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
5278.89
Total PnL
4278.89 (427.89%)
Total Trades (Win/Los)
76 (11/65)
Win Rate
14.47%
Max Drawdown
1416.56 (30.22%)
Total Fees
170.02
Position avg (max), %
79.51 (146.89)
Profit Factor
3.92
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 | -15.30% | 48.35% | 9.04% | 0.26% | 10.17% | -8.83% | -16.21% | 26.55% | -2.27% | -12.08% | 38.58% | -10.63% | 55.71% |
| 2025 | 1.94% | 25.02% | 7.89% | 0.62% | 14.36% | 7.19% | 32.25% | 18.57% | -6.89% | -3.49% | 17.29% | 0.54% | 181.79% |
| 2026 | 7.24% | 13.98% | -1.66% | 5.34% | -4.93% | 0.00% | — | — | — | — | — | — | 20.39% |
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 | 5278.89 |
| Min balance | 832.05 |
| Max balance | 5969.62 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 5.70 |
| Average monthly return (arithmetic), % | 6.76 |
| Best month, % | 48.35 |
| Worst month, % | -16.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 4278.89 |
| Total PnL, % | 427.89 |
| Gross profit | 6003.77 |
| Gross loss | 1530.36 |
| Trading volume (USDT) | 472574.84 |
| Total transactions (buy/sell) | 81 |
| Total fees | 170.02 |
| Funding net | -24.50 |
| Funding accrued (received) | 109.69 |
| Funding paid | 134.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 76 |
| Win Trades | 11 |
| Los Trades | 65 |
| Win Rate, % | 14.47 |
| Expectancy per trade | 58.8607 |
| Max consecutive wins | 3 |
| Max consecutive losses | 34 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 79.51 |
| Position max, % of margin balance | 146.89 |
| Max Drawdown | 1416.56 |
| Max Drawdown, % | 30.22 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.9231 |
| Recovery Factor (Total PnL / Max DD) | 3.0206 |
| Sharpe ratio (monthly) | 1.5145 |
| Sortino ratio (monthly) | 4.2184 |
| CAGR, % | 99.16 |
| Calmar ratio (CAGR / Max DD%) | 3.2814 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 4473.41 | Fee: 170.02 | Vol: 472574.84
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": 11,
"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
}