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
2942.44
Total PnL
1942.44 (194.24%)
Total Trades (Win/Los)
38 (6/32)
Win Rate
15.79%
Max Drawdown
1214.76 (52.86%)
Total Fees
62.21
Position avg (max), %
85.44 (153.23)
Profit Factor
3.11
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 | 0.59% | 45.93% | 8.73% | -17.90% | 24.78% | -9.22% | -15.37% | 18.04% | -1.65% | 1.97% | 40.81% | -9.58% | 89.30% |
| 2025 | -1.37% | -21.07% | 16.37% | 1.19% | -23.79% | 2.28% | 41.61% | 19.40% | -6.34% | 11.17% | 17.15% | 0.53% | 48.17% |
| 2026 | 5.39% | 13.56% | -6.87% | 1.30% | -7.03% | 0.00% | — | — | — | — | — | — | 4.97% |
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 | 2942.44 |
| Min balance | 957.11 |
| Max balance | 3527.47 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 3.67 |
| Average monthly return (arithmetic), % | 5.02 |
| Best month, % | 45.93 |
| Worst month, % | -23.79 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 1942.44 |
| Total PnL, % | 194.24 |
| Gross profit | 2994.38 |
| Gross loss | 963.04 |
| Trading volume (USDT) | 172876.76 |
| Total transactions (buy/sell) | 39 |
| Total fees | 62.21 |
| Funding net | -26.70 |
| Funding accrued (received) | 82.64 |
| Funding paid | 109.34 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 6 |
| Los Trades | 32 |
| Win Rate, % | 15.79 |
| Expectancy per trade | 53.4565 |
| Max consecutive wins | 2 |
| Max consecutive losses | 18 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 85.44 |
| Position max, % of margin balance | 153.23 |
| Max Drawdown | 1214.76 |
| Max Drawdown, % | 52.86 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.1093 |
| Recovery Factor (Total PnL / Max DD) | 1.5990 |
| Sharpe ratio (monthly) | 1.0074 |
| Sortino ratio (monthly) | 2.1940 |
| CAGR, % | 56.35 |
| Calmar ratio (CAGR / Max DD%) | 1.0660 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2031.35 | Fee: 62.21 | Vol: 172876.76
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": 18,
"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
}