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
1039.48
Total PnL
39.48 (3.95%)
Total Trades (Win/Los)
16 (5/11)
Win Rate
31.25%
Max Drawdown
252.71 (21.37%)
Total Fees
3.55
Position avg (max), %
30.82 (46.53)
Profit Factor
1.19
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 | -3.46% | 13.37% | 6.34% | -6.61% | 4.27% | -5.29% | -5.83% | -2.53% | -3.38% | 3.56% | 13.09% | -1.51% | 9.81% |
| 2025 | 3.84% | -4.73% | 0.60% | -3.09% | -2.03% | 0.60% | 2.33% | 0.28% | -1.50% | -9.29% | 4.10% | 0.62% | -8.72% |
| 2026 | 1.85% | 2.36% | -0.19% | 0.83% | -1.13% | 0.00% | — | — | — | — | — | — | 3.72% |
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 | 1039.48 |
| Min balance | 929.72 |
| Max balance | 1182.42 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.13 |
| Average monthly return (arithmetic), % | 0.25 |
| Best month, % | 13.37 |
| Worst month, % | -9.29 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 39.48 |
| Total PnL, % | 3.95 |
| Gross profit | 352.27 |
| Gross loss | 295.98 |
| Trading volume (USDT) | 9859.36 |
| Total transactions (buy/sell) | 17 |
| Total fees | 3.55 |
| Funding net | -13.27 |
| Funding accrued (received) | 12.41 |
| Funding paid | 25.68 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 16 |
| Win Trades | 5 |
| Los Trades | 11 |
| Win Rate, % | 31.25 |
| Expectancy per trade | 3.5181 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.82 |
| Position max, % of margin balance | 46.53 |
| Max Drawdown | 252.71 |
| Max Drawdown, % | 21.37 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1902 |
| Recovery Factor (Total PnL / Max DD) | 0.1562 |
| Sharpe ratio (monthly) | 0.1745 |
| Sortino ratio (monthly) | 0.2904 |
| CAGR, % | 1.62 |
| Calmar ratio (CAGR / Max DD%) | 0.0756 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 56.29 | Fee: 3.55 | Vol: 9859.36
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": 18,
"detection": 6,
"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
}