hb/tester/ver.2026/08/09/backtest_results: 2026-01-01 - 2026-07-31 | zz-1d-ls | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
50007.17
Total PnL
49007.17 (4900.72%)
Total Trades (Win/Los)
4 (2/2)
Win Rate
50.00%
Max Drawdown
112539.49 (77.14%)
Total Fees
19.94
Position avg (max), %
88.47 (149.04)
Profit Factor
202.68
Duration (days)
211.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 -9.11% -17.73% 38.48% 255.58% 1328.71% 39.86% -32.03% — — — — — 4900.72%
Report Statistics
Period & Scope
Metric Value
Report range 2026-01-01 - 2026-07-31
Days in test 211.0
Months in test 7
Months with data 7
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 50007.17
Min balance 620.69
Max balance 145887.23
Monthly Performance
Metric Value
Average monthly return (geometric), % 74.87
Average monthly return (arithmetic), % 229.11
Best month, % 1328.71
Worst month, % -32.03
PnL, Volume & Fees
Metric Value
Total PnL 49007.17
Total PnL, % 4900.72
Gross profit 49691.27
Gross loss 245.17
Trading volume (USDT) 55388.11
Total transactions (buy/sell) 5
Total fees 19.94
Funding net -418.98
Funding accrued (received) 3.86
Funding paid 422.85
Trades
Metric Value
Total Trades 4
Win Trades 2
Los Trades 2
Win Rate, % 50.00
Expectancy per trade 12361.5244
Max consecutive wins 2
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.47
Position max, % of margin balance 149.04
Max Drawdown 112539.49
Max Drawdown, % 77.14
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 202.6778
Risk/Reward (avg win/avg loss) 202.6778
Recovery Factor (Total PnL / Max DD) 0.4355
Sharpe ratio (monthly) 1.7332
Sortino ratio (monthly) 55.6624
CAGR, % 87204.57
Calmar ratio (CAGR / Max DD%) 1130.4506
Open Positions Size (USDT)
Strategy Charts
LABUSDT 1d zigzag | PnL: 49446.10 | Fee: 19.94 | Vol: 55388.11
Details
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  "description": "",
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    "notification_position": true,
    "notification_zz_new_level": false,
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  },
  "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": {
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    }
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  "basic": {
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    "symbol": "LABUSDT",
    "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": 7,
    "detection": 4,
    "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,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}