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
660.53
Total PnL
-339.47 (-33.95%)
Total Trades (Win/Los)
25 (9/16)
Win Rate
36.00%
Max Drawdown
821.98 (55.88%)
Total Fees
15.81
Position avg (max), %
96.44 (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% | -7.95% | -2.12% | 4.31% | -2.22% | 8.37% | -10.03% | 9.83% | 34.05% | -3.31% | 27.68% |
| 2025 | -10.80% | -9.37% | 2.51% | -17.91% | 11.53% | -10.26% | 1.33% | 0.39% | -4.24% | -11.85% | 18.41% | -7.56% | -36.01% |
| 2026 | 7.69% | 12.30% | -18.92% | -13.39% | -4.72% | 0.00% | — | — | — | — | — | — | -19.08% |
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 | 660.53 |
| Min balance | 639.71 |
| Max balance | 1470.96 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.37 |
| Average monthly return (arithmetic), % | -0.65 |
| Best month, % | 34.05 |
| Worst month, % | -21.33 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -339.47 |
| Total PnL, % | -33.95 |
| Gross profit | 986.59 |
| Gross loss | 1290.41 |
| Trading volume (USDT) | 43936.12 |
| Total transactions (buy/sell) | 26 |
| Total fees | 15.81 |
| Funding net | -19.84 |
| Funding accrued (received) | 43.05 |
| Funding paid | 62.89 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 25 |
| Win Trades | 9 |
| Los Trades | 16 |
| Win Rate, % | 36.00 |
| Expectancy per trade | -12.1529 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 96.44 |
| Position max, % of margin balance | 157.70 |
| Max Drawdown | 821.98 |
| Max Drawdown, % | 55.88 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7646 |
| Recovery Factor (Total PnL / Max DD) | -0.4130 |
| Sharpe ratio (monthly) | -0.1831 |
| Sortino ratio (monthly) | -0.2708 |
| CAGR, % | -15.78 |
| Calmar ratio (CAGR / Max DD%) | -0.2824 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -303.82 | Fee: 15.81 | Vol: 43936.12
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": 8,
"detection": 6,
"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
}