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
1032.81
Total PnL
32.81 (3.28%)
Total Trades (Win/Los)
34 (22/12)
Win Rate
64.71%
Max Drawdown
303.33 (28.45%)
Total Fees
13.31
Position avg (max), %
14.60 (161.32)
Profit Factor
1.08
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% 4.89% 2.87% -0.34% -12.92% 20.26% -0.08% -6.36% -16.55% -0.48% -19.41%
2025 3.63% 1.29% 0.50% 0.04% -0.85% 8.36% 4.55% 0.71% 3.91% -8.40% 0.95% 0.03% 14.75%
2026 7.33% 0.50% 3.22% 0.14% 0.23% 0.00% — — — — — — 11.76%
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 1032.81
Min balance 749.92
Max balance 1066.15
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.11
Average monthly return (arithmetic), % 0.32
Best month, % 20.26
Worst month, % -16.55
PnL, Volume & Fees
Metric Value
Total PnL 32.81
Total PnL, % 3.28
Gross profit 574.33
Gross loss 531.10
Trading volume (USDT) 37380.40
Total transactions (buy/sell) 36
Total fees 13.31
Funding net 2.89
Funding accrued (received) 9.39
Funding paid 6.50
Trades
Metric Value
Total Trades 34
Win Trades 22
Los Trades 12
Win Rate, % 64.71
Expectancy per trade 1.2714
Max consecutive wins 5
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 14.60
Position max, % of margin balance 161.32
Max Drawdown 303.33
Max Drawdown, % 28.45
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0814
Recovery Factor (Total PnL / Max DD) 0.1082
Sharpe ratio (monthly) 0.1719
Sortino ratio (monthly) 0.2420
CAGR, % 1.35
Calmar ratio (CAGR / Max DD%) 0.0473
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 43.23 | Fee: 13.31 | Vol: 37380.40
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": 13,
    "detection": 6,
    "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
}