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
980.26
Total PnL
-19.74 (-1.97%)
Total Trades (Win/Los)
208 (9/199)
Win Rate
4.33%
Max Drawdown
271.89 (24.65%)
Total Fees
42.82
Position avg (max), %
29.50 (42.59)
Profit Factor
1.07
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 -6.14% 9.51% 5.79% -6.41% -4.12% -3.40% -6.06% -1.01% -2.14% 1.13% 11.90% -1.39% -4.29%
2025 1.81% -2.57% 0.68% 1.91% 3.08% -0.91% 1.60% -2.36% 0.30% -4.71% 4.16% 0.23% 2.90%
2026 -2.92% 3.77% -2.05% 2.11% -1.20% 0.00% — — — — — — -0.45%
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 980.26
Min balance 831.32
Max balance 1103.21
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.07
Average monthly return (arithmetic), % 0.02
Best month, % 11.90
Worst month, % -6.41
PnL, Volume & Fees
Metric Value
Total PnL -19.74
Total PnL, % -1.97
Gross profit 527.02
Gross loss 494.83
Trading volume (USDT) 118939.77
Total transactions (buy/sell) 209
Total fees 42.82
Funding net -9.12
Funding accrued (received) 12.47
Funding paid 21.59
Trades
Metric Value
Total Trades 208
Win Trades 9
Los Trades 199
Win Rate, % 4.33
Expectancy per trade 0.1548
Max consecutive wins 1
Max consecutive losses 130
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.50
Position max, % of margin balance 42.59
Max Drawdown 271.89
Max Drawdown, % 24.65
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0651
Recovery Factor (Total PnL / Max DD) -0.0726
Sharpe ratio (monthly) 0.0163
Sortino ratio (monthly) 0.0263
CAGR, % -0.82
Calmar ratio (CAGR / Max DD%) -0.0334
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 32.19 | Fee: 42.82 | Vol: 118939.77
Details
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  "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": 10,
    "detection": 1,
    "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
}