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
2265.67
Total PnL
1265.67 (126.57%)
Total Trades (Win/Los)
39 (5/34)
Win Rate
12.82%
Max Drawdown
709.89 (41.56%)
Total Fees
36.93
Position avg (max), %
90.70 (119.73)
Profit Factor
3.03
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 | -0.51% | 42.62% | 16.07% | -15.35% | 10.93% | -7.55% | -9.17% | -5.28% | -6.12% | -1.54% | 36.31% | -3.47% | 49.61% |
| 2025 | 9.01% | -18.08% | -2.59% | 13.85% | 10.81% | 2.03% | 7.75% | -7.06% | 5.61% | -7.96% | 18.05% | 2.40% | 31.79% |
| 2026 | 7.05% | 8.55% | -0.66% | 2.48% | -2.81% | 0.00% | — | — | — | — | — | — | 14.97% |
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 | 2265.67 |
| Min balance | 903.95 |
| Max balance | 2473.84 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.77 |
| Average monthly return (arithmetic), % | 3.51 |
| Best month, % | 42.62 |
| Worst month, % | -18.08 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1265.67 |
| Total PnL, % | 126.57 |
| Gross profit | 2071.96 |
| Gross loss | 683.14 |
| Trading volume (USDT) | 102614.83 |
| Total transactions (buy/sell) | 40 |
| Total fees | 36.93 |
| Funding net | -86.22 |
| Funding accrued (received) | 41.54 |
| Funding paid | 127.75 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 39 |
| Win Trades | 5 |
| Los Trades | 34 |
| Win Rate, % | 12.82 |
| Expectancy per trade | 35.6106 |
| Max consecutive wins | 2 |
| Max consecutive losses | 26 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.70 |
| Position max, % of margin balance | 119.73 |
| Max Drawdown | 709.89 |
| Max Drawdown, % | 41.56 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.0330 |
| Recovery Factor (Total PnL / Max DD) | 1.7829 |
| Sharpe ratio (monthly) | 0.9426 |
| Sortino ratio (monthly) | 2.2075 |
| CAGR, % | 40.31 |
| Calmar ratio (CAGR / Max DD%) | 0.9698 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 1388.81 | Fee: 36.93 | Vol: 102614.83
Realized PnL by Symbol
Details
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