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
53823.00
Total PnL
52823.00 (5282.30%)
Total Trades (Win/Los)
4 (2/2)
Win Rate
50.00%
Max Drawdown
119361.92 (77.08%)
Total Fees
21.25
Position avg (max), %
85.06 (149.04)
Profit Factor
336.84
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% -0.10% 33.61% 231.39% 1290.75% 39.77% -31.13% — — — — — 5282.30%
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 53823.00
Min balance 737.70
Max balance 154846.12
Monthly Performance
Metric Value
Average monthly return (geometric), % 76.72
Average monthly return (arithmetic), % 222.17
Best month, % 1290.75
Worst month, % -31.13
PnL, Volume & Fees
Metric Value
Total PnL 52823.00
Total PnL, % 5282.30
Gross profit 53447.97
Gross loss 158.67
Trading volume (USDT) 59017.17
Total transactions (buy/sell) 5
Total fees 21.25
Funding net -445.05
Funding accrued (received) 3.65
Funding paid 448.70
Trades
Metric Value
Total Trades 4
Win Trades 2
Los Trades 2
Win Rate, % 50.00
Expectancy per trade 13322.3247
Max consecutive wins 2
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 85.06
Position max, % of margin balance 149.04
Max Drawdown 119361.92
Max Drawdown, % 77.08
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 336.8404
Risk/Reward (avg win/avg loss) 336.8404
Recovery Factor (Total PnL / Max DD) 0.4425
Sharpe ratio (monthly) 1.7347
Sortino ratio (monthly) 62.7841
CAGR, % 99055.70
Calmar ratio (CAGR / Max DD%) 1285.0322
Open Positions Size (USDT)
Strategy Charts
LABUSDT 1d zigzag | PnL: 53289.30 | Fee: 21.25 | Vol: 59017.17
Details
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  "description": "",
  "tg_notification": {
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    "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": {
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      "signal_symbol": ""
    }
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  "basic": {
    "strategy": "zigzag",
    "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": 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,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}