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
1353.87
Total PnL
353.87 (35.39%)
Total Trades (Win/Los)
8 (4/4)
Win Rate
50.00%
Max Drawdown
589.23 (37.28%)
Total Fees
5.83
Position avg (max), %
89.86 (148.69)
Profit Factor
1.82
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% | -13.02% | 2.16% | 8.22% | -7.45% | 5.41% | -6.06% | 16.39% | 2.21% | -4.65% |
| 2026 | 6.51% | 7.92% | -0.62% | -4.68% | -2.99% | 0.00% | — | — | — | — | — | — | 5.63% |
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 | 1353.87 |
| Min balance | 775.13 |
| Max balance | 1580.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.02 |
| Average monthly return (arithmetic), % | 1.64 |
| Best month, % | 38.38 |
| Worst month, % | -17.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 353.87 |
| Total PnL, % | 35.39 |
| Gross profit | 887.23 |
| Gross loss | 487.97 |
| Trading volume (USDT) | 16231.31 |
| Total transactions (buy/sell) | 9 |
| Total fees | 5.83 |
| Funding net | -39.56 |
| Funding accrued (received) | 41.58 |
| Funding paid | 81.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 4 |
| Los Trades | 4 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 49.9070 |
| Max consecutive wins | 2 |
| Max consecutive losses | 1 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.86 |
| Position max, % of margin balance | 148.69 |
| Max Drawdown | 589.23 |
| Max Drawdown, % | 37.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.8182 |
| Recovery Factor (Total PnL / Max DD) | 0.6006 |
| Sharpe ratio (monthly) | 0.4935 |
| Sortino ratio (monthly) | 0.8952 |
| CAGR, % | 13.37 |
| Calmar ratio (CAGR / Max DD%) | 0.3586 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 399.26 | Fee: 5.83 | Vol: 16231.31
Realized PnL by Symbol
Details
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