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
1288.11
Total PnL
288.11 (28.81%)
Total Trades (Win/Los)
131 (7/124)
Win Rate
5.34%
Max Drawdown
336.09 (27.15%)
Total Fees
32.47
Position avg (max), %
32.04 (48.76)
Profit Factor
2.30
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 | -1.42% | 14.91% | 3.60% | -7.75% | 9.54% | -4.04% | -6.40% | 6.86% | -0.69% | -7.88% | 9.70% | -4.39% | 9.22% |
| 2025 | -0.60% | -9.37% | 5.16% | 0.42% | -8.36% | 0.67% | 11.62% | 7.58% | -0.43% | 0.26% | 6.05% | 0.21% | 11.79% |
| 2026 | 2.24% | 5.15% | -0.69% | 1.97% | -3.08% | 0.00% | — | — | — | — | — | — | 5.52% |
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 | 1288.11 |
| Min balance | 901.74 |
| Max balance | 1367.18 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.85 |
| Average monthly return (arithmetic), % | 1.03 |
| Best month, % | 14.91 |
| Worst month, % | -9.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 288.11 |
| Total PnL, % | 28.81 |
| Gross profit | 585.16 |
| Gross loss | 254.09 |
| Trading volume (USDT) | 90230.19 |
| Total transactions (buy/sell) | 136 |
| Total fees | 32.47 |
| Funding net | -10.48 |
| Funding accrued (received) | 15.94 |
| Funding paid | 26.42 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 131 |
| Win Trades | 7 |
| Los Trades | 124 |
| Win Rate, % | 5.34 |
| Expectancy per trade | 2.5272 |
| Max consecutive wins | 2 |
| Max consecutive losses | 114 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 32.04 |
| Position max, % of margin balance | 48.76 |
| Max Drawdown | 336.09 |
| Max Drawdown, % | 27.15 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.3029 |
| Recovery Factor (Total PnL / Max DD) | 0.8573 |
| Sharpe ratio (monthly) | 0.5888 |
| Sortino ratio (monthly) | 1.0146 |
| CAGR, % | 11.05 |
| Calmar ratio (CAGR / Max DD%) | 0.4071 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 331.06 | Fee: 32.47 | Vol: 90230.19
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": 15,
"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
}