hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d-notp | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
1294.50
Total PnL
294.50 (29.45%)
Total Trades (Win/Los)
35 (15/20)
Win Rate
42.86%
Max Drawdown
286.93 (24.47%)
Total Fees
8.54
Position avg (max), %
30.88 (45.44)
Profit Factor
1.46
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 -6.16% 14.55% -1.26% -8.12% 1.49% 0.18% -3.28% -1.50% 1.67% -1.16% 3.95% -2.09% -3.37%
2025 0.41% 4.08% 5.03% 3.26% 12.56% -9.56% 12.81% -2.25% -0.73% -6.96% 6.89% -3.28% 21.50%
2026 6.84% 1.24% -0.78% -0.95% 3.74% 0.00% — — — — — — 10.28%
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 1294.50
Min balance 885.42
Max balance 1344.70
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.86
Average monthly return (arithmetic), % 1.02
Best month, % 14.55
Worst month, % -9.56
PnL, Volume & Fees
Metric Value
Total PnL 294.50
Total PnL, % 29.45
Gross profit 979.43
Gross loss 671.82
Trading volume (USDT) 23744.12
Total transactions (buy/sell) 36
Total fees 8.54
Funding net -4.56
Funding accrued (received) 17.84
Funding paid 22.40
Trades
Metric Value
Total Trades 35
Win Trades 15
Los Trades 20
Win Rate, % 42.86
Expectancy per trade 8.7888
Max consecutive wins 2
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.88
Position max, % of margin balance 45.44
Max Drawdown 286.93
Max Drawdown, % 24.47
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4579
Recovery Factor (Total PnL / Max DD) 1.0264
Sharpe ratio (monthly) 0.6233
Sortino ratio (monthly) 1.1545
CAGR, % 11.28
Calmar ratio (CAGR / Max DD%) 0.4609
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 307.61 | Fee: 8.54 | Vol: 23744.12
Details
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  "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": "ETHUSDT",
    "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": 33.0,
    "balance_percentage_short": 33.0,
    "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": 2,
    "detection": 12,
    "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
}