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
687.31
Total PnL
-312.69 (-31.27%)
Total Trades (Win/Los)
102 (7/95)
Win Rate
6.86%
Max Drawdown
667.62 (56.03%)
Total Fees
53.74
Position avg (max), %
87.23 (132.20)
Profit Factor
0.78
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 | -26.32% | 34.44% | 16.01% | -8.00% | -7.53% | -12.18% | -15.29% | -14.54% | -3.59% | 10.18% | 35.17% | -3.39% | -13.78% |
| 2025 | -0.63% | -2.14% | 1.80% | -9.24% | -5.97% | -6.50% | 4.36% | -6.72% | -0.36% | -19.35% | 14.73% | 2.02% | -27.66% |
| 2026 | 0.64% | 11.49% | -0.87% | 2.56% | -3.35% | 0.00% | — | — | — | — | — | — | 10.26% |
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 | 687.31 |
| Min balance | 523.98 |
| Max balance | 1191.60 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.24 |
| Average monthly return (arithmetic), % | -0.42 |
| Best month, % | 35.17 |
| Worst month, % | -26.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -312.69 |
| Total PnL, % | -31.27 |
| Gross profit | 877.41 |
| Gross loss | 1118.08 |
| Trading volume (USDT) | 149305.23 |
| Total transactions (buy/sell) | 104 |
| Total fees | 53.74 |
| Funding net | -18.27 |
| Funding accrued (received) | 31.06 |
| Funding paid | 49.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 102 |
| Win Trades | 7 |
| Los Trades | 95 |
| Win Rate, % | 6.86 |
| Expectancy per trade | -2.3596 |
| Max consecutive wins | 2 |
| Max consecutive losses | 56 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.23 |
| Position max, % of margin balance | 132.20 |
| Max Drawdown | 667.62 |
| Max Drawdown, % | 56.03 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.7847 |
| Recovery Factor (Total PnL / Max DD) | -0.4684 |
| Sharpe ratio (monthly) | -0.1101 |
| Sortino ratio (monthly) | -0.1760 |
| CAGR, % | -14.38 |
| Calmar ratio (CAGR / Max DD%) | -0.2567 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: -240.68 | Fee: 53.74 | Vol: 149305.23
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": 13,
"detection": 2,
"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
}