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
914.24
Total PnL
-85.76 (-8.58%)
Total Trades (Win/Los)
48 (17/31)
Win Rate
35.42%
Max Drawdown
815.16 (55.32%)
Total Fees
28.58
Position avg (max), %
94.21 (129.39)
Profit Factor
0.98
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 | -29.73% | 35.37% | 16.67% | -16.24% | 1.09% | 4.13% | 11.47% | -4.41% | -6.32% | 3.38% | 35.78% | -14.41% | 17.34% |
| 2025 | -26.26% | -2.86% | -4.00% | -4.53% | 11.70% | -15.31% | 4.35% | -5.38% | -4.05% | 2.51% | 10.81% | -9.93% | -39.80% |
| 2026 | 5.78% | 6.20% | -1.37% | 7.80% | 8.41% | 0.00% | — | — | — | — | — | — | 29.50% |
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 | 914.24 |
| Min balance | 658.50 |
| Max balance | 1473.66 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.30 |
| Average monthly return (arithmetic), % | 0.69 |
| Best month, % | 35.78 |
| Worst month, % | -29.73 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -85.76 |
| Total PnL, % | -8.58 |
| Gross profit | 1667.84 |
| Gross loss | 1707.37 |
| Trading volume (USDT) | 79402.17 |
| Total transactions (buy/sell) | 49 |
| Total fees | 28.58 |
| Funding net | -17.66 |
| Funding accrued (received) | 40.70 |
| Funding paid | 58.36 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 48 |
| Win Trades | 17 |
| Los Trades | 31 |
| Win Rate, % | 35.42 |
| Expectancy per trade | -0.8234 |
| Max consecutive wins | 5 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.21 |
| Position max, % of margin balance | 129.39 |
| Max Drawdown | 815.16 |
| Max Drawdown, % | 55.32 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9769 |
| Recovery Factor (Total PnL / Max DD) | -0.1052 |
| Sharpe ratio (monthly) | 0.1691 |
| Sortino ratio (monthly) | 0.2597 |
| CAGR, % | -3.64 |
| Calmar ratio (CAGR / Max DD%) | -0.0659 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -39.52 | Fee: 28.58 | Vol: 79402.17
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": 3,
"detection": 7,
"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
}