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
954.77
Total PnL
-45.23 (-4.52%)
Total Trades (Win/Los)
11 (4/7)
Win Rate
36.36%
Max Drawdown
188.35 (17.64%)
Total Fees
2.13
Position avg (max), %
28.94 (43.60)
Profit Factor
0.85
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 | -4.97% | 2.11% | 6.13% | -6.40% | 4.13% | -3.03% | -7.97% | 3.31% | -4.01% | 3.05% | 11.28% | -1.32% | 0.51% |
| 2025 | 3.35% | -3.88% | 0.65% | -3.36% | -5.98% | 0.46% | 1.77% | -0.11% | -1.15% | -3.11% | 4.40% | 0.66% | -6.62% |
| 2026 | 1.98% | 2.51% | -0.21% | -1.56% | -0.93% | 0.00% | — | — | — | — | — | — | 1.74% |
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 | 954.77 |
| Min balance | 868.88 |
| Max balance | 1067.99 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.15 |
| Average monthly return (arithmetic), % | -0.07 |
| Best month, % | 11.28 |
| Worst month, % | -7.97 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -45.23 |
| Total PnL, % | -4.52 |
| Gross profit | 209.04 |
| Gross loss | 245.11 |
| Trading volume (USDT) | 5936.07 |
| Total transactions (buy/sell) | 12 |
| Total fees | 2.13 |
| Funding net | -7.04 |
| Funding accrued (received) | 13.04 |
| Funding paid | 20.08 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 11 |
| Win Trades | 4 |
| Los Trades | 7 |
| Win Rate, % | 36.36 |
| Expectancy per trade | -3.2784 |
| Max consecutive wins | 1 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.94 |
| Position max, % of margin balance | 43.60 |
| Max Drawdown | 188.35 |
| Max Drawdown, % | 17.64 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8529 |
| Recovery Factor (Total PnL / Max DD) | -0.2402 |
| Sharpe ratio (monthly) | -0.0634 |
| Sortino ratio (monthly) | -0.0915 |
| CAGR, % | -1.90 |
| Calmar ratio (CAGR / Max DD%) | -0.1077 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -36.06 | Fee: 2.13 | Vol: 5936.07
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": 16,
"detection": 19,
"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
}