hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-btc-1d-notp | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
899.86
Total PnL
-100.14 (-10.01%)
Total Trades (Win/Los)
40 (12/28)
Win Rate
30.00%
Max Drawdown
237.83 (22.27%)
Total Fees
7.79
Position avg (max), %
29.37 (41.85)
Profit Factor
0.84
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 | -12.70% | 12.67% | 6.05% | -2.63% | -1.00% | 1.08% | -0.12% | -2.58% | -1.67% | -3.81% | 11.03% | -10.32% | -6.84% |
| 2025 | -3.10% | 2.95% | -2.56% | 0.32% | 3.31% | -1.34% | 1.00% | -2.12% | -2.45% | -3.21% | 4.54% | -4.76% | -7.63% |
| 2026 | 0.59% | 4.17% | -2.45% | 0.14% | 2.18% | 0.00% | — | — | — | — | — | — | 4.59% |
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 | 899.86 |
| Min balance | 830.28 |
| Max balance | 1068.11 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.35 |
| Average monthly return (arithmetic), % | -0.23 |
| Best month, % | 12.67 |
| Worst month, % | -12.70 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -100.14 |
| Total PnL, % | -10.01 |
| Gross profit | 448.11 |
| Gross loss | 535.11 |
| Trading volume (USDT) | 21657.46 |
| Total transactions (buy/sell) | 41 |
| Total fees | 7.79 |
| Funding net | -5.34 |
| Funding accrued (received) | 13.72 |
| Funding paid | 19.07 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 12 |
| Los Trades | 28 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -2.1751 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.37 |
| Position max, % of margin balance | 41.85 |
| Max Drawdown | 237.83 |
| Max Drawdown, % | 22.27 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8374 |
| Recovery Factor (Total PnL / Max DD) | -0.4211 |
| Sharpe ratio (monthly) | -0.1564 |
| Sortino ratio (monthly) | -0.2235 |
| CAGR, % | -4.28 |
| Calmar ratio (CAGR / Max DD%) | -0.1920 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -87.01 | Fee: 7.79 | Vol: 21657.46
Realized PnL by Symbol
Details
{
"name": "2",
"is_runing": true,
"description": "",
"tg_notification": {
"id_chat": 0,
"notification_position": true,
"notification_zz_new_level": false,
"report": false
},
"exchange": {
"name": "tester",
"account": "st",
"subaccount_name": "",
"kill_switch": 0,
"order_size_dev_pct": 1.0,
"execute_stop_by_market": true,
"bitmex_limit_post_only": true,
"bitmex_limit_hidden": false,
"account_type": "UNIFIED",
"main_timer": 5000,
"use_upnl": false,
"use_frozen_balance": true,
"bybit_transfer_profit": "",
"signal": {
"is_spot": true,
"signal_symbol": ""
}
},
"basic": {
"strategy": "zigzag",
"symbol": "BTCUSDT",
"time_frame": "1d",
"use_long": true,
"use_short": true,
"cross_margin": true,
"leverage": 20.0,
"use_fix": false,
"my_fix_balance": 0.0,
"balance_percentage_long": 33.0,
"balance_percentage_short": 33.0,
"risk_long": 1.0,
"risk_short": 1.0,
"lot_long": 0.0,
"lot_short": 0.0,
"max_balance": 0.0,
"more_data": false,
"max_bars": 2000
},
"options": null,
"filter": null,
"rebalance": null,
"hd": null,
"zz": null,
"zigzag": {
"length": 2,
"detection": 13,
"detection_source": "default"
},
"zigzag_double": null,
"dd": null,
"dc": null,
"mz": null,
"tv": null,
"tv_ccs": null,
"rt": null,
"tv_mapm": null,
"tv_lsb": null,
"tv_hss": null,
"plus_one": null,
"mrs": null,
"mrs2": null,
"mrs3": null,
"webhook": null,
"rapid": null,
"redflag": null,
"p2p_bybit": null,
"SmartProfit": null,
"shadow_overlap": null
}