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
1167.58
Total PnL
167.58 (16.76%)
Total Trades (Win/Los)
34 (26/8)
Win Rate
76.47%
Max Drawdown
409.23 (32.66%)
Total Fees
14.52
Position avg (max), %
11.29 (159.72)
Profit Factor
1.34
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% -12.87% 20.05% 4.06% -0.07% -10.33% -0.35% 11.31%
2025 3.58% 0.93% 0.36% 0.03% 3.73% -25.40% 3.89% 0.72% 2.97% 0.32% 0.89% 3.46% -8.37%
2026 4.30% 0.47% 3.23% 0.13% 5.69% 0.00% — — — — — — 14.48%
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 1167.58
Min balance 843.73
Max balance 1252.96
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.52
Average monthly return (arithmetic), % 0.79
Best month, % 20.05
Worst month, % -25.40
PnL, Volume & Fees
Metric Value
Total PnL 167.58
Total PnL, % 16.76
Gross profit 703.31
Gross loss 526.57
Trading volume (USDT) 40798.81
Total transactions (buy/sell) 36
Total fees 14.52
Funding net 5.36
Funding accrued (received) 9.47
Funding paid 4.10
Trades
Metric Value
Total Trades 34
Win Trades 26
Los Trades 8
Win Rate, % 76.47
Expectancy per trade 5.1983
Max consecutive wins 6
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 11.29
Position max, % of margin balance 159.72
Max Drawdown 409.23
Max Drawdown, % 32.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3356
Recovery Factor (Total PnL / Max DD) 0.4095
Sharpe ratio (monthly) 0.3856
Sortino ratio (monthly) 0.4935
CAGR, % 6.63
Calmar ratio (CAGR / Max DD%) 0.2029
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 176.74 | Fee: 14.52 | Vol: 40798.81
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": 10,
    "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
}