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
1111.95
Total PnL
111.95 (11.20%)
Total Trades (Win/Los)
14 (13/1)
Win Rate
92.86%
Max Drawdown
278.47 (20.31%)
Total Fees
6.28
Position avg (max), %
14.37 (157.90)
Profit Factor
1.59
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 5.60% 0.99% 0.27% -0.61% 0.69% -0.32% -12.80% 19.87% -0.07% -7.82% 13.07% -0.33% 15.77%
2025 4.04% 0.89% 0.35% 0.03% -0.59% 0.04% 3.84% 0.54% 3.57% 0.24% 0.66% 0.02% 14.35%
2026 0.40% 0.37% -0.10% -5.80% -11.37% 0.00% — — — — — — -15.95%
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 1111.95
Min balance 811.23
Max balance 1371.01
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.36
Average monthly return (arithmetic), % 0.52
Best month, % 19.87
Worst month, % -12.80
PnL, Volume & Fees
Metric Value
Total PnL 111.95
Total PnL, % 11.20
Gross profit 332.39
Gross loss 209.12
Trading volume (USDT) 17682.22
Total transactions (buy/sell) 16
Total fees 6.28
Funding net -5.03
Funding accrued (received) 6.93
Funding paid 11.96
Trades
Metric Value
Total Trades 14
Win Trades 13
Los Trades 1
Win Rate, % 92.86
Expectancy per trade 8.8049
Max consecutive wins 13
Max consecutive losses 1
Risk & Exposure
Metric Value
Position avg, % of margin balance 14.37
Position max, % of margin balance 157.90
Max Drawdown 278.47
Max Drawdown, % 20.31
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5894
Recovery Factor (Total PnL / Max DD) 0.4020
Sharpe ratio (monthly) 0.3101
Sortino ratio (monthly) 0.5034
CAGR, % 4.49
Calmar ratio (CAGR / Max DD%) 0.2212
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 123.27 | Fee: 6.28 | Vol: 17682.22
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": 19,
    "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
}