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
1611.04
Total PnL
611.04 (61.10%)
Total Trades (Win/Los)
175 (8/167)
Win Rate
4.57%
Max Drawdown
687.19 (42.40%)
Total Fees
165.57
Position avg (max), %
88.02 (119.17)
Profit Factor
1.71
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 1.28% 32.73% 16.22% -15.47% 11.04% -10.98% -15.77% -1.15% -7.56% 10.80% 37.08% -3.53% 47.24%
2025 -3.54% -9.36% 1.84% 9.27% 9.09% -19.58% 4.10% 3.65% -9.92% -2.50% 16.48% 2.22% -3.68%
2026 6.54% 7.96% -0.62% 3.50% -3.90% 0.00% — — — — — — 13.68%
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 1611.04
Min balance 933.57
Max balance 1819.20
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.60
Average monthly return (arithmetic), % 2.33
Best month, % 37.08
Worst month, % -19.58
PnL, Volume & Fees
Metric Value
Total PnL 611.04
Total PnL, % 61.10
Gross profit 1965.65
Gross loss 1150.20
Trading volume (USDT) 459967.94
Total transactions (buy/sell) 176
Total fees 165.57
Funding net -38.84
Funding accrued (received) 51.34
Funding paid 90.19
Trades
Metric Value
Total Trades 175
Win Trades 8
Los Trades 167
Win Rate, % 4.57
Expectancy per trade 4.6597
Max consecutive wins 2
Max consecutive losses 109
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.02
Position max, % of margin balance 119.17
Max Drawdown 687.19
Max Drawdown, % 42.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7090
Recovery Factor (Total PnL / Max DD) 0.8892
Sharpe ratio (monthly) 0.6474
Sortino ratio (monthly) 1.2346
CAGR, % 21.83
Calmar ratio (CAGR / Max DD%) 0.5149
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 815.45 | Fee: 165.57 | Vol: 459967.94
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": 15,
    "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
}