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
1026.15
Total PnL
26.15 (2.61%)
Total Trades (Win/Los)
23 (15/8)
Win Rate
65.22%
Max Drawdown
303.35 (25.45%)
Total Fees
10.09
Position avg (max), %
11.41 (157.86)
Profit Factor
1.08
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 -9.24% 1.16% 0.32% -0.71% 0.81% -0.37% -12.76% 19.90% -0.08% 3.31% 1.18% -0.38% -0.03%
2025 -0.05% 8.40% 0.39% 0.03% -0.67% 0.05% 4.41% 0.60% 3.11% -8.08% 0.81% 0.03% 8.54%
2026 -9.22% 0.50% -0.13% 3.63% 0.23% 0.00% — — — — — — -5.36%
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 1026.15
Min balance 698.74
Max balance 1191.82
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.09
Average monthly return (arithmetic), % 0.24
Best month, % 19.90
Worst month, % -12.76
PnL, Volume & Fees
Metric Value
Total PnL 26.15
Total PnL, % 2.61
Gross profit 442.33
Gross loss 409.36
Trading volume (USDT) 28321.50
Total transactions (buy/sell) 25
Total fees 10.09
Funding net 3.27
Funding accrued (received) 7.92
Funding paid 4.65
Trades
Metric Value
Total Trades 23
Win Trades 15
Los Trades 8
Win Rate, % 65.22
Expectancy per trade 1.4335
Max consecutive wins 5
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 11.41
Position max, % of margin balance 157.86
Max Drawdown 303.35
Max Drawdown, % 25.45
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0805
Recovery Factor (Total PnL / Max DD) 0.0862
Sharpe ratio (monthly) 0.1493
Sortino ratio (monthly) 0.2268
CAGR, % 1.07
Calmar ratio (CAGR / Max DD%) 0.0422
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 32.97 | Fee: 10.09 | Vol: 28321.50
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": 17,
    "detection": 7,
    "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
}