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
2882.47
Total PnL
1882.47 (188.25%)
Total Trades (Win/Los)
43 (5/38)
Win Rate
11.63%
Max Drawdown
753.31 (33.73%)
Total Fees
38.09
Position avg (max), %
92.24 (118.84)
Profit Factor
4.82
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 | -4.85% | 36.16% | 16.07% | -15.35% | 10.93% | -7.55% | -9.17% | 11.54% | -2.50% | 11.04% | 37.84% | -3.58% | 90.32% |
| 2025 | 9.30% | -18.61% | -2.68% | 14.36% | 11.16% | 2.09% | 7.97% | -7.24% | 5.74% | -7.70% | 18.78% | 2.49% | 33.71% |
| 2026 | 7.29% | 8.81% | -0.68% | 0.68% | -2.91% | 0.00% | — | — | — | — | — | — | 13.33% |
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 | 2882.47 |
| Min balance | 901.08 |
| Max balance | 3156.87 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.59 |
| Average monthly return (arithmetic), % | 4.31 |
| Best month, % | 37.84 |
| Worst month, % | -18.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1882.47 |
| Total PnL, % | 188.25 |
| Gross profit | 2551.70 |
| Gross loss | 529.55 |
| Trading volume (USDT) | 105866.91 |
| Total transactions (buy/sell) | 44 |
| Total fees | 38.09 |
| Funding net | -101.60 |
| Funding accrued (received) | 51.18 |
| Funding paid | 152.77 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 43 |
| Win Trades | 5 |
| Los Trades | 38 |
| Win Rate, % | 11.63 |
| Expectancy per trade | 47.0269 |
| Max consecutive wins | 2 |
| Max consecutive losses | 26 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.24 |
| Position max, % of margin balance | 118.84 |
| Max Drawdown | 753.31 |
| Max Drawdown, % | 33.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 4.8186 |
| Recovery Factor (Total PnL / Max DD) | 2.4989 |
| Sharpe ratio (monthly) | 1.1922 |
| Sortino ratio (monthly) | 2.7390 |
| CAGR, % | 55.02 |
| Calmar ratio (CAGR / Max DD%) | 1.6312 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 2022.16 | Fee: 38.09 | Vol: 105866.91
Realized PnL by Symbol
Details
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