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
2525.66
Total PnL
1525.66 (152.57%)
Total Trades (Win/Los)
16 (5/11)
Win Rate
31.25%
Max Drawdown
898.22 (33.28%)
Total Fees
20.33
Position avg (max), %
88.63 (109.43)
Profit Factor
3.36
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 | -7.55% | 45.87% | 16.90% | -16.03% | 11.51% | -7.91% | 2.71% | 2.27% | 0.96% | 10.35% | 35.68% | -3.43% | 108.46% |
| 2025 | 8.90% | -17.86% | -2.55% | 13.64% | 10.67% | 2.01% | 7.66% | -6.98% | 5.55% | -25.09% | 17.02% | 2.29% | 5.98% |
| 2026 | 6.71% | 8.16% | -0.64% | 2.68% | -2.86% | 0.00% | — | — | — | — | — | — | 14.38% |
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 | 2525.66 |
| Min balance | 908.70 |
| Max balance | 2762.21 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.14 |
| Average monthly return (arithmetic), % | 4.02 |
| Best month, % | 45.87 |
| Worst month, % | -25.09 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1525.66 |
| Total PnL, % | 152.57 |
| Gross profit | 2368.64 |
| Gross loss | 704.76 |
| Trading volume (USDT) | 56514.33 |
| Total transactions (buy/sell) | 17 |
| Total fees | 20.33 |
| Funding net | -117.89 |
| Funding accrued (received) | 40.70 |
| Funding paid | 158.59 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 5 |
| Los Trades | 11 |
| Win Rate, % | 31.25 |
| Expectancy per trade | 103.9922 |
| Max consecutive wins | 3 |
| Max consecutive losses | 10 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 88.63 |
| Position max, % of margin balance | 109.43 |
| Max Drawdown | 898.22 |
| Max Drawdown, % | 33.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.3609 |
| Recovery Factor (Total PnL / Max DD) | 1.6985 |
| Sharpe ratio (monthly) | 1.0090 |
| Sortino ratio (monthly) | 2.0385 |
| CAGR, % | 46.77 |
| Calmar ratio (CAGR / Max DD%) | 1.4053 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 1663.88 | Fee: 20.33 | Vol: 56514.33
Realized PnL by Symbol
Details
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