hb/tester/1

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

Pairs

Initial Balance

1000.00

Final Balance

1720.25

Total PnL

720.25 (72.02%)

Total Trades (Win/Los)

15 (10/5)

Win Rate

66.67%

Max Drawdown

194.19 (16.74%)

Total Fees

4.25

Position avg (max), %

29.45 (48.79)

Profit Factor

4.41

Duration (days)

882.0

Equity Curve (Margin balance)

Y scale not from zero

Monthly Returns Heatmap (%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2024	-7.38%	14.74%	3.56%	-6.66%	0.47%	-4.72%	2.00%	6.56%	-2.68%	-1.07%	13.70%	-5.45%	10.63%
2025	0.45%	9.66%	3.47%	0.28%	9.06%	-3.39%	7.00%	7.58%	-1.64%	1.88%	5.09%	0.18%	46.24%
2026	-0.94%	5.56%	-2.71%	2.00%	2.49%	0.00%	—	—	—	—	—	—	6.35%

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	1720.25
Min balance	911.80
Max balance	1729.69

Monthly Performance

Metric	Value
Average monthly return (geometric), %	1.83
Average monthly return (arithmetic), %	1.97
Best month, %	14.74
Worst month, %	-7.38

PnL, Volume & Fees

Metric	Value
Total PnL	720.25
Total PnL, %	72.02
Gross profit	945.51
Gross loss	214.60
Trading volume (USDT)	11823.73
Total transactions (buy/sell)	16
Total fees	4.25
Funding net	-6.41
Funding accrued (received)	19.18
Funding paid	25.59

Trades

Metric	Value
Total Trades	15
Win Trades	10
Los Trades	5
Win Rate, %	66.67
Expectancy per trade	48.7270
Max consecutive wins	4
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	29.45
Position max, % of margin balance	48.79
Max Drawdown	194.19
Max Drawdown, %	16.74

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	4.4059
Recovery Factor (Total PnL / Max DD)	3.7089
Sharpe ratio (monthly)	1.2494
Sortino ratio (monthly)	2.7737
CAGR, %	25.19
Calmar ratio (CAGR / Max DD%)	1.5048

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 730.90 | Fee: 4.25 | Vol: 11823.73

Realized PnL by Symbol

Details

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  "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": 33.0,
    "balance_percentage_short": 33.0,
    "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": 20,
    "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
}

Timestamp	Symbol	Order ID	Side	Action	Size	Price	Fee	PnL	Balance	Post Size	Post Side	Cost
2024-01-03 12:09:00	ETHUSDT	2	sell	opened	0.15	2116.3690115	0.11428392662100	0	999.88571607337900	-0.15	short	317.455351725
2024-01-10 15:39:00	ETHUSDT	1	buy	reversed	0.28	2453.358375	0.2472985242000	-50.548404525	949.41065057917900	0.13	long	686.94034500
2024-04-13 19:54:00	ETHUSDT	3	sell	reversed	0.23	3055.1003405	0.25296230819340	78.226455515	1022.33996198098560	-0.10	short	702.673078315
2024-05-20 19:30:00	ETHUSDT	4	buy	reversed	0.20	3364.6372110	0.24225387919200	-30.953687050	992.67712393679360	0.10	long	672.927442200
2024-06-18 01:44:00	ETHUSDT	5	sell	reversed	0.19	3355.6950955	0.22952954453220	-0.894211550	990.13257588226140	-0.09	short	637.582068145
2024-09-23 16:06:00	ETHUSDT	6	buy	reversed	0.21	2699.94465	0.204115815540	59.017540095	1052.38084878022140	0.12	long	566.9883765
2024-12-20 10:05:00	ETHUSDT	7	sell	reversed	0.22	3252.3012960	0.25758226264320	66.282797520	1114.11850221557820	-0.10	short	715.506285120
2025-05-08 03:41:00	ETHUSDT	8	buy	reversed	0.29	1873.4354730	0.19558666338120	137.886582300	1256.44871822219700	0.19	long	543.296287170
2025-06-20 17:37:00	ETHUSDT	9	sell	reversed	0.36	2379.5768565	0.30839316060240	96.166862865	1349.45286806759460	-0.17	short	856.647668340
2025-07-09 19:52:00	ETHUSDT	10	buy	reversed	0.33	2784.7843335	0.33083237881980	-68.885271090	1281.31085298027480	0.16	long	918.978830055
2025-09-22 05:59:00	ETHUSDT	11	sell	reversed	0.25	4208.52650	0.378767385000	227.798746640	1502.19981317927480	-0.09	short	1052.1316250
2026-01-13 22:10:00	ETHUSDT	12	buy	reversed	0.24	3309.15780	0.285911233920	80.9431830	1587.64235118635480	0.15	long	794.1978720
2026-01-21 16:44:00	ETHUSDT	13	sell	reversed	0.33	2887.0191895	0.34297787971260	-63.320791575	1523.45422391164220	-0.18	short	952.716332535
2026-03-04 15:58:00	ETHUSDT	14	buy	reversed	0.41	2149.75215	0.317303417340	132.708067110	1658.10775144030220	0.23	long	881.3983815
2026-05-15 13:51:00	ETHUSDT	15	sell	reversed	0.47	2218.3033220	0.37533692208240	15.766769560	1668.57456879421980	-0.24	short	1042.602561340
2026-06-01 00:00:00	ETHUSDT	17	buy	closed	0.24	2007.0122085	0.16858902551400	50.709867240	1720.24735296470580	0		481.682930040

