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
1391.82
Total PnL
391.82 (39.18%)
Total Trades (Win/Los)
116 (6/110)
Win Rate
5.17%
Max Drawdown
689.56 (40.89%)
Total Fees
99.88
Position avg (max), %
87.19 (117.38)
Profit Factor
1.48
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 | -8.80% | 46.50% | 17.06% | -16.16% | 11.62% | -10.61% | -10.33% | -0.84% | -5.22% | -2.43% | 38.37% | -3.62% | 43.49% |
| 2025 | 9.40% | -15.82% | 1.96% | -10.03% | -0.45% | 1.90% | 7.26% | 1.77% | -12.08% | -12.63% | 15.23% | 2.08% | -15.48% |
| 2026 | 6.11% | 7.48% | -0.59% | 4.09% | -2.70% | 0.00% | — | — | — | — | — | — | 14.82% |
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 | 1391.82 |
| Min balance | 896.20 |
| Max balance | 1686.38 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.11 |
| Average monthly return (arithmetic), % | 1.95 |
| Best month, % | 46.50 |
| Worst month, % | -16.16 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 391.82 |
| Total PnL, % | 39.18 |
| Gross profit | 1617.90 |
| Gross loss | 1091.16 |
| Trading volume (USDT) | 277488.66 |
| Total transactions (buy/sell) | 118 |
| Total fees | 99.88 |
| Funding net | -35.05 |
| Funding accrued (received) | 47.86 |
| Funding paid | 82.91 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 116 |
| Win Trades | 6 |
| Los Trades | 110 |
| Win Rate, % | 5.17 |
| Expectancy per trade | 4.5409 |
| Max consecutive wins | 2 |
| Max consecutive losses | 53 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.19 |
| Position max, % of margin balance | 117.38 |
| Max Drawdown | 689.56 |
| Max Drawdown, % | 40.89 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4827 |
| Recovery Factor (Total PnL / Max DD) | 0.5682 |
| Sharpe ratio (monthly) | 0.4897 |
| Sortino ratio (monthly) | 1.0390 |
| CAGR, % | 14.67 |
| Calmar ratio (CAGR / Max DD%) | 0.3588 |
Open Positions Size (USDT)
Strategy Charts
BTCUSDT 1d zigzag | PnL: 526.74 | Fee: 99.88 | Vol: 277488.66
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": 18,
"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
}