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
1363.28
Total PnL
363.28 (36.33%)
Total Trades (Win/Los)
37 (21/16)
Win Rate
56.76%
Max Drawdown
229.77 (21.75%)
Total Fees
16.20
Position avg (max), %
10.54 (111.90)
Profit Factor
2.20
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 -3.37% -1.60% 0.31% -0.68% 0.78% -0.36% 2.49% 0.75% -0.08% 0.23% -2.09% -0.40% -4.07%
2025 -0.05% 3.68% 0.43% 0.04% -0.73% -2.67% 7.51% 0.65% 3.47% 6.85% 0.75% 0.03% 21.29%
2026 7.62% 0.40% -0.11% 8.12% 0.48% 0.00% — — — — — — 17.26%
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 1363.28
Min balance 826.40
Max balance 1388.42
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.04
Average monthly return (arithmetic), % 1.08
Best month, % 8.12
Worst month, % -3.37
PnL, Volume & Fees
Metric Value
Total PnL 363.28
Total PnL, % 36.33
Gross profit 700.42
Gross loss 318.90
Trading volume (USDT) 45465.85
Total transactions (buy/sell) 38
Total fees 16.20
Funding net -2.04
Funding accrued (received) 5.45
Funding paid 7.49
Trades
Metric Value
Total Trades 37
Win Trades 21
Los Trades 16
Win Rate, % 56.76
Expectancy per trade 10.3114
Max consecutive wins 3
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 10.54
Position max, % of margin balance 111.90
Max Drawdown 229.77
Max Drawdown, % 21.75
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.1964
Recovery Factor (Total PnL / Max DD) 1.5811
Sharpe ratio (monthly) 1.2885
Sortino ratio (monthly) 3.9725
CAGR, % 13.69
Calmar ratio (CAGR / Max DD%) 0.6294
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 381.52 | Fee: 16.20 | Vol: 45465.85
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": 15,
    "detection": 1,
    "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
}