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
2019.40
Total PnL
1019.40 (101.94%)
Total Trades (Win/Los)
24 (6/18)
Win Rate
25.00%
Max Drawdown
634.93 (30.34%)
Total Fees
25.16
Position avg (max), %
87.83 (115.19)
Profit Factor
2.57
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 | -10.48% | 45.31% | 16.76% | -15.92% | 11.42% | -3.19% | -8.29% | 4.73% | -6.39% | 10.40% | 35.85% | -3.44% | 79.37% |
| 2025 | 8.93% | -3.74% | 2.07% | -10.56% | -5.59% | 2.06% | 4.66% | -6.90% | 5.60% | -12.53% | 17.14% | 2.30% | -0.53% |
| 2026 | 6.75% | 8.21% | -0.64% | 1.57% | -2.86% | 0.00% | — | — | — | — | — | — | 13.24% |
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 | 2019.40 |
| Min balance | 880.04 |
| Max balance | 2208.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.37 |
| Average monthly return (arithmetic), % | 3.11 |
| Best month, % | 45.31 |
| Worst month, % | -15.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1019.40 |
| Total PnL, % | 101.94 |
| Gross profit | 1784.97 |
| Gross loss | 693.75 |
| Trading volume (USDT) | 69926.41 |
| Total transactions (buy/sell) | 25 |
| Total fees | 25.16 |
| Funding net | -46.67 |
| Funding accrued (received) | 59.16 |
| Funding paid | 105.83 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 6 |
| Los Trades | 18 |
| Win Rate, % | 25.00 |
| Expectancy per trade | 45.4678 |
| Max consecutive wins | 2 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.83 |
| Position max, % of margin balance | 115.19 |
| Max Drawdown | 634.93 |
| Max Drawdown, % | 30.34 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5729 |
| Recovery Factor (Total PnL / Max DD) | 1.6055 |
| Sharpe ratio (monthly) | 0.8329 |
| Sortino ratio (monthly) | 2.0050 |
| CAGR, % | 33.78 |
| Calmar ratio (CAGR / Max DD%) | 1.1132 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 1091.23 | Fee: 25.16 | Vol: 69926.41
Realized PnL by Symbol
Details
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