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
1259.58
Total PnL
259.58 (25.96%)
Total Trades (Win/Los)
42 (7/35)
Win Rate
16.67%
Max Drawdown
158.77 (13.43%)
Total Fees
10.00
Position avg (max), %
29.69 (43.73)
Profit Factor
2.32
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% -3.71% -3.33% 0.74% -1.59% 3.24% 11.95% -1.39% 19.20%
2025 3.54% -4.17% 0.55% -2.84% -0.50% 0.54% 1.34% -2.04% 1.58% -2.87% 5.20% 0.78% 0.70%
2026 2.32% 2.94% -0.24% 1.07% -1.17% 0.00% — — — — — — 4.95%
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 1259.58
Min balance 960.60
Max balance 1306.89
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.77
Average monthly return (arithmetic), % 0.86
Best month, % 13.37
Worst month, % -6.61
PnL, Volume & Fees
Metric Value
Total PnL 259.58
Total PnL, % 25.96
Gross profit 495.87
Gross loss 213.50
Trading volume (USDT) 27800.11
Total transactions (buy/sell) 43
Total fees 10.00
Funding net -12.79
Funding accrued (received) 13.50
Funding paid 26.29
Trades
Metric Value
Total Trades 42
Win Trades 7
Los Trades 35
Win Rate, % 16.67
Expectancy per trade 6.7231
Max consecutive wins 2
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.69
Position max, % of margin balance 43.73
Max Drawdown 158.77
Max Drawdown, % 13.43
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.3226
Recovery Factor (Total PnL / Max DD) 1.6350
Sharpe ratio (monthly) 0.6951
Sortino ratio (monthly) 1.4658
CAGR, % 10.03
Calmar ratio (CAGR / Max DD%) 0.7468
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 282.37 | Fee: 10.00 | Vol: 27800.11
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": 19,
    "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
}