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
1493.21
Total PnL
493.21 (49.32%)
Total Trades (Win/Los)
38 (6/32)
Win Rate
15.79%
Max Drawdown
319.87 (23.28%)
Total Fees
11.63
Position avg (max), %
31.52 (48.22)
Profit Factor
3.82
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 | 0.18% | 14.67% | 3.55% | -7.64% | 9.40% | -3.99% | -6.31% | 6.76% | -0.68% | 0.81% | 14.13% | -4.10% | 26.49% |
| 2025 | -0.55% | -8.58% | 5.15% | 0.41% | -8.35% | 0.67% | 12.83% | 7.48% | -2.72% | 4.19% | 5.68% | 0.20% | 15.27% |
| 2026 | 2.02% | 4.99% | -2.53% | 0.42% | -2.30% | 0.00% | — | — | — | — | — | — | 2.43% |
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 | 1493.21 |
| Min balance | 973.35 |
| Max balance | 1593.36 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.35 |
| Average monthly return (arithmetic), % | 1.53 |
| Best month, % | 14.67 |
| Worst month, % | -8.58 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 493.21 |
| Total PnL, % | 49.32 |
| Gross profit | 696.21 |
| Gross loss | 182.07 |
| Trading volume (USDT) | 32316.35 |
| Total transactions (buy/sell) | 39 |
| Total fees | 11.63 |
| Funding net | -9.29 |
| Funding accrued (received) | 18.77 |
| Funding paid | 28.06 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 6 |
| Los Trades | 32 |
| Win Rate, % | 15.79 |
| Expectancy per trade | 13.5298 |
| Max consecutive wins | 2 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 31.52 |
| Position max, % of margin balance | 48.22 |
| Max Drawdown | 319.87 |
| Max Drawdown, % | 23.28 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.8238 |
| Recovery Factor (Total PnL / Max DD) | 1.5419 |
| Sharpe ratio (monthly) | 0.8680 |
| Sortino ratio (monthly) | 1.6887 |
| CAGR, % | 18.06 |
| Calmar ratio (CAGR / Max DD%) | 0.7758 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 514.13 | Fee: 11.63 | Vol: 32316.35
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": 18,
"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
}