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
6962.30
Total PnL
5962.30 (596.23%)
Total Trades (Win/Los)
12 (5/7)
Win Rate
41.67%
Max Drawdown
4620.88 (93.40%)
Total Fees
15.69
Position avg (max), %
97.91 (895.27)
Profit Factor
5.82
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 1.13% -1.30% -1.20% 6.09% -10.77% 1.25% 638.14% — — — — — 597.72%
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 6962.30
Min balance 213.28
Max balance 8545.88
Monthly Performance
Metric Value
Average monthly return (geometric), % 31.99
Average monthly return (arithmetic), % 90.48
Best month, % 638.14
Worst month, % -10.77
PnL, Volume & Fees
Metric Value
Total PnL 5962.30
Total PnL, % 596.23
Gross profit 7229.35
Gross loss 1241.90
Trading volume (USDT) 30304.33
Total transactions (buy/sell) 13
Total fees 15.69
Funding net -9.46
Funding accrued (received) 12.38
Funding paid 21.84
Trades
Metric Value
Total Trades 12
Win Trades 5
Los Trades 7
Win Rate, % 41.67
Expectancy per trade 498.9540
Max consecutive wins 1
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 97.91
Position max, % of margin balance 895.27
Max Drawdown 4620.88
Max Drawdown, % 93.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 5.8212
Risk/Reward (avg win/avg loss) 8.1497
Recovery Factor (Total PnL / Max DD) 1.2903
Sharpe ratio (monthly) 1.4015
Sortino ratio (monthly) 76.0074
CAGR, % 2776.14
Calmar ratio (CAGR / Max DD%) 29.7228
Open Positions Size (USDT)
Strategy Charts
AKEUSDT 1d zigzag | PnL: 5987.45 | Fee: 15.69 | Vol: 30304.33
Details
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  "description": "",
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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": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "AKEUSDT",
    "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": 4,
    "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
}