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
649.02
Total PnL
-350.98 (-35.10%)
Total Trades (Win/Los)
102 (64/38)
Win Rate
62.75%
Max Drawdown
794.72 (62.16%)
Total Fees
35.83
Position avg (max), %
19.41 (130.94)
Profit Factor
0.82
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 | 14.60% | 5.99% | 0.24% | -10.63% | 4.26% | 3.94% | -9.04% | -3.41% | 3.90% | 7.48% | -10.16% | -29.20% | -26.41% |
| 2025 | 2.41% | -22.09% | 8.10% | -11.76% | 1.29% | -1.23% | 5.52% | 6.91% | 4.08% | -24.94% | 9.68% | 6.64% | -21.51% |
| 2026 | 8.44% | 4.34% | 3.70% | 4.57% | -8.42% | 0.00% | — | — | — | — | — | — | 12.36% |
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 | 649.02 |
| Min balance | 483.89 |
| Max balance | 1278.61 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -1.43 |
| Average monthly return (arithmetic), % | -0.83 |
| Best month, % | 14.60 |
| Worst month, % | -29.20 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -350.98 |
| Total PnL, % | -35.10 |
| Gross profit | 1378.14 |
| Gross loss | 1689.99 |
| Trading volume (USDT) | 100410.29 |
| Total transactions (buy/sell) | 103 |
| Total fees | 35.83 |
| Funding net | -3.31 |
| Funding accrued (received) | 7.90 |
| Funding paid | 11.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 102 |
| Win Trades | 64 |
| Los Trades | 38 |
| Win Rate, % | 62.75 |
| Expectancy per trade | -3.0573 |
| Max consecutive wins | 7 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.41 |
| Position max, % of margin balance | 130.94 |
| Max Drawdown | 794.72 |
| Max Drawdown, % | 62.16 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8155 |
| Recovery Factor (Total PnL / Max DD) | -0.4416 |
| Sharpe ratio (monthly) | -0.2751 |
| Sortino ratio (monthly) | -0.3146 |
| CAGR, % | -16.39 |
| Calmar ratio (CAGR / Max DD%) | -0.2637 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -311.84 | Fee: 35.83 | Vol: 100410.29
Realized PnL by Symbol
Details
{
"name": "T",
"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": 3,
"detection": 4,
"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
}