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
1084.19
Total PnL
84.19 (8.42%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
630.92 (44.69%)
Total Fees
6.68
Position avg (max), %
94.13 (148.69)
Profit Factor
1.19
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% | -8.91% | -22.10% | 9.52% | -11.64% | 12.13% | 41.17% | -3.80% | 19.16% |
| 2025 | 9.90% | -11.69% | 1.49% | -7.68% | -16.71% | 2.31% | 8.79% | -1.24% | -4.32% | -12.09% | 18.82% | 2.49% | -14.71% |
| 2026 | 7.30% | 8.82% | -0.68% | -5.18% | -2.93% | 0.00% | — | — | — | — | — | — | 6.73% |
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 | 1084.19 |
| Min balance | 720.13 |
| Max balance | 1411.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.27 |
| Average monthly return (arithmetic), % | 1.05 |
| Best month, % | 41.17 |
| Worst month, % | -22.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 84.19 |
| Total PnL, % | 8.42 |
| Gross profit | 762.19 |
| Gross loss | 643.00 |
| Trading volume (USDT) | 18575.29 |
| Total transactions (buy/sell) | 11 |
| Total fees | 6.68 |
| Funding net | -28.32 |
| Funding accrued (received) | 42.30 |
| Funding paid | 70.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 4 |
| Los Trades | 6 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 11.9190 |
| Max consecutive wins | 1 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.13 |
| Position max, % of margin balance | 148.69 |
| Max Drawdown | 630.92 |
| Max Drawdown, % | 44.69 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1854 |
| Recovery Factor (Total PnL / Max DD) | 0.1334 |
| Sharpe ratio (monthly) | 0.2847 |
| Sortino ratio (monthly) | 0.4789 |
| CAGR, % | 3.40 |
| Calmar ratio (CAGR / Max DD%) | 0.0762 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 119.19 | Fee: 6.68 | Vol: 18575.29
Realized PnL by Symbol
Details
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