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
1058.12
Total PnL
58.12 (5.81%)
Total Trades (Win/Los)
38 (28/10)
Win Rate
73.68%
Max Drawdown
323.67 (31.71%)
Total Fees
12.98
Position avg (max), %
11.69 (140.69)
Profit Factor
1.13
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% 2.56% 0.22% -9.38% -1.85% -0.11% -12.12% 3.98% -20.07%
2025 0.06% -7.89% 0.57% -2.02% 6.90% 4.63% 4.62% 0.80% 2.94% 0.36% 0.98% 2.92% 15.02%
2026 4.51% 0.51% 3.57% 0.14% 5.64% 0.00% — — — — — — 15.10%
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 1058.12
Min balance 697.14
Max balance 1058.50
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.19
Average monthly return (arithmetic), % 0.31
Best month, % 6.90
Worst month, % -12.12
PnL, Volume & Fees
Metric Value
Total PnL 58.12
Total PnL, % 5.81
Gross profit 640.64
Gross loss 568.56
Trading volume (USDT) 36437.34
Total transactions (buy/sell) 39
Total fees 12.98
Funding net -0.98
Funding accrued (received) 5.57
Funding paid 6.55
Trades
Metric Value
Total Trades 38
Win Trades 28
Los Trades 10
Win Rate, % 73.68
Expectancy per trade 1.8968
Max consecutive wins 6
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 11.69
Position max, % of margin balance 140.69
Max Drawdown 323.67
Max Drawdown, % 31.71
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1268
Recovery Factor (Total PnL / Max DD) 0.1796
Sharpe ratio (monthly) 0.2236
Sortino ratio (monthly) 0.2731
CAGR, % 2.37
Calmar ratio (CAGR / Max DD%) 0.0747
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 72.08 | Fee: 12.98 | Vol: 36437.34
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": 4,
    "detection": 16,
    "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
}