Name	maxMktOrderQty	leverage_max	lotSize	current price	maxMktOrderQty * current price (USDT)	lotSize * current price (USDT)
ETHUSDT	2000.00	100.00	0.01	2006.31	4012620.00	20.0631

Symbol	Strategy	Trades	Win Rate	Profit Factor	PnL	Fee	Volume (USDT)	Pos Avg %	Pos Max %
ETHUSDT	zigzag	15	66.67%	4.41	730.90	4.25	11823.73	29.45%	48.79%

Run Tag: run_060_of_380
Run Parameters:
settings[*].zigzag.detection=20, settings[*].zigzag.length=4
config_tester.json:
{
  "name_comment": "zz-eth-1d-notp",
  "InitialBalance": 1000.0,
  "StartDate": "2024-01-01T00:00:00",
  "EndDate": "2026-06-01T00:00:00",
  "WarmupDays": 22,
  "MakerFee": 0.00036,
  "TakerFee": 0.00035,
  "SlippagePercent": 0.00035,
  "FundingRate": 0.000045,
  "FundingIntervalHours": 8,
  "UpdateData": true,
  "LimitOrderVolumeCheck": false,
  "use_logger": false,
  "max_parallel_runs": 10,
  "parameter_mining": [
    {
      "name": "settings[*].zigzag.length",
      "start": 2.0,
      "end": 20.0,
      "step": 1.0,
      "values": []
    },
    {
      "name": "settings[*].zigzag.detection",
      "start": 1.0,
      "end": 20.0,
      "step": 1.0,
      "values": []
    }
  ],
  "report": {
    "chart_ohlc_height": 550,
    "chart_balance_height": 550,
    "chart_position_height": 550,
    "include_chart_ohlc": true,
    "include_chart_balance": true,
    "include_chart_position": true,
    "include_strategy_settings": true,
    "include_trades_table": true,
    "include_summary_table": true,
    "include_monthly_returns_heatmap": true,
    "include_position_stats": true,
    "enable_timing_logs": false
  },
  "report_optimizer": {
    "chart_height": 550,
    "z_parameters": [
      "TotalPnLPercent",
      "MaxDrawdownPercent",
      "ProfitFactor",
      "WinRate",
      "TotalFees",
      "PositionAvgPercent",
      "PositionMaxPercent",
      "TotalTrades"
    ]
  }
}

------------
{
  "profit": 1.0,
  "loss": 1.0,
  "size": 0.99,
  "each": false
}

------------
risk_multiplier: 1