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
807.98
Total PnL
-192.02 (-19.20%)
Total Trades (Win/Los)
38 (12/26)
Win Rate
31.58%
Max Drawdown
275.45 (26.45%)
Total Fees
6.93
Position avg (max), %
29.24 (43.27)
Profit Factor
0.66
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 | -7.76% | 2.88% | 6.27% | -2.72% | -1.22% | 1.23% | -0.12% | -2.46% | -6.98% | -1.16% | 11.75% | -6.19% | -7.89% |
| 2025 | -4.54% | 0.46% | -1.30% | -4.48% | 3.61% | -3.15% | 0.30% | -2.30% | -1.31% | -3.55% | 5.04% | -2.13% | -13.00% |
| 2026 | 2.99% | 2.91% | -2.24% | -2.53% | -0.15% | 0.00% | — | — | — | — | — | — | 0.84% |
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 | 807.98 |
| Min balance | 766.08 |
| Max balance | 1041.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.71 |
| Average monthly return (arithmetic), % | -0.63 |
| Best month, % | 11.75 |
| Worst month, % | -7.76 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -192.02 |
| Total PnL, % | -19.20 |
| Gross profit | 356.54 |
| Gross loss | 536.26 |
| Trading volume (USDT) | 19250.59 |
| Total transactions (buy/sell) | 39 |
| Total fees | 6.93 |
| Funding net | -5.37 |
| Funding accrued (received) | 12.77 |
| Funding paid | 18.14 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 12 |
| Los Trades | 26 |
| Win Rate, % | 31.58 |
| Expectancy per trade | -4.7294 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.24 |
| Position max, % of margin balance | 43.27 |
| Max Drawdown | 275.45 |
| Max Drawdown, % | 26.45 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.6649 |
| Recovery Factor (Total PnL / Max DD) | -0.6971 |
| Sharpe ratio (monthly) | -0.5426 |
| Sortino ratio (monthly) | -0.7519 |
| CAGR, % | -8.45 |
| Calmar ratio (CAGR / Max DD%) | -0.3195 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -179.72 | Fee: 6.93 | Vol: 19250.59
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": 5,
"detection": 9,
"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
}