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
1033.89
Total PnL
33.89 (3.39%)
Total Trades (Win/Los)
88 (23/65)
Win Rate
26.14%
Max Drawdown
258.39 (22.61%)
Total Fees
51.48
Position avg (max), %
10.20 (111.50)
Profit Factor
1.18
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% -0.66% 0.76% -0.35% 3.75% 0.72% -0.08% 3.17% -1.60% -0.37% 3.41%
2025 3.72% 1.00% 0.39% 0.03% -0.67% -2.69% 7.50% 0.60% -12.06% -7.39% 0.94% 0.03% -9.56%
2026 2.63% 0.52% 1.15% 2.74% 3.12% 0.00% — — — — — — 10.55%
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 1033.89
Min balance 884.56
Max balance 1142.94
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.11
Average monthly return (arithmetic), % 0.20
Best month, % 8.14
Worst month, % -12.06
PnL, Volume & Fees
Metric Value
Total PnL 33.89
Total PnL, % 3.39
Gross profit 584.61
Gross loss 497.07
Trading volume (USDT) 143444.97
Total transactions (buy/sell) 92
Total fees 51.48
Funding net -2.18
Funding accrued (received) 4.95
Funding paid 7.14
Trades
Metric Value
Total Trades 88
Win Trades 23
Los Trades 65
Win Rate, % 26.14
Expectancy per trade 0.9949
Max consecutive wins 6
Max consecutive losses 21
Risk & Exposure
Metric Value
Position avg, % of margin balance 10.20
Position max, % of margin balance 111.50
Max Drawdown 258.39
Max Drawdown, % 22.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1761
Recovery Factor (Total PnL / Max DD) 0.1311
Sharpe ratio (monthly) 0.1675
Sortino ratio (monthly) 0.2137
CAGR, % 1.39
Calmar ratio (CAGR / Max DD%) 0.0615
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 87.55 | Fee: 51.48 | Vol: 143444.97
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": 14,
    "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
}