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
4001.48
Total PnL
3001.48 (300.15%)
Total Trades (Win/Los)
17 (10/7)
Win Rate
58.82%
Max Drawdown
731.15 (22.43%)
Total Fees
19.49
Position avg (max), %
81.94 (147.72)
Profit Factor
4.20
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 | -22.32% | 54.07% | 9.74% | -17.35% | 3.33% | -13.91% | 6.56% | 20.60% | -1.79% | -2.88% | 10.08% | -15.99% | 9.47% |
| 2025 | 1.28% | 27.11% | 8.41% | -2.49% | 29.66% | -8.22% | 35.45% | 19.42% | -3.79% | 4.34% | 11.48% | -10.37% | 162.69% |
| 2026 | 14.23% | 15.51% | -6.90% | 5.30% | 7.63% | 0.00% | — | — | — | — | — | — | 39.23% |
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 | 4001.48 |
| Min balance | 732.50 |
| Max balance | 4061.67 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 4.73 |
| Average monthly return (arithmetic), % | 5.94 |
| Best month, % | 54.07 |
| Worst month, % | -22.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 3001.48 |
| Total PnL, % | 300.15 |
| Gross profit | 4028.48 |
| Gross loss | 959.05 |
| Trading volume (USDT) | 54229.76 |
| Total transactions (buy/sell) | 18 |
| Total fees | 19.49 |
| Funding net | -48.46 |
| Funding accrued (received) | 67.76 |
| Funding paid | 116.21 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 10 |
| Los Trades | 7 |
| Win Rate, % | 58.82 |
| Expectancy per trade | 180.5546 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.94 |
| Position max, % of margin balance | 147.72 |
| Max Drawdown | 731.15 |
| Max Drawdown, % | 22.43 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 4.2005 |
| Recovery Factor (Total PnL / Max DD) | 4.1051 |
| Sharpe ratio (monthly) | 1.2565 |
| Sortino ratio (monthly) | 2.9066 |
| CAGR, % | 77.58 |
| Calmar ratio (CAGR / Max DD%) | 3.4585 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 3069.43 | Fee: 19.49 | Vol: 54229.76
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": 18,
"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
}