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
1342.63
Total PnL
342.63 (34.26%)
Total Trades (Win/Los)
10 (5/5)
Win Rate
50.00%
Max Drawdown
676.39 (42.49%)
Total Fees
7.30
Position avg (max), %
91.46 (148.69)
Profit Factor
1.66
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% | -15.31% | -1.99% | 7.51% | -9.74% | 11.08% | 37.96% | -3.59% | 35.62% |
| 2025 | 9.32% | -10.60% | 1.63% | -8.36% | -11.89% | 2.30% | 8.75% | -7.89% | -1.58% | -11.01% | 18.10% | 2.41% | -12.94% |
| 2026 | 7.07% | 8.56% | -0.66% | 1.38% | -2.80% | 0.00% | — | — | — | — | — | — | 13.78% |
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 | 1342.63 |
| Min balance | 775.13 |
| Max balance | 1591.99 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.99 |
| Average monthly return (arithmetic), % | 1.62 |
| Best month, % | 37.96 |
| Worst month, % | -17.92 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 342.63 |
| Total PnL, % | 34.26 |
| Gross profit | 980.40 |
| Gross loss | 589.33 |
| Trading volume (USDT) | 20303.98 |
| Total transactions (buy/sell) | 11 |
| Total fees | 7.30 |
| Funding net | -41.14 |
| Funding accrued (received) | 41.48 |
| Funding paid | 82.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 10 |
| Win Trades | 5 |
| Los Trades | 5 |
| Win Rate, % | 50.00 |
| Expectancy per trade | 39.1071 |
| Max consecutive wins | 2 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 91.46 |
| Position max, % of margin balance | 148.69 |
| Max Drawdown | 676.39 |
| Max Drawdown, % | 42.49 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6636 |
| Recovery Factor (Total PnL / Max DD) | 0.5066 |
| Sharpe ratio (monthly) | 0.4845 |
| Sortino ratio (monthly) | 0.8801 |
| CAGR, % | 12.98 |
| Calmar ratio (CAGR / Max DD%) | 0.3054 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 391.07 | Fee: 7.30 | Vol: 20303.98
Realized PnL by Symbol
Details
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