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
1424.50
Total PnL
424.50 (42.45%)
Total Trades (Win/Los)
46 (31/15)
Win Rate
67.39%
Max Drawdown
240.60 (20.16%)
Total Fees
19.82
Position avg (max), %
12.82 (152.32)
Profit Factor
1.95
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% 2.66% 3.88% -0.35% -10.61% 16.20% -0.08% -1.66% 8.04% -0.36% 8.18%
2025 3.65% 0.96% 0.37% 0.03% 3.87% -12.46% 4.42% 0.63% 4.11% 7.47% 0.72% 0.03% 13.14%
2026 7.06% 0.38% 3.66% 0.10% 4.38% 0.00% — — — — — — 16.39%
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 1424.50
Min balance 770.86
Max balance 1424.88
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.19
Average monthly return (arithmetic), % 1.33
Best month, % 16.20
Worst month, % -12.46
PnL, Volume & Fees
Metric Value
Total PnL 424.50
Total PnL, % 42.45
Gross profit 899.94
Gross loss 462.51
Trading volume (USDT) 55651.41
Total transactions (buy/sell) 48
Total fees 19.82
Funding net 6.89
Funding accrued (received) 11.27
Funding paid 4.38
Trades
Metric Value
Total Trades 46
Win Trades 31
Los Trades 15
Win Rate, % 67.39
Expectancy per trade 9.5092
Max consecutive wins 6
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 12.82
Position max, % of margin balance 152.32
Max Drawdown 240.60
Max Drawdown, % 20.16
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.9458
Recovery Factor (Total PnL / Max DD) 1.7643
Sharpe ratio (monthly) 0.8649
Sortino ratio (monthly) 1.3536
CAGR, % 15.78
Calmar ratio (CAGR / Max DD%) 0.7828
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 437.42 | Fee: 19.82 | Vol: 55651.41
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": 9,
    "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
}