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

1118.14

Total PnL

118.14 (11.81%)

Total Trades (Win/Los)

12 (5/7)

Win Rate

41.67%

Max Drawdown

285.55 (24.04%)

Total Fees

2.75

Position avg (max), %

31.31 (46.96)

Profit Factor

1.52

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%	-3.18%	14.10%	-4.06%	9.42%
2025	-0.55%	-8.92%	5.55%	0.44%	-8.96%	0.72%	6.24%	7.26%	-1.14%	-6.77%	6.87%	0.23%	-0.93%
2026	3.93%	3.51%	-0.91%	0.00%	-3.22%	0.00%	—	—	—	—	—	—	3.18%

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	1118.14
Min balance	902.07
Max balance	1187.62

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.37
Average monthly return (arithmetic), %	0.57
Best month, %	14.56
Worst month, %	-10.37

PnL, Volume & Fees

Metric	Value
Total PnL	118.14
Total PnL, %	11.81
Gross profit	370.59
Gross loss	244.15
Trading volume (USDT)	7667.28
Total transactions (buy/sell)	14
Total fees	2.75
Funding net	-5.55
Funding accrued (received)	16.72
Funding paid	22.27

Trades

Metric	Value
Total Trades	12
Win Trades	5
Los Trades	7
Win Rate, %	41.67
Expectancy per trade	10.5371
Max consecutive wins	2
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	31.31
Position max, % of margin balance	46.96
Max Drawdown	285.55
Max Drawdown, %	24.04

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.5179
Recovery Factor (Total PnL / Max DD)	0.4137
Sharpe ratio (monthly)	0.3117
Sortino ratio (monthly)	0.5049
CAGR, %	4.73
Calmar ratio (CAGR / Max DD%)	0.1968

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 126.45 | Fee: 2.75 | Vol: 7667.28

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": 15,
    "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 14:19:00	ETHUSDT	6	buy	reversed	0.22	2705.3165295	0.21426106913640	15.247289400	1022.33487980685450	0.12	long	595.169636490
2025-02-03 02:07:00	ETHUSDT	7	sell	reversed	0.25	2355.0054595	0.21195049135500	-42.037328400	974.47992252949950	-0.13	short	588.751364875
2025-07-09 19:52:00	ETHUSDT	8	buy	reversed	0.24	2784.7843335	0.24060536641440	-55.871253620	924.55892373808510	0.11	long	668.348240040
2025-09-22 05:59:00	ETHUSDT	9	sell	reversed	0.18	4231.4684675	0.27419915669400	159.135254740	1078.92990372039110	-0.07	short	761.664324150
2025-10-06 14:03:00	ETHUSDT	10	buy	reversed	0.14	4645.3352985	0.23412489904440	-28.970678170	1050.29762811384670	0.07	long	650.346941790
2025-10-10 19:29:00	ETHUSDT	11	sell	reversed	0.15	3959.5936570	0.21381805747800	-48.001914905	1001.89938156836870	-0.08	short	593.939048550
2026-04-07 22:55:00	ETHUSDT	12	buy	reversed	0.23	2198.9793735	0.18207549212580	140.849142680	1148.01775808024290	0.15	long	505.765255905
2026-05-23 07:50:00	ETHUSDT	13	sell	reversed	0.33	2009.8063215	0.23876499099420	-28.375957800	1117.31217398674870	-0.18	short	663.236086095
2026-06-01 00:00:00	ETHUSDT	15	buy	closed	0.18	2007.0122085	0.12644176913550	0.502940340	1118.13786081161320	0		361.262197530

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	41.67%	1.52	126.45	2.75	7667.28	31.31%	46.96%

Run Tag: run_268_of_380
Run Parameters:
settings[*].zigzag.detection=8, settings[*].zigzag.length=15
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