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
3305.75
Total PnL
2305.75 (230.58%)
Total Trades (Win/Los)
24 (8/16)
Win Rate
33.33%
Max Drawdown
818.28 (21.05%)
Total Fees
28.24
Position avg (max), %
76.51 (121.86)
Profit Factor
3.57
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 | -7.24% | 48.67% | 9.09% | -18.56% | 25.90% | -9.55% | -15.82% | 18.05% | -1.65% | -12.17% | 24.33% | -11.15% | 32.30% |
| 2025 | 1.83% | 23.90% | 7.61% | 0.60% | -12.02% | 1.00% | 31.24% | 16.36% | 1.37% | 1.78% | 17.18% | 0.53% | 125.25% |
| 2026 | 7.99% | 14.61% | -3.41% | 0.97% | -8.02% | 0.00% | — | — | — | — | — | — | 11.01% |
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 | 3305.75 |
| Min balance | 879.96 |
| Max balance | 3888.13 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 4.07 |
| Average monthly return (arithmetic), % | 5.11 |
| Best month, % | 48.67 |
| Worst month, % | -18.56 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2305.75 |
| Total PnL, % | 230.58 |
| Gross profit | 3269.31 |
| Gross loss | 915.61 |
| Trading volume (USDT) | 78569.44 |
| Total transactions (buy/sell) | 26 |
| Total fees | 28.24 |
| Funding net | -19.70 |
| Funding accrued (received) | 76.49 |
| Funding paid | 96.19 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 24 |
| Win Trades | 8 |
| Los Trades | 16 |
| Win Rate, % | 33.33 |
| Expectancy per trade | 98.0705 |
| Max consecutive wins | 3 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 76.51 |
| Position max, % of margin balance | 121.86 |
| Max Drawdown | 818.28 |
| Max Drawdown, % | 21.05 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.5706 |
| Recovery Factor (Total PnL / Max DD) | 2.8178 |
| Sharpe ratio (monthly) | 1.1641 |
| Sortino ratio (monthly) | 2.7617 |
| CAGR, % | 64.07 |
| Calmar ratio (CAGR / Max DD%) | 3.0444 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2353.69 | Fee: 28.24 | Vol: 78569.44
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": 14,
"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
}