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
1162.07
Total PnL
162.07 (16.21%)
Total Trades (Win/Los)
8 (3/5)
Win Rate
37.50%
Max Drawdown
574.90 (40.73%)
Total Fees
5.41
Position avg (max), %
94.22 (148.69)
Profit Factor
1.39
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% | -22.10% | 9.52% | -11.64% | 12.13% | 41.17% | -3.80% | 19.16% |
| 2025 | 9.90% | -11.69% | 1.49% | -7.68% | -16.71% | 2.31% | 8.79% | -7.92% | 5.79% | -6.45% | 17.15% | 2.30% | -7.92% |
| 2026 | 6.76% | 8.21% | -0.64% | -4.84% | -2.98% | 0.00% | — | — | — | — | — | — | 5.97% |
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 | 1162.07 |
| Min balance | 720.13 |
| Max balance | 1411.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.50 |
| Average monthly return (arithmetic), % | 1.27 |
| Best month, % | 41.17 |
| Worst month, % | -22.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 162.07 |
| Total PnL, % | 16.21 |
| Gross profit | 743.78 |
| Gross loss | 536.18 |
| Trading volume (USDT) | 15042.26 |
| Total transactions (buy/sell) | 9 |
| Total fees | 5.41 |
| Funding net | -40.13 |
| Funding accrued (received) | 37.39 |
| Funding paid | 77.52 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 8 |
| Win Trades | 3 |
| Los Trades | 5 |
| Win Rate, % | 37.50 |
| Expectancy per trade | 25.9508 |
| Max consecutive wins | 1 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.22 |
| Position max, % of margin balance | 148.69 |
| Max Drawdown | 574.90 |
| Max Drawdown, % | 40.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3872 |
| Recovery Factor (Total PnL / Max DD) | 0.2819 |
| Sharpe ratio (monthly) | 0.3466 |
| Sortino ratio (monthly) | 0.5867 |
| CAGR, % | 6.42 |
| Calmar ratio (CAGR / Max DD%) | 0.1576 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 207.61 | Fee: 5.41 | Vol: 15042.26
Realized PnL by Symbol
Details
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