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
1059.02
Total PnL
59.02 (5.90%)
Total Trades (Win/Los)
47 (29/18)
Win Rate
61.70%
Max Drawdown
258.09 (25.81%)
Total Fees
18.91
Position avg (max), %
13.13 (148.67)
Profit Factor
1.10
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 -8.71% 1.15% 0.32% -1.68% 3.90% -0.36% -10.44% 16.42% 4.03% -12.22% 5.43% -0.41% -5.73%
2025 3.65% 1.10% 0.43% 0.04% 4.27% -14.70% 4.80% 0.73% 4.17% -7.79% 0.97% 3.55% -0.73%
2026 3.85% 0.51% 3.66% 0.14% 4.45% 0.00% — — — — — — 13.16%
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 1059.02
Min balance 741.91
Max balance 1063.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.19
Average monthly return (arithmetic), % 0.38
Best month, % 16.42
Worst month, % -14.70
PnL, Volume & Fees
Metric Value
Total PnL 59.02
Total PnL, % 5.90
Gross profit 771.89
Gross loss 700.17
Trading volume (USDT) 53016.92
Total transactions (buy/sell) 49
Total fees 18.91
Funding net 6.20
Funding accrued (received) 10.18
Funding paid 3.98
Trades
Metric Value
Total Trades 47
Win Trades 29
Los Trades 18
Win Rate, % 61.70
Expectancy per trade 1.5260
Max consecutive wins 6
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 13.13
Position max, % of margin balance 148.67
Max Drawdown 258.09
Max Drawdown, % 25.81
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1024
Recovery Factor (Total PnL / Max DD) 0.2287
Sharpe ratio (monthly) 0.2168
Sortino ratio (monthly) 0.2872
CAGR, % 2.40
Calmar ratio (CAGR / Max DD%) 0.0931
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 71.72 | Fee: 18.91 | Vol: 53016.92
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": 8,
    "detection": 3,
    "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
}