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
1895.30
Total PnL
895.30 (89.53%)
Total Trades (Win/Los)
36 (5/31)
Win Rate
13.89%
Max Drawdown
661.06 (32.84%)
Total Fees
34.34
Position avg (max), %
90.52 (115.10)
Profit Factor
2.10
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 | -8.80% | 46.50% | 17.06% | -16.16% | 11.62% | -4.39% | -10.18% | -0.41% | -5.42% | -2.32% | 37.93% | -3.59% | 53.80% |
| 2025 | 9.32% | -18.64% | -2.68% | 14.38% | 11.18% | 2.10% | 7.98% | -7.25% | 5.77% | -23.60% | 15.44% | 2.10% | 7.20% |
| 2026 | 6.18% | 7.56% | -0.59% | 4.17% | -2.75% | 0.00% | — | — | — | — | — | — | 15.01% |
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 | 1895.30 |
| Min balance | 896.20 |
| Max balance | 2065.62 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.16 |
| Average monthly return (arithmetic), % | 3.08 |
| Best month, % | 46.50 |
| Worst month, % | -23.60 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 895.30 |
| Total PnL, % | 89.53 |
| Gross profit | 1935.28 |
| Gross loss | 920.94 |
| Trading volume (USDT) | 95439.54 |
| Total transactions (buy/sell) | 37 |
| Total fees | 34.34 |
| Funding net | -84.70 |
| Funding accrued (received) | 38.29 |
| Funding paid | 122.99 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 36 |
| Win Trades | 5 |
| Los Trades | 31 |
| Win Rate, % | 13.89 |
| Expectancy per trade | 28.1764 |
| Max consecutive wins | 2 |
| Max consecutive losses | 20 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 90.52 |
| Position max, % of margin balance | 115.10 |
| Max Drawdown | 661.06 |
| Max Drawdown, % | 32.84 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.1014 |
| Recovery Factor (Total PnL / Max DD) | 1.3543 |
| Sharpe ratio (monthly) | 0.7492 |
| Sortino ratio (monthly) | 1.5203 |
| CAGR, % | 30.31 |
| Calmar ratio (CAGR / Max DD%) | 0.9230 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 1014.35 | Fee: 34.34 | Vol: 95439.54
Realized PnL by Symbol
Details
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