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
663.48
Total PnL
-336.52 (-33.65%)
Total Trades (Win/Los)
40 (12/28)
Win Rate
30.00%
Max Drawdown
630.74 (55.85%)
Total Fees
20.51
Position avg (max), %
95.35 (157.70)
Profit Factor
0.76
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 | -21.33% | 7.09% | 18.82% | -6.35% | -2.09% | 4.23% | -0.54% | -4.58% | -19.51% | -4.29% | 36.89% | -15.95% | -19.52% |
| 2025 | -9.49% | -2.40% | -3.45% | -4.59% | 10.70% | -9.97% | 2.12% | -5.39% | -4.25% | -11.87% | 18.44% | -6.48% | -26.75% |
| 2026 | 7.52% | 11.38% | -5.12% | -0.15% | -0.74% | 0.00% | — | — | — | — | — | — | 12.62% |
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 | 663.48 |
| Min balance | 498.53 |
| Max balance | 1129.28 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.36 |
| Average monthly return (arithmetic), % | -0.71 |
| Best month, % | 36.89 |
| Worst month, % | -21.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -336.52 |
| Total PnL, % | -33.65 |
| Gross profit | 1000.28 |
| Gross loss | 1308.03 |
| Trading volume (USDT) | 56998.51 |
| Total transactions (buy/sell) | 41 |
| Total fees | 20.51 |
| Funding net | -8.26 |
| Funding accrued (received) | 38.38 |
| Funding paid | 46.64 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 40 |
| Win Trades | 12 |
| Los Trades | 28 |
| Win Rate, % | 30.00 |
| Expectancy per trade | -7.6936 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 95.35 |
| Position max, % of margin balance | 157.70 |
| Max Drawdown | 630.74 |
| Max Drawdown, % | 55.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7647 |
| Recovery Factor (Total PnL / Max DD) | -0.5335 |
| Sharpe ratio (monthly) | -0.2114 |
| Sortino ratio (monthly) | -0.3312 |
| CAGR, % | -15.62 |
| Calmar ratio (CAGR / Max DD%) | -0.2797 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -307.74 | Fee: 20.51 | Vol: 56998.51
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": 5,
"detection": 4,
"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
}