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
1145.67
Total PnL
145.67 (14.57%)
Total Trades (Win/Los)
48 (33/15)
Win Rate
68.75%
Max Drawdown
375.73 (31.13%)
Total Fees
18.88
Position avg (max), %
11.01 (128.94)
Profit Factor
1.22
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 5.66% 0.99% 0.27% 3.41% 3.82% -0.30% -4.42% -13.72% 3.92% -0.09% -10.07% 3.42% -8.80%
2025 0.05% 1.18% 0.46% 0.04% 3.74% -0.85% 3.90% 0.68% 2.95% -12.06% 0.96% 3.47% 3.53%
2026 4.19% 0.50% 7.33% 3.73% 4.08% 0.00% — — — — — — 21.33%
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 1145.67
Min balance 831.41
Max balance 1207.14
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.45
Average monthly return (arithmetic), % 0.57
Best month, % 7.33
Worst month, % -13.72
PnL, Volume & Fees
Metric Value
Total PnL 145.67
Total PnL, % 14.57
Gross profit 919.18
Gross loss 752.85
Trading volume (USDT) 53026.54
Total transactions (buy/sell) 50
Total fees 18.88
Funding net -1.78
Funding accrued (received) 5.74
Funding paid 7.52
Trades
Metric Value
Total Trades 48
Win Trades 33
Los Trades 15
Win Rate, % 68.75
Expectancy per trade 3.4652
Max consecutive wins 6
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 11.01
Position max, % of margin balance 128.94
Max Drawdown 375.73
Max Drawdown, % 31.13
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2209
Recovery Factor (Total PnL / Max DD) 0.3877
Sharpe ratio (monthly) 0.4162
Sortino ratio (monthly) 0.5112
CAGR, % 5.79
Calmar ratio (CAGR / Max DD%) 0.1861
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 166.33 | Fee: 18.88 | Vol: 53026.54
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": 6,
    "detection": 7,
    "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
}