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
1386.12
Total PnL
386.12 (38.61%)
Total Trades (Win/Los)
84 (7/77)
Win Rate
8.33%
Max Drawdown
268.01 (21.85%)
Total Fees
23.42
Position avg (max), %
31.47 (47.85)
Profit Factor
2.56
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 | -7.51% | 10.54% | 3.42% | -7.37% | 9.04% | -3.85% | 2.29% | 5.57% | -0.57% | -4.00% | 11.04% | -4.27% | 12.51% |
| 2025 | -0.58% | -6.37% | 5.25% | 0.42% | -8.50% | 1.51% | 15.15% | 7.42% | -1.66% | -1.13% | 6.33% | 0.22% | 17.12% |
| 2026 | 4.29% | 5.04% | -1.58% | -0.89% | -1.54% | 0.00% | — | — | — | — | — | — | 5.21% |
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 | 1386.12 |
| Min balance | 900.28 |
| Max balance | 1473.09 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.10 |
| Average monthly return (arithmetic), % | 1.26 |
| Best month, % | 15.15 |
| Worst month, % | -8.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 386.12 |
| Total PnL, % | 38.61 |
| Gross profit | 687.05 |
| Gross loss | 268.13 |
| Trading volume (USDT) | 65075.69 |
| Total transactions (buy/sell) | 85 |
| Total fees | 23.42 |
| Funding net | -9.37 |
| Funding accrued (received) | 16.75 |
| Funding paid | 26.12 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 84 |
| Win Trades | 7 |
| Los Trades | 77 |
| Win Rate, % | 8.33 |
| Expectancy per trade | 4.9870 |
| Max consecutive wins | 2 |
| Max consecutive losses | 41 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.47 |
| Position max, % of margin balance | 47.85 |
| Max Drawdown | 268.01 |
| Max Drawdown, % | 21.85 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 2.5623 |
| Recovery Factor (Total PnL / Max DD) | 1.4407 |
| Sharpe ratio (monthly) | 0.7555 |
| Sortino ratio (monthly) | 1.4180 |
| CAGR, % | 14.48 |
| Calmar ratio (CAGR / Max DD%) | 0.6625 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 418.91 | Fee: 23.42 | Vol: 65075.69
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": 17,
"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
}