hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d-notp-100 | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
1277.86
Total PnL
277.86 (27.79%)
Total Trades (Win/Los)
49 (18/31)
Win Rate
36.73%
Max Drawdown
896.17 (64.73%)
Total Fees
30.21
Position avg (max), %
94.28 (136.84)
Profit Factor
1.14
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 | -14.95% | 32.81% | 8.77% | -30.15% | 20.52% | 4.00% | -26.65% | 0.06% | 7.41% | -9.80% | 13.17% | -29.59% | -39.05% |
| 2025 | -13.44% | 25.39% | -1.17% | 13.05% | 37.24% | -23.30% | 45.52% | -5.96% | 2.18% | -16.36% | 26.75% | -17.73% | 55.67% |
| 2026 | 14.19% | 8.05% | -2.27% | 0.86% | 10.80% | 0.00% | — | — | — | — | — | — | 34.75% |
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 | 1277.86 |
| Min balance | 488.31 |
| Max balance | 1384.49 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.82 |
| Average monthly return (arithmetic), % | 2.65 |
| Best month, % | 45.52 |
| Worst month, % | -30.15 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 277.86 |
| Total PnL, % | 27.79 |
| Gross profit | 2498.02 |
| Gross loss | 2181.96 |
| Trading volume (USDT) | 83933.14 |
| Total transactions (buy/sell) | 50 |
| Total fees | 30.21 |
| Funding net | -7.99 |
| Funding accrued (received) | 48.52 |
| Funding paid | 56.51 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 49 |
| Win Trades | 18 |
| Los Trades | 31 |
| Win Rate, % | 36.73 |
| Expectancy per trade | 6.4502 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 94.28 |
| Position max, % of margin balance | 136.84 |
| Max Drawdown | 896.17 |
| Max Drawdown, % | 64.73 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.1449 |
| Recovery Factor (Total PnL / Max DD) | 0.3101 |
| Sharpe ratio (monthly) | 0.4756 |
| Sortino ratio (monthly) | 0.7784 |
| CAGR, % | 10.69 |
| Calmar ratio (CAGR / Max DD%) | 0.1651 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 316.06 | Fee: 30.21 | Vol: 83933.14
Realized PnL by Symbol
Details
{
"name": "3",
"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": 3,
"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
}