hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-btc-1d-notp-100 | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
591.72
Total PnL
-408.28 (-40.83%)
Total Trades (Win/Los)
38 (11/27)
Win Rate
28.95%
Max Drawdown
588.67 (52.95%)
Total Fees
19.47
Position avg (max), %
93.24 (140.04)
Profit Factor
0.74
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 | -36.77% | 36.60% | 17.21% | -7.15% | -2.08% | 4.22% | -0.53% | -10.05% | -6.09% | -10.85% | 39.51% | -26.07% | -25.91% |
| 2025 | -11.53% | 4.93% | 1.88% | 4.25% | 9.60% | -5.96% | 4.23% | -7.73% | -9.34% | -11.52% | 16.90% | -13.58% | -20.82% |
| 2026 | 1.21% | 12.15% | -12.70% | -0.22% | 2.07% | 0.00% | — | — | — | — | — | — | 0.92% |
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 | 591.72 |
| Min balance | 523.12 |
| Max balance | 1111.79 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.73 |
| Average monthly return (arithmetic), % | -0.58 |
| Best month, % | 39.51 |
| Worst month, % | -36.77 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -408.28 |
| Total PnL, % | -40.83 |
| Gross profit | 1048.35 |
| Gross loss | 1426.14 |
| Trading volume (USDT) | 54108.54 |
| Total transactions (buy/sell) | 39 |
| Total fees | 19.47 |
| Funding net | -11.02 |
| Funding accrued (received) | 36.20 |
| Funding paid | 47.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 11 |
| Los Trades | 27 |
| Win Rate, % | 28.95 |
| Expectancy per trade | -9.9417 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 93.24 |
| Position max, % of margin balance | 140.04 |
| Max Drawdown | 588.67 |
| Max Drawdown, % | 52.95 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7351 |
| Recovery Factor (Total PnL / Max DD) | -0.6936 |
| Sharpe ratio (monthly) | -0.1325 |
| Sortino ratio (monthly) | -0.1971 |
| CAGR, % | -19.53 |
| Calmar ratio (CAGR / Max DD%) | -0.3689 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -377.78 | Fee: 19.47 | Vol: 54108.54
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": 100.0,
"balance_percentage_short": 100.0,
"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": 2,
"detection": 15,
"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
}