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
1004.64
Total PnL
4.64 (0.46%)
Total Trades (Win/Los)
26 (20/6)
Win Rate
76.92%
Max Drawdown
426.77 (35.47%)
Total Fees
10.43
Position avg (max), %
12.05 (161.34)
Profit Factor
1.03
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% 3.03% -0.30% -12.97% 20.23% -0.07% -7.88% -17.23% -0.43% -9.77%
2025 3.59% 1.15% 0.45% 0.04% -0.76% -11.86% 3.86% 0.78% 3.51% 0.35% 0.96% 0.03% 1.12%
2026 0.58% 0.54% 2.88% 0.15% 5.68% 0.00% — — — — — — 10.11%
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 1004.64
Min balance 776.40
Max balance 1203.17
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.02
Average monthly return (arithmetic), % 0.22
Best month, % 20.23
Worst month, % -17.23
PnL, Volume & Fees
Metric Value
Total PnL 4.64
Total PnL, % 0.46
Gross profit 486.30
Gross loss 473.86
Trading volume (USDT) 29267.30
Total transactions (buy/sell) 28
Total fees 10.43
Funding net 2.63
Funding accrued (received) 8.25
Funding paid 5.63
Trades
Metric Value
Total Trades 26
Win Trades 20
Los Trades 6
Win Rate, % 76.92
Expectancy per trade 0.4783
Max consecutive wins 8
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 12.05
Position max, % of margin balance 161.34
Max Drawdown 426.77
Max Drawdown, % 35.47
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0262
Recovery Factor (Total PnL / Max DD) 0.0109
Sharpe ratio (monthly) 0.1205
Sortino ratio (monthly) 0.1624
CAGR, % 0.19
Calmar ratio (CAGR / Max DD%) 0.0054
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 12.44 | Fee: 10.43 | Vol: 29267.30
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": 12,
    "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
}