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
1368.42
Total PnL
368.42 (36.84%)
Total Trades (Win/Los)
8 (4/4)
Win Rate
50.00%
Max Drawdown
574.67 (36.36%)
Total Fees
5.83
Position avg (max), %
89.43 (148.69)
Profit Factor
1.86
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% | -16.30% | -2.02% | 7.60% | -9.84% | 11.22% | 38.38% | -3.62% | 34.49% |
| 2025 | 9.40% | -10.68% | 1.64% | -8.43% | -11.83% | 2.13% | 8.11% | -7.35% | 5.34% | -5.99% | 16.17% | 2.19% | -3.57% |
| 2026 | 6.43% | 7.84% | -0.61% | -4.63% | -2.96% | 0.00% | — | — | — | — | — | — | 5.57% |
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 | 1368.42 |
| Min balance | 775.13 |
| Max balance | 1580.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.05 |
| Average monthly return (arithmetic), % | 1.67 |
| Best month, % | 38.38 |
| Worst month, % | -17.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 368.42 |
| Total PnL, % | 36.84 |
| Gross profit | 894.90 |
| Gross loss | 481.00 |
| Trading volume (USDT) | 16216.65 |
| Total transactions (buy/sell) | 9 |
| Total fees | 5.83 |
| Funding net | -39.66 |
| Funding accrued (received) | 41.53 |
| Funding paid | 81.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 4 |
| Los Trades | 4 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 51.7386 |
| Max consecutive wins | 2 |
| Max consecutive losses | 1 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.43 |
| Position max, % of margin balance | 148.69 |
| Max Drawdown | 574.67 |
| Max Drawdown, % | 36.36 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8605 |
| Recovery Factor (Total PnL / Max DD) | 0.6411 |
| Sharpe ratio (monthly) | 0.5048 |
| Sortino ratio (monthly) | 0.9228 |
| CAGR, % | 13.87 |
| Calmar ratio (CAGR / Max DD%) | 0.3815 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 413.91 | Fee: 5.83 | Vol: 16216.65
Realized PnL by Symbol
Details
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