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
1814.60
Total PnL
814.60 (81.46%)
Total Trades (Win/Los)
42 (7/35)
Win Rate
16.67%
Max Drawdown
568.72 (30.37%)
Total Fees
40.36
Position avg (max), %
87.64 (113.66)
Profit Factor
2.08
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% | -10.33% | -10.60% | 2.53% | -5.22% | 10.40% | 35.85% | -3.44% | 60.51% |
| 2025 | 8.93% | -10.27% | 1.93% | -9.86% | -1.88% | 2.07% | 4.62% | -6.85% | 5.58% | -9.21% | 16.01% | 2.17% | -0.43% |
| 2026 | 6.38% | 7.78% | -0.61% | 2.63% | -2.87% | 0.00% | — | — | — | — | — | — | 13.60% |
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 | 1814.60 |
| Min balance | 880.04 |
| Max balance | 1984.91 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.01 |
| Average monthly return (arithmetic), % | 2.76 |
| Best month, % | 45.31 |
| Worst month, % | -15.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 814.60 |
| Total PnL, % | 81.46 |
| Gross profit | 1727.61 |
| Gross loss | 830.59 |
| Trading volume (USDT) | 112147.62 |
| Total transactions (buy/sell) | 43 |
| Total fees | 40.36 |
| Funding net | -42.07 |
| Funding accrued (received) | 52.94 |
| Funding paid | 95.01 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 42 |
| Win Trades | 7 |
| Los Trades | 35 |
| Win Rate, % | 16.67 |
| Expectancy per trade | 21.3576 |
| Max consecutive wins | 2 |
| Max consecutive losses | 15 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.64 |
| Position max, % of margin balance | 113.66 |
| Max Drawdown | 568.72 |
| Max Drawdown, % | 30.37 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0800 |
| Recovery Factor (Total PnL / Max DD) | 1.4323 |
| Sharpe ratio (monthly) | 0.7324 |
| Sortino ratio (monthly) | 1.6831 |
| CAGR, % | 27.99 |
| Calmar ratio (CAGR / Max DD%) | 0.9214 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 897.02 | Fee: 40.36 | Vol: 112147.62
Realized PnL by Symbol
Details
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