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

1363.94

Total PnL

363.94 (36.39%)

Total Trades (Win/Los)

12 (7/5)

Win Rate

58.33%

Max Drawdown

237.64 (20.28%)

Total Fees

3.04

Position avg (max), %

28.88 (45.47)

Profit Factor

3.18

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	-6.23%	14.56%	3.53%	-7.59%	9.34%	-3.96%	-10.37%	7.56%	-0.76%	-3.68%	14.18%	-4.08%	8.90%
2025	-0.13%	9.87%	3.54%	0.29%	-5.84%	0.45%	6.66%	6.48%	-1.00%	-6.81%	7.07%	0.24%	21.19%
2026	4.04%	3.60%	-0.93%	-0.03%	-3.17%	0.00%	—	—	—	—	—	—	3.37%

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	1363.94
Min balance	923.31
Max balance	1446.67

Monthly Performance

Metric	Value
Average monthly return (geometric), %	1.04
Average monthly return (arithmetic), %	1.23
Best month, %	14.56
Worst month, %	-10.37

PnL, Volume & Fees

Metric	Value
Total PnL	363.94
Total PnL, %	36.39
Gross profit	540.52
Gross loss	169.77
Trading volume (USDT)	8469.76
Total transactions (buy/sell)	14
Total fees	3.04
Funding net	-3.77
Funding accrued (received)	17.99
Funding paid	21.76

Trades

Metric	Value
Total Trades	12
Win Trades	7
Los Trades	5
Win Rate, %	58.33
Expectancy per trade	30.8962
Max consecutive wins	5
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	28.88
Position max, % of margin balance	45.47
Max Drawdown	237.64
Max Drawdown, %	20.28

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	3.1839
Recovery Factor (Total PnL / Max DD)	1.5315
Sharpe ratio (monthly)	0.6885
Sortino ratio (monthly)	1.2572
CAGR, %	13.72
Calmar ratio (CAGR / Max DD%)	0.6763

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 370.75 | Fee: 3.04 | Vol: 8469.76

Realized PnL by Symbol

Details

{
  "name": "3",
  "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": 14,
    "detection": 8,
    "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 12:08:00	ETHUSDT	1	sell	opened	0.14	2179.23700	0.109833544800	0	999.890166455200	-0.14	short	305.0931800
2024-01-03 12:08:00	ETHUSDT	2	buy	closed	0.14	2196.3984705	0.10762352505450	-2.402605870	997.37993706014550	0		307.495785870
2024-01-08 02:52:00	ETHUSDT	3	sell	opened	0.15	2179.23700	0.117678798000	0	997.26225826214550	-0.15	short	326.8855500
2024-01-10 15:10:00	ETHUSDT	4	buy	reversed	0.28	2435.8122360	0.24552987338880	-38.486285400	958.63918454375670	0.13	long	682.027426080
2024-07-05 04:17:00	ETHUSDT	5	sell	reversed	0.23	2857.7894235	0.23662496426580	54.857034375	1003.35643660599090	-0.10	short	657.291567405
2024-10-20 22:02:00	ETHUSDT	6	buy	reversed	0.22	2728.9147860	0.21613005105120	12.887463750	1019.98535861993970	0.12	long	600.361252920
2025-01-08 06:39:00	ETHUSDT	7	sell	reversed	0.22	3311.1207020	0.26224075959840	69.864709920	1085.36967772034130	-0.10	short	728.446554440
2025-07-09 19:52:00	ETHUSDT	8	buy	reversed	0.22	2784.7843335	0.22055491921320	52.633636850	1143.68905996112810	0.12	long	612.652553370
2025-09-22 05:59:00	ETHUSDT	9	sell	reversed	0.20	4231.4684675	0.30466572966000	173.602096080	1312.08822601946810	-0.08	short	846.293693500
2025-10-06 14:03:00	ETHUSDT	10	buy	reversed	0.17	4645.3352985	0.28429452026820	-33.109346480	1279.34890211919990	0.09	long	789.707000745
2025-10-10 19:29:00	ETHUSDT	11	sell	reversed	0.19	3959.5936570	0.27083620613880	-61.716747735	1217.12665785706110	-0.10	short	752.322794830
2026-04-07 22:55:00	ETHUSDT	12	buy	reversed	0.28	2198.9793735	0.22165712084880	176.061428350	1399.78056574121230	0.18	long	615.714224580
2026-05-23 07:50:00	ETHUSDT	13	sell	reversed	0.40	2009.8063215	0.28941211029600	-34.051149360	1362.93097070791630	-0.22	short	803.922528600
2026-06-01 00:00:00	ETHUSDT	15	buy	closed	0.22	2007.0122085	0.15453994005450	0.614704860	1363.94014349386180	0		441.542685870

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	12	58.33%	3.18	370.75	3.04	8469.76	28.88%	45.47%

Run Tag: run_248_of_380
Run Parameters:
settings[*].zigzag.detection=8, settings[*].zigzag.length=14
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