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
959.67
Total PnL
-40.33 (-4.03%)
Total Trades (Win/Los)
37 (26/11)
Win Rate
70.27%
Max Drawdown
430.40 (34.55%)
Total Fees
15.77
Position avg (max), %
11.38 (139.41)
Profit Factor
0.97
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 5.60% 0.99% 0.27% 3.41% 3.82% -0.30% 3.67% 0.62% 3.79% -0.07% -12.48% 3.39% 12.06%
2025 0.04% 0.96% 0.37% 0.03% 3.76% -25.87% 3.91% 0.74% 3.49% 0.33% 0.91% 2.70% -12.13%
2026 4.46% 0.48% -0.96% -11.26% 5.66% 0.00% — — — — — — -2.53%
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 959.67
Min balance 815.24
Max balance 1245.64
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.14
Average monthly return (arithmetic), % 0.08
Best month, % 5.66
Worst month, % -25.87
PnL, Volume & Fees
Metric Value
Total PnL -40.33
Total PnL, % -4.03
Gross profit 714.56
Gross loss 739.48
Trading volume (USDT) 44264.60
Total transactions (buy/sell) 39
Total fees 15.77
Funding net 0.35
Funding accrued (received) 6.95
Funding paid 6.61
Trades
Metric Value
Total Trades 37
Win Trades 26
Los Trades 11
Win Rate, % 70.27
Expectancy per trade -0.6734
Max consecutive wins 6
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 11.38
Position max, % of margin balance 139.41
Max Drawdown 430.40
Max Drawdown, % 34.55
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9663
Recovery Factor (Total PnL / Max DD) -0.0937
Sharpe ratio (monthly) 0.0460
Sortino ratio (monthly) 0.0507
CAGR, % -1.69
Calmar ratio (CAGR / Max DD%) -0.0489
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: -24.91 | Fee: 15.77 | Vol: 44264.60
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": 14,
    "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
}