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
1422.79
Total PnL
422.79 (42.28%)
Total Trades (Win/Los)
30 (9/21)
Win Rate
30.00%
Max Drawdown
284.68 (23.18%)
Total Fees
7.42
Position avg (max), %
28.66 (46.72)
Profit Factor
2.03
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 | -2.39% | 15.06% | 3.63% | 0.12% | -3.48% | -3.05% | -7.30% | 5.77% | -0.74% | -5.52% | 6.47% | -4.34% | 2.14% |
| 2025 | 1.94% | 8.25% | 3.00% | 0.25% | -4.98% | -6.82% | 9.24% | 7.20% | -0.41% | 0.03% | 5.79% | 0.20% | 24.75% |
| 2026 | 1.70% | 4.96% | -0.23% | 2.00% | 2.81% | 0.00% | — | — | — | — | — | — | 11.69% |
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 | 1422.79 |
| Min balance | 943.37 |
| Max balance | 1430.03 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.18 |
| Average monthly return (arithmetic), % | 1.31 |
| Best month, % | 15.06 |
| Worst month, % | -7.30 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 422.79 |
| Total PnL, % | 42.28 |
| Gross profit | 857.59 |
| Gross loss | 423.15 |
| Trading volume (USDT) | 20637.57 |
| Total transactions (buy/sell) | 32 |
| Total fees | 7.42 |
| Funding net | -4.23 |
| Funding accrued (received) | 17.31 |
| Funding paid | 21.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 30 |
| Win Trades | 9 |
| Los Trades | 21 |
| Win Rate, % | 30.00 |
| Expectancy per trade | 14.4815 |
| Max consecutive wins | 2 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 28.66 |
| Position max, % of margin balance | 46.72 |
| Max Drawdown | 284.68 |
| Max Drawdown, % | 23.18 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.0267 |
| Recovery Factor (Total PnL / Max DD) | 1.4851 |
| Sharpe ratio (monthly) | 0.9006 |
| Sortino ratio (monthly) | 1.7445 |
| CAGR, % | 15.72 |
| Calmar ratio (CAGR / Max DD%) | 0.6782 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 434.45 | Fee: 7.42 | Vol: 20637.57
Realized PnL by Symbol
Details
{
"name": "3",
"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": 12,
"detection": 3,
"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
}