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
1137.32
Total PnL
137.32 (13.73%)
Total Trades (Win/Los)
39 (7/32)
Win Rate
17.95%
Max Drawdown
196.54 (17.30%)
Total Fees
9.09
Position avg (max), %
31.61 (45.77)
Profit Factor
1.43
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 -5.84% 11.34% 6.62% -6.88% 4.46% -4.71% -4.83% -0.72% -1.71% 3.52% 12.95% -1.50% 10.82%
2025 -0.86% 1.74% 0.58% -0.47% 3.58% -1.52% 1.12% -2.07% -0.24% -4.56% 5.47% 0.82% 3.27%
2026 2.43% 3.08% -4.43% -0.19% -1.29% 0.00% — — — — — — -0.59%
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 1137.32
Min balance 924.89
Max balance 1228.32
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.43
Average monthly return (arithmetic), % 0.53
Best month, % 12.95
Worst month, % -6.88
PnL, Volume & Fees
Metric Value
Total PnL 137.32
Total PnL, % 13.73
Gross profit 531.67
Gross loss 372.46
Trading volume (USDT) 25270.11
Total transactions (buy/sell) 40
Total fees 9.09
Funding net -12.79
Funding accrued (received) 14.18
Funding paid 26.96
Trades
Metric Value
Total Trades 39
Win Trades 7
Los Trades 32
Win Rate, % 17.95
Expectancy per trade 4.0822
Max consecutive wins 1
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.61
Position max, % of margin balance 45.77
Max Drawdown 196.54
Max Drawdown, % 17.30
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4274
Recovery Factor (Total PnL / Max DD) 0.6987
Sharpe ratio (monthly) 0.4067
Sortino ratio (monthly) 0.7436
CAGR, % 5.47
Calmar ratio (CAGR / Max DD%) 0.3164
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 159.21 | Fee: 9.09 | Vol: 25270.11
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": 14,
    "detection": 3,
    "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
}