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

Pairs
1
Initial Balance
1000.00
Final Balance
450.11
Total PnL
-549.89 (-54.99%)
Total Trades (Win/Los)
206 (109/97)
Win Rate
52.91%
Max Drawdown
745.70 (64.06%)
Total Fees
73.17
Position avg (max), %
34.29 (129.74)
Profit Factor
0.80
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 0.68% 6.12% 7.36% -7.54% 2.85% -14.30% -4.96% 0.69% -4.39% 11.99% -6.58% -14.76% -23.73%
2025 10.48% -21.42% 0.91% -10.46% -22.50% -0.14% -3.38% 14.42% -4.45% -1.69% 11.82% -13.64% -39.12%
2026 14.46% -2.30% -6.39% 5.84% -12.51% 0.00% — — — — — — -3.07%
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 450.11
Min balance 418.33
Max balance 1164.03
Monthly Performance
Metric Value
Average monthly return (geometric), % -2.63
Average monthly return (arithmetic), % -2.13
Best month, % 14.46
Worst month, % -22.50
PnL, Volume & Fees
Metric Value
Total PnL -549.89
Total PnL, % -54.99
Gross profit 1917.06
Gross loss 2391.49
Trading volume (USDT) 204468.02
Total transactions (buy/sell) 207
Total fees 73.17
Funding net -2.30
Funding accrued (received) 13.33
Funding paid 15.63
Trades
Metric Value
Total Trades 206
Win Trades 109
Los Trades 97
Win Rate, % 52.91
Expectancy per trade -2.3030
Max consecutive wins 7
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.29
Position max, % of margin balance 129.74
Max Drawdown 745.70
Max Drawdown, % 64.06
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8016
Recovery Factor (Total PnL / Max DD) -0.7374
Sharpe ratio (monthly) -0.7525
Sortino ratio (monthly) -0.8880
CAGR, % -28.15
Calmar ratio (CAGR / Max DD%) -0.4394
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -474.43 | Fee: 73.17 | Vol: 204468.02
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": 100.0,
    "balance_percentage_short": 100.0,
    "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": 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
}