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
544.99
Total PnL
-455.01 (-45.50%)
Total Trades (Win/Los)
52 (35/17)
Win Rate
67.31%
Max Drawdown
749.81 (68.07%)
Total Fees
13.08
Position avg (max), %
19.59 (160.44)
Profit Factor
0.54
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 | 8.09% | 0.97% | 0.27% | -30.61% | -19.39% | 3.59% | -8.17% | -15.27% | 4.00% | -0.18% | -9.60% | 3.09% | -52.27% |
| 2025 | 0.10% | -2.23% | 0.91% | 5.08% | 1.46% | -25.21% | 6.21% | 1.69% | 3.66% | 0.75% | 2.05% | 2.93% | -6.69% |
| 2026 | 4.82% | 1.06% | 6.47% | 3.10% | 5.24% | 0.00% | — | — | — | — | — | — | 22.37% |
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 | 544.99 |
| Min balance | 351.72 |
| Max balance | 1101.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -2.00 |
| Average monthly return (arithmetic), % | -1.50 |
| Best month, % | 8.09 |
| Worst month, % | -30.61 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -455.01 |
| Total PnL, % | -45.50 |
| Gross profit | 517.98 |
| Gross loss | 960.60 |
| Trading volume (USDT) | 36624.64 |
| Total transactions (buy/sell) | 53 |
| Total fees | 13.08 |
| Funding net | 0.69 |
| Funding accrued (received) | 6.90 |
| Funding paid | 6.22 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 52 |
| Win Trades | 35 |
| Los Trades | 17 |
| Win Rate, % | 67.31 |
| Expectancy per trade | -8.5120 |
| Max consecutive wins | 5 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 19.59 |
| Position max, % of margin balance | 160.44 |
| Max Drawdown | 749.81 |
| Max Drawdown, % | 68.07 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.5392 |
| Recovery Factor (Total PnL / Max DD) | -0.6068 |
| Sharpe ratio (monthly) | -0.5615 |
| Sortino ratio (monthly) | -0.5892 |
| CAGR, % | -22.23 |
| Calmar ratio (CAGR / Max DD%) | -0.3265 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -442.62 | Fee: 13.08 | Vol: 36624.64
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": 4,
"detection": 10,
"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
}