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
1011.87
Total PnL
11.87 (1.19%)
Total Trades (Win/Los)
38 (25/13)
Win Rate
65.79%
Max Drawdown
327.40 (31.34%)
Total Fees
14.01
Position avg (max), %
12.23 (148.34)
Profit Factor
1.04
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 -9.24% 1.16% 0.32% 3.21% 2.92% -0.35% -10.40% 16.37% -0.08% -18.85% -7.70% -0.51% -24.31%
2025 3.53% 1.37% 0.53% 0.04% -0.91% 8.32% 4.61% 0.75% 3.90% -7.68% 1.00% 0.04% 15.74%
2026 7.27% 0.53% 3.03% 0.15% 3.80% 0.00% — — — — — — 15.50%
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 1011.87
Min balance 717.27
Max balance 1044.66
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.04
Average monthly return (arithmetic), % 0.24
Best month, % 16.37
Worst month, % -18.85
PnL, Volume & Fees
Metric Value
Total PnL 11.87
Total PnL, % 1.19
Gross profit 592.77
Gross loss 570.71
Trading volume (USDT) 39328.61
Total transactions (buy/sell) 40
Total fees 14.01
Funding net 3.82
Funding accrued (received) 8.28
Funding paid 4.47
Trades
Metric Value
Total Trades 38
Win Trades 25
Los Trades 13
Win Rate, % 65.79
Expectancy per trade 0.5806
Max consecutive wins 6
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 12.23
Position max, % of margin balance 148.34
Max Drawdown 327.40
Max Drawdown, % 31.34
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0387
Recovery Factor (Total PnL / Max DD) 0.0362
Sharpe ratio (monthly) 0.1331
Sortino ratio (monthly) 0.1749
CAGR, % 0.49
Calmar ratio (CAGR / Max DD%) 0.0156
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 22.06 | Fee: 14.01 | Vol: 39328.61
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": 12,
    "detection": 5,
    "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
}