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
971.94
Total PnL
-28.06 (-2.81%)
Total Trades (Win/Los)
183 (32/151)
Win Rate
17.49%
Max Drawdown
274.27 (24.62%)
Total Fees
110.91
Position avg (max), %
11.92 (112.63)
Profit Factor
1.10
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 -9.49% 8.14% 0.30% 5.25% 2.86% -0.32% 3.87% 0.66% -0.07% -18.33% -1.47% -0.43% -11.32%
2025 3.66% 1.17% 0.46% 0.04% -0.77% 2.03% 4.30% 0.68% 5.38% 2.61% 0.81% -14.15% 4.84%
2026 5.00% 0.51% -6.10% 2.32% 3.10% 0.00% — — — — — — 4.54%
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 971.94
Min balance 839.75
Max balance 1114.02
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.09
Average monthly return (arithmetic), % 0.07
Best month, % 8.14
Worst month, % -18.33
PnL, Volume & Fees
Metric Value
Total PnL -28.06
Total PnL, % -2.81
Gross profit 922.64
Gross loss 839.84
Trading volume (USDT) 308737.98
Total transactions (buy/sell) 187
Total fees 110.91
Funding net 0.05
Funding accrued (received) 6.77
Funding paid 6.72
Trades
Metric Value
Total Trades 183
Win Trades 32
Los Trades 151
Win Rate, % 17.49
Expectancy per trade 0.4524
Max consecutive wins 5
Max consecutive losses 67
Risk & Exposure
Metric Value
Position avg, % of margin balance 11.92
Position max, % of margin balance 112.63
Max Drawdown 274.27
Max Drawdown, % 24.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0986
Recovery Factor (Total PnL / Max DD) -0.1023
Sharpe ratio (monthly) 0.0420
Sortino ratio (monthly) 0.0488
CAGR, % -1.17
Calmar ratio (CAGR / Max DD%) -0.0476
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 82.79 | Fee: 110.91 | Vol: 308737.98
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": 13,
    "detection": 2,
    "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
}