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
1020.05
Total PnL
20.05 (2.00%)
Total Trades (Win/Los)
16 (5/11)
Win Rate
31.25%
Max Drawdown
856.23 (54.29%)
Total Fees
11.16
Position avg (max), %
92.53 (147.54)
Profit Factor
1.08
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% | -12.99% | -15.91% | -8.80% | -14.44% | 11.69% | 39.82% | -3.71% | 22.14% |
| 2025 | 9.66% | -11.07% | 1.63% | -8.37% | -5.55% | 2.19% | 8.34% | -7.55% | -0.67% | -30.98% | 18.69% | 2.48% | -26.79% |
| 2026 | 7.26% | 8.78% | -0.68% | 1.37% | -2.84% | 0.00% | — | — | — | — | — | — | 14.14% |
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 | 1020.05 |
| Min balance | 720.97 |
| Max balance | 1577.20 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.07 |
| Average monthly return (arithmetic), % | 1.18 |
| Best month, % | 45.31 |
| Worst month, % | -30.98 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 20.05 |
| Total PnL, % | 2.00 |
| Gross profit | 1071.28 |
| Gross loss | 991.40 |
| Trading volume (USDT) | 31009.54 |
| Total transactions (buy/sell) | 17 |
| Total fees | 11.16 |
| Funding net | -48.68 |
| Funding accrued (received) | 35.71 |
| Funding paid | 84.38 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 5 |
| Los Trades | 11 |
| Win Rate, % | 31.25 |
| Expectancy per trade | 4.9924 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 92.53 |
| Position max, % of margin balance | 147.54 |
| Max Drawdown | 856.23 |
| Max Drawdown, % | 54.29 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0806 |
| Recovery Factor (Total PnL / Max DD) | 0.0234 |
| Sharpe ratio (monthly) | 0.2652 |
| Sortino ratio (monthly) | 0.4638 |
| CAGR, % | 0.83 |
| Calmar ratio (CAGR / Max DD%) | 0.0152 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 79.88 | Fee: 11.16 | Vol: 31009.54
Realized PnL by Symbol
Details
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