.54 |
| Funding paid | 104.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 28 |
| Win Trades | 7 |
| Los Trades | 21 |
| Win Rate, % | 25.00 |
| Expectancy per trade | 42.8096 |
| Max consecutive wins | 2 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 86.93 |
| Position max, % of margin balance | 113.66 |
| Max Drawdown | 603.01 |
| Max Drawdown, % | 28.38 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.7427 |
| Recovery Factor (Total PnL / Max DD) | 1.8664 |
| Sharpe ratio (monthly) | 0.8890 |
| Sortino ratio (monthly) | 2.2741 |
| CAGR, % | 36.65 |
| Calmar ratio (CAGR / Max DD%) | 1.2915 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 1198.67 | Fee: 29.90 | Vol: 83085.84
Realized PnL by Symbol
Details
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