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
1302.65
Total PnL
302.65 (30.27%)
Total Trades (Win/Los)
36 (5/31)
Win Rate
13.89%
Max Drawdown
179.36 (14.32%)
Total Fees
8.60
Position avg (max), %
33.47 (47.39)
Profit Factor
2.49
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 -2.89% 13.29% 6.31% -6.58% 4.25% -1.64% -3.24% -0.19% -1.56% -0.32% 12.15% -1.41% 17.39%
2025 3.59% -7.58% -0.96% 5.06% 4.28% 0.86% 3.30% -3.13% 2.38% -7.37% 5.05% 0.76% 5.22%
2026 2.25% 2.86% -0.23% 1.68% -1.13% 0.00% — — — — — — 5.48%
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 1302.65
Min balance 966.32
Max balance 1349.96
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.89
Average monthly return (arithmetic), % 0.99
Best month, % 13.29
Worst month, % -7.58
PnL, Volume & Fees
Metric Value
Total PnL 302.65
Total PnL, % 30.27
Gross profit 563.03
Gross loss 226.02
Trading volume (USDT) 23896.42
Total transactions (buy/sell) 37
Total fees 8.60
Funding net -25.76
Funding accrued (received) 10.08
Funding paid 35.84
Trades
Metric Value
Total Trades 36
Win Trades 5
Los Trades 31
Win Rate, % 13.89
Expectancy per trade 9.3615
Max consecutive wins 2
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 33.47
Position max, % of margin balance 47.39
Max Drawdown 179.36
Max Drawdown, % 14.32
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.4911
Recovery Factor (Total PnL / Max DD) 1.6874
Sharpe ratio (monthly) 0.7328
Sortino ratio (monthly) 1.3562
CAGR, % 11.57
Calmar ratio (CAGR / Max DD%) 0.8080
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 337.01 | Fee: 8.60 | Vol: 23896.42
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": 19,
    "detection": 2,
    "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
}