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
990.04
Total PnL
-9.96 (-1.00%)
Total Trades (Win/Los)
41 (30/11)
Win Rate
73.17%
Max Drawdown
316.92 (31.05%)
Total Fees
14.44
Position avg (max), %
14.07 (138.84)
Profit Factor
1.01
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% | 3.85% | 3.59% | 0.22% | -9.29% | -1.96% | -0.10% | -12.00% | 3.37% | -19.63% |
| 2025 | 0.06% | -7.55% | 0.57% | -1.44% | 6.09% | 4.60% | 4.43% | 0.79% | 2.92% | 0.36% | 0.98% | 3.41% | 15.50% |
| 2026 | 3.88% | 0.51% | -2.50% | -0.94% | 5.77% | 0.00% | — | — | — | — | — | — | 6.66% |
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 | 990.04 |
| Min balance | 703.89 |
| Max balance | 1026.80 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.03 |
| Average monthly return (arithmetic), % | 0.08 |
| Best month, % | 6.09 |
| Worst month, % | -12.12 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -9.96 |
| Total PnL, % | -1.00 |
| Gross profit | 678.35 |
| Gross loss | 671.81 |
| Trading volume (USDT) | 40537.33 |
| Total transactions (buy/sell) | 42 |
| Total fees | 14.44 |
| Funding net | -2.06 |
| Funding accrued (received) | 6.33 |
| Funding paid | 8.39 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 41 |
| Win Trades | 30 |
| Los Trades | 11 |
| Win Rate, % | 73.17 |
| Expectancy per trade | 0.1596 |
| Max consecutive wins | 5 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 14.07 |
| Position max, % of margin balance | 138.84 |
| Max Drawdown | 316.92 |
| Max Drawdown, % | 31.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.0097 |
| Recovery Factor (Total PnL / Max DD) | -0.0314 |
| Sharpe ratio (monthly) | 0.0593 |
| Sortino ratio (monthly) | 0.0713 |
| CAGR, % | -0.41 |
| Calmar ratio (CAGR / Max DD%) | -0.0133 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 6.54 | Fee: 14.44 | Vol: 40537.33
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": 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
}