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
1314.32
Total PnL
314.32 (31.43%)
Total Trades (Win/Los)
38 (22/16)
Win Rate
57.89%
Max Drawdown
131.49 (12.43%)
Total Fees
18.04
Position avg (max), %
7.64 (117.22)
Profit Factor
2.09
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 -2.98% 1.08% 0.30% -0.66% 0.76% -0.35% 3.75% 0.72% -0.08% 0.23% -4.97% -0.40% -2.81%
2025 3.69% 1.07% 0.42% 0.04% -0.71% 0.05% 4.75% 0.63% 5.45% 3.66% 0.74% 0.03% 21.43%
2026 6.77% 0.39% -0.10% 3.52% 0.53% 0.00% — — — — — — 11.45%
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 1314.32
Min balance 913.14
Max balance 1338.71
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.92
Average monthly return (arithmetic), % 0.94
Best month, % 6.77
Worst month, % -4.97
PnL, Volume & Fees
Metric Value
Total PnL 314.32
Total PnL, % 31.43
Gross profit 634.68
Gross loss 303.33
Trading volume (USDT) 50557.06
Total transactions (buy/sell) 40
Total fees 18.04
Funding net 1.00
Funding accrued (received) 5.41
Funding paid 4.41
Trades
Metric Value
Total Trades 38
Win Trades 22
Los Trades 16
Win Rate, % 57.89
Expectancy per trade 8.7198
Max consecutive wins 7
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 7.64
Position max, % of margin balance 117.22
Max Drawdown 131.49
Max Drawdown, % 12.43
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.0924
Recovery Factor (Total PnL / Max DD) 2.3904
Sharpe ratio (monthly) 1.3966
Sortino ratio (monthly) 3.0408
CAGR, % 11.98
Calmar ratio (CAGR / Max DD%) 0.9644
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 331.35 | Fee: 18.04 | Vol: 50557.06
Details
{
  "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": 3,
    "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
}