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
1244.90
Total PnL
244.90 (24.49%)
Total Trades (Win/Los)
175 (8/167)
Win Rate
4.57%
Max Drawdown
199.15 (16.63%)
Total Fees
40.58
Position avg (max), %
30.07 (43.60)
Profit Factor
2.01
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 0.39% 10.56% 6.25% -6.52% 4.21% -3.82% -4.99% -0.42% -2.32% 3.32% 12.23% -1.42% 16.71%
2025 -1.78% -1.86% 0.58% 3.34% 3.43% -5.85% 1.24% 1.28% -3.37% -0.81% 5.26% 0.79% 1.71%
2026 2.34% 2.97% -0.24% 0.97% -1.18% 0.00% — — — — — — 4.89%
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 1244.90
Min balance 981.35
Max balance 1292.21
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.73
Average monthly return (arithmetic), % 0.82
Best month, % 12.23
Worst month, % -6.52
PnL, Volume & Fees
Metric Value
Total PnL 244.90
Total PnL, % 24.49
Gross profit 591.85
Gross loss 294.93
Trading volume (USDT) 112731.54
Total transactions (buy/sell) 176
Total fees 40.58
Funding net -11.43
Funding accrued (received) 14.72
Funding paid 26.15
Trades
Metric Value
Total Trades 175
Win Trades 8
Los Trades 167
Win Rate, % 4.57
Expectancy per trade 1.6966
Max consecutive wins 2
Max consecutive losses 109
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.07
Position max, % of margin balance 43.60
Max Drawdown 199.15
Max Drawdown, % 16.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.0067
Recovery Factor (Total PnL / Max DD) 1.2297
Sharpe ratio (monthly) 0.6791
Sortino ratio (monthly) 1.2943
CAGR, % 9.50
Calmar ratio (CAGR / Max DD%) 0.5711
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 296.91 | Fee: 40.58 | Vol: 112731.54
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": 15,
    "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
}