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
2155.39
Total PnL
1155.39 (115.54%)
Total Trades (Win/Los)
35 (13/22)
Win Rate
37.14%
Max Drawdown
842.82 (51.50%)
Total Fees
33.75
Position avg (max), %
88.31 (141.42)
Profit Factor
1.58
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 -8.33% 45.82% 8.72% -18.49% 0.43% -9.22% -15.85% -4.78% 9.43% -3.42% 21.58% -2.23% 8.72%
2025 -5.40% 27.06% 10.69% 0.82% 8.03% -18.45% 18.97% 20.34% -1.48% -13.59% 22.20% -5.45% 66.42%
2026 14.52% 13.37% -8.20% 1.10% -1.08% 0.00% — — — — — — 19.20%
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 2155.39
Min balance 793.78
Max balance 2560.01
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.59
Average monthly return (arithmetic), % 3.57
Best month, % 45.82
Worst month, % -18.49
PnL, Volume & Fees
Metric Value
Total PnL 1155.39
Total PnL, % 115.54
Gross profit 3270.73
Gross loss 2064.30
Trading volume (USDT) 93830.43
Total transactions (buy/sell) 37
Total fees 33.75
Funding net -17.28
Funding accrued (received) 65.69
Funding paid 82.98
Trades
Metric Value
Total Trades 35
Win Trades 13
Los Trades 22
Win Rate, % 37.14
Expectancy per trade 34.4693
Max consecutive wins 2
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.31
Position max, % of margin balance 141.42
Max Drawdown 842.82
Max Drawdown, % 51.50
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5844
Recovery Factor (Total PnL / Max DD) 1.3709
Sharpe ratio (monthly) 0.8496
Sortino ratio (monthly) 1.7843
CAGR, % 37.44
Calmar ratio (CAGR / Max DD%) 0.7270
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 1206.42 | Fee: 33.75 | Vol: 93830.43
Details
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  "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": 6,
    "detection": 3,
    "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
}