hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
1305.39
Total PnL
305.39 (30.54%)
Total Trades (Win/Los)
21 (14/7)
Win Rate
66.67%
Max Drawdown
247.32 (23.04%)
Total Fees
9.53
Position avg (max), %
10.24 (146.45)
Profit Factor
2.67
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 3.51% 1.01% 0.28% -0.62% 0.71% -0.33% -10.27% 16.17% -0.07% 4.02% -7.98% -0.37% 3.89%
2025 -0.05% 8.30% 0.38% 0.03% -0.64% 0.05% 4.68% 0.58% -0.22% 4.78% 0.70% 0.03% 19.78%
2026 0.43% 0.40% -0.11% 3.67% 0.52% 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 1305.39
Min balance 826.04
Max balance 1329.39
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.89
Average monthly return (arithmetic), % 0.99
Best month, % 16.17
Worst month, % -10.27
PnL, Volume & Fees
Metric Value
Total PnL 305.39
Total PnL, % 30.54
Gross profit 497.37
Gross loss 186.53
Trading volume (USDT) 26784.79
Total transactions (buy/sell) 22
Total fees 9.53
Funding net 4.08
Funding accrued (received) 8.52
Funding paid 4.43
Trades
Metric Value
Total Trades 21
Win Trades 14
Los Trades 7
Win Rate, % 66.67
Expectancy per trade 14.8020
Max consecutive wins 5
Max consecutive losses 2
Risk & Exposure
Metric Value
Position avg, % of margin balance 10.24
Position max, % of margin balance 146.45
Max Drawdown 247.32
Max Drawdown, % 23.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.6665
Recovery Factor (Total PnL / Max DD) 1.2348
Sharpe ratio (monthly) 0.7894
Sortino ratio (monthly) 1.4331
CAGR, % 11.67
Calmar ratio (CAGR / Max DD%) 0.5064
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 310.84 | Fee: 9.53 | Vol: 26784.79
Details
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  "name": "T",
  "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": 20,
    "detection": 6,
    "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
}