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
1219.99
Total PnL
219.99 (22.00%)
Total Trades (Win/Los)
8 (4/4)
Win Rate
50.00%
Max Drawdown
546.89 (42.73%)
Total Fees
5.45
Position avg (max), %
92.05 (148.69)
Profit Factor
1.54
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% | -8.91% | -20.87% | 9.37% | -11.48% | 11.94% | 40.58% | -3.77% | 20.44% |
| 2025 | 9.80% | -11.58% | 1.48% | -7.59% | -12.13% | 2.17% | 8.25% | -7.47% | 5.43% | -6.07% | 16.08% | 2.18% | -3.84% |
| 2026 | 6.40% | 7.81% | -0.61% | -4.61% | -3.07% | 0.00% | — | — | — | — | — | — | 5.40% |
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 | 1219.99 |
| Min balance | 732.91 |
| Max balance | 1424.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.67 |
| Average monthly return (arithmetic), % | 1.37 |
| Best month, % | 40.58 |
| Worst month, % | -20.87 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 219.99 |
| Total PnL, % | 22.00 |
| Gross profit | 763.52 |
| Gross loss | 497.39 |
| Trading volume (USDT) | 15156.21 |
| Total transactions (buy/sell) | 9 |
| Total fees | 5.45 |
| Funding net | -40.69 |
| Funding accrued (received) | 37.34 |
| Funding paid | 78.03 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 4 |
| Los Trades | 4 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 33.2661 |
| Max consecutive wins | 2 |
| Max consecutive losses | 1 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.05 |
| Position max, % of margin balance | 148.69 |
| Max Drawdown | 546.89 |
| Max Drawdown, % | 42.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.5351 |
| Recovery Factor (Total PnL / Max DD) | 0.4023 |
| Sharpe ratio (monthly) | 0.3890 |
| Sortino ratio (monthly) | 0.6783 |
| CAGR, % | 8.58 |
| Calmar ratio (CAGR / Max DD%) | 0.2008 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 266.13 | Fee: 5.45 | Vol: 15156.21
Realized PnL by Symbol
Details
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