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
7085.27
Total PnL
6085.27 (608.53%)
Total Trades (Win/Los)
10 (4/6)
Win Rate
40.00%
Max Drawdown
5089.20 (93.90%)
Total Fees
15.19
Position avg (max), %
102.06 (874.02)
Profit Factor
6.48
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 2.14% -1.70% 22.37% 8.78% -25.13% -2.81% 630.12% — — — — — 610.05%
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 7085.27
Min balance 218.62
Max balance 8697.22
Monthly Performance
Metric Value
Average monthly return (geometric), % 32.32
Average monthly return (arithmetic), % 90.54
Best month, % 630.12
Worst month, % -25.13
PnL, Volume & Fees
Metric Value
Total PnL 6085.27
Total PnL, % 608.53
Gross profit 7222.72
Gross loss 1115.24
Trading volume (USDT) 28664.35
Total transactions (buy/sell) 11
Total fees 15.19
Funding net -7.03
Funding accrued (received) 14.10
Funding paid 21.13
Trades
Metric Value
Total Trades 10
Win Trades 4
Los Trades 6
Win Rate, % 40.00
Expectancy per trade 610.7480
Max consecutive wins 2
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 102.06
Position max, % of margin balance 874.02
Max Drawdown 5089.20
Max Drawdown, % 93.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 6.4764
Risk/Reward (avg win/avg loss) 9.7146
Recovery Factor (Total PnL / Max DD) 1.1957
Sharpe ratio (monthly) 1.4212
Sortino ratio (monthly) 32.7406
CAGR, % 2864.65
Calmar ratio (CAGR / Max DD%) 30.5071
Open Positions Size (USDT)
Strategy Charts
AKEUSDT 1d zigzag | PnL: 6107.48 | Fee: 15.19 | Vol: 28664.35
Details
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  "description": "",
  "tg_notification": {
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    "notification_position": true,
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    "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": 5,
    "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
}