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
1107.25
Total PnL
107.25 (10.72%)
Total Trades (Win/Los)
14 (13/1)
Win Rate
92.86%
Max Drawdown
273.40 (20.08%)
Total Fees
6.23
Position avg (max), %
14.42 (157.79)
Profit Factor
1.58
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% -0.61% 0.69% -0.32% -12.79% 19.86% -0.07% -7.82% 13.06% -0.33% 15.83%
2025 3.33% 0.90% 0.35% 0.03% -0.60% 0.04% 3.78% 0.54% 3.60% 0.24% 0.67% 0.02% 13.55%
2026 0.41% 0.37% -0.10% -5.73% -11.23% 0.00% — — — — — — -15.75%
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 1107.25
Min balance 811.82
Max balance 1361.60
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.34
Average monthly return (arithmetic), % 0.51
Best month, % 19.86
Worst month, % -12.79
PnL, Volume & Fees
Metric Value
Total PnL 107.25
Total PnL, % 10.72
Gross profit 323.50
Gross loss 205.32
Trading volume (USDT) 17542.72
Total transactions (buy/sell) 16
Total fees 6.23
Funding net -4.70
Funding accrued (received) 7.10
Funding paid 11.80
Trades
Metric Value
Total Trades 14
Win Trades 13
Los Trades 1
Win Rate, % 92.86
Expectancy per trade 8.4414
Max consecutive wins 13
Max consecutive losses 1
Risk & Exposure
Metric Value
Position avg, % of margin balance 14.42
Position max, % of margin balance 157.79
Max Drawdown 273.40
Max Drawdown, % 20.08
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5756
Recovery Factor (Total PnL / Max DD) 0.3923
Sharpe ratio (monthly) 0.3020
Sortino ratio (monthly) 0.4908
CAGR, % 4.31
Calmar ratio (CAGR / Max DD%) 0.2146
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 118.18 | Fee: 6.23 | Vol: 17542.72
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": 15,
    "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
}