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
1014.99
Total PnL
14.99 (1.50%)
Total Trades (Win/Los)
174 (34/140)
Win Rate
19.54%
Max Drawdown
312.42 (25.40%)
Total Fees
114.09
Position avg (max), %
8.26 (106.45)
Profit Factor
1.15
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 3.54% 1.01% 0.28% -2.66% 4.89% -0.32% -6.65% 4.62% -0.08% 8.83% -1.97% -0.35% 10.73%
2025 4.43% 0.93% 0.36% 0.03% -0.62% 3.51% 0.99% 0.56% -12.56% -11.00% 0.91% 0.03% -13.16%
2026 1.77% 0.51% 0.25% 2.47% 0.46% 0.00% — — — — — — 5.55%
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 1014.99
Min balance 917.72
Max balance 1230.14
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.05
Average monthly return (arithmetic), % 0.14
Best month, % 8.83
Worst month, % -12.56
PnL, Volume & Fees
Metric Value
Total PnL 14.99
Total PnL, % 1.50
Gross profit 969.38
Gross loss 839.33
Trading volume (USDT) 317522.44
Total transactions (buy/sell) 176
Total fees 114.09
Funding net -0.97
Funding accrued (received) 4.63
Funding paid 5.60
Trades
Metric Value
Total Trades 174
Win Trades 34
Los Trades 140
Win Rate, % 19.54
Expectancy per trade 0.7474
Max consecutive wins 6
Max consecutive losses 51
Risk & Exposure
Metric Value
Position avg, % of margin balance 8.26
Position max, % of margin balance 106.45
Max Drawdown 312.42
Max Drawdown, % 25.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1549
Recovery Factor (Total PnL / Max DD) 0.0480
Sharpe ratio (monthly) 0.1161
Sortino ratio (monthly) 0.1441
CAGR, % 0.62
Calmar ratio (CAGR / Max DD%) 0.0243
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 130.05 | Fee: 114.09 | Vol: 317522.44
Details
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  "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": 10,
    "detection": 1,
    "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
}