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
755.07
Total PnL
-244.93 (-24.49%)
Total Trades (Win/Los)
208 (9/199)
Win Rate
4.33%
Max Drawdown
818.13 (62.28%)
Total Fees
138.23
Position avg (max), %
92.16 (144.04)
Profit Factor
0.94
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 -18.34% 33.18% 16.40% -19.55% -13.38% -11.86% -20.43% -3.97% -7.72% 3.53% 36.37% -3.48% -25.29%
2025 4.67% -7.48% 2.09% 6.78% 10.16% -2.83% 4.40% -6.32% 0.33% -18.70% 14.57% 0.92% 4.22%
2026 -10.17% 12.04% -6.15% 6.80% -3.79% 0.00% — — — — — — -2.96%
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 755.07
Min balance 495.52
Max balance 1313.66
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.93
Average monthly return (arithmetic), % -0.07
Best month, % 36.37
Worst month, % -20.43
PnL, Volume & Fees
Metric Value
Total PnL -244.93
Total PnL, % -24.49
Gross profit 1316.65
Gross loss 1402.07
Trading volume (USDT) 383991.64
Total transactions (buy/sell) 209
Total fees 138.23
Funding net -21.27
Funding accrued (received) 33.10
Funding paid 54.37
Trades
Metric Value
Total Trades 208
Win Trades 9
Los Trades 199
Win Rate, % 4.33
Expectancy per trade -0.4107
Max consecutive wins 1
Max consecutive losses 130
Risk & Exposure
Metric Value
Position avg, % of margin balance 92.16
Position max, % of margin balance 144.04
Max Drawdown 818.13
Max Drawdown, % 62.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9391
Recovery Factor (Total PnL / Max DD) -0.2994
Sharpe ratio (monthly) -0.0167
Sortino ratio (monthly) -0.0267
CAGR, % -10.98
Calmar ratio (CAGR / Max DD%) -0.1763
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -85.43 | Fee: 138.23 | Vol: 383991.64
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": 10,
    "detection": 1,
    "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
}