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
1096.47
Total PnL
96.47 (9.65%)
Total Trades (Win/Los)
38 (29/9)
Win Rate
76.32%
Max Drawdown
292.27 (28.63%)
Total Fees
13.40
Position avg (max), %
11.24 (136.45)
Profit Factor
1.21
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 -12.12% 1.19% 0.33% 3.38% 4.90% 3.41% 0.22% -9.49% 1.36% -0.10% -12.32% 3.25% -16.80%
2025 0.06% -7.59% 0.55% -1.46% 6.14% 4.59% 4.38% 0.76% 2.99% 0.34% 0.94% 3.15% 15.11%
2026 3.87% 0.50% 3.62% 0.14% 5.69% 0.00% — — — — — — 14.48%
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 1096.47
Min balance 728.54
Max balance 1096.86
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.31
Average monthly return (arithmetic), % 0.42
Best month, % 6.14
Worst month, % -12.32
PnL, Volume & Fees
Metric Value
Total PnL 96.47
Total PnL, % 9.65
Gross profit 663.09
Gross loss 550.22
Trading volume (USDT) 37625.62
Total transactions (buy/sell) 39
Total fees 13.40
Funding net -3.00
Funding accrued (received) 4.51
Funding paid 7.51
Trades
Metric Value
Total Trades 38
Win Trades 29
Los Trades 9
Win Rate, % 76.32
Expectancy per trade 2.9704
Max consecutive wins 6
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 11.24
Position max, % of margin balance 136.45
Max Drawdown 292.27
Max Drawdown, % 28.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2051
Recovery Factor (Total PnL / Max DD) 0.3301
Sharpe ratio (monthly) 0.3119
Sortino ratio (monthly) 0.3795
CAGR, % 3.89
Calmar ratio (CAGR / Max DD%) 0.1358
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 112.87 | Fee: 13.40 | Vol: 37625.62
Details
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  "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": 15,
    "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
}