hb/tester/1

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

Pairs

Initial Balance

1000.00

Final Balance

1220.70

Total PnL

220.70 (22.07%)

Total Trades (Win/Los)

27 (22/5)

Win Rate

81.48%

Max Drawdown

357.36 (29.67%)

Total Fees

11.02

Position avg (max), %

13.42 (164.90)

Profit Factor

1.67

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	5.60%	0.99%	0.27%	3.52%	2.89%	-0.30%	-14.54%	21.76%	-3.89%	-3.50%	-19.00%	-0.43%	-11.60%
2025	3.85%	1.17%	0.46%	0.04%	3.55%	4.75%	3.88%	0.64%	3.49%	0.29%	0.79%	0.03%	25.28%
2026	0.48%	0.44%	3.23%	0.12%	5.66%	0.00%	—	—	—	—	—	—	10.23%

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	1220.70
Min balance	841.54
Max balance	1221.08

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.67
Average monthly return (arithmetic), %	0.88
Best month, %	21.76
Worst month, %	-19.00

PnL, Volume & Fees

Metric	Value
Total PnL	220.70
Total PnL, %	22.07
Gross profit	576.49
Gross loss	344.32
Trading volume (USDT)	30979.24
Total transactions (buy/sell)	29
Total fees	11.02
Funding net	-0.45
Funding accrued (received)	7.97
Funding paid	8.42

Trades

Metric	Value
Total Trades	27
Win Trades	22
Los Trades	5
Win Rate, %	81.48
Expectancy per trade	8.5989
Max consecutive wins	8
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	13.42
Position max, % of margin balance	164.90
Max Drawdown	357.36
Max Drawdown, %	29.67

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.6743
Recovery Factor (Total PnL / Max DD)	0.6176
Sharpe ratio (monthly)	0.4742
Sortino ratio (monthly)	0.6780
CAGR, %	8.61
Calmar ratio (CAGR / Max DD%)	0.2901

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 232.17 | Fee: 11.02 | Vol: 30979.24

Realized PnL by Symbol

Details

{
  "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": 8,
    "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	1	sell	opened	0.45	2115.059470	0.3426396341400	0	999.6573603658600	-0.45	short	951.77676150
2024-01-03 12:09:00	ETHUSDT	2	buy	closed	0.45	2070.0842760	0.32603827347000	20.238837300	1019.57015939239000	0		931.537924200
2024-01-10 15:39:00	ETHUSDT	4	buy	opened	0.41	2453.358375	0.3621156961500	0	1019.20804369624000	0.41	long	1005.87693375
2024-01-10 22:35:00	ETHUSDT	5	sell	decreased	0.40	2550.8169015	0.35711436621000	38.983410600	1057.78919444053000	0.01	long	1020.326760600
2024-04-13 19:54:00	ETHUSDT	3	sell	reversed	0.35	3055.1003405	0.38494264290300	6.017419655	1063.03475857712700	-0.34	short	1069.285119175
2024-04-13 20:07:00	ETHUSDT	7	buy	decreased	0.33	2922.122385	0.3375051354675	43.882725315	1106.57997875665950	-0.01	short	964.30038705
2024-05-20 21:55:00	ETHUSDT	6	buy	reversed	0.31	3621.2569965	0.40413228080940	-5.661566560	1100.66759020435010	0.30	long	1122.589668915
2024-05-21 11:12:00	ETHUSDT	9	sell	decreased	0.29	3750.6967965	0.38069572484475	37.537542000	1137.72532852450535	0.01	long	1087.702070985
2024-07-05 04:19:00	ETHUSDT	8	sell	reversed	0.40	2813.5948970	0.40515766516800	-8.076620995	1129.02639640183735	-0.39	short	1125.437958800
2024-08-04 17:43:00	ETHUSDT	11	buy	decreased	0.38	2695.7831940	0.35853916480200	44.768447140	1178.65224317653535	-0.01	short	1024.397613720
2024-09-23 16:06:00	ETHUSDT	10	buy	reversed	0.44	2699.94465	0.427671232560	1.136502470	1179.53060587497535	0.43	long	1187.9756460
2024-11-04 21:24:00	ETHUSDT	12	sell	reversed	0.91	2379.9767165	0.77968037232540	-137.586211405	1034.96632066414995	-0.48	short	2165.778812015
2024-11-07 01:12:00	ETHUSDT	13	buy	reversed	0.85	2771.6397345	0.84812175875700	-187.998248640	846.50144600939295	0.37	long	2355.893774325
2024-11-07 02:52:00	ETHUSDT	15	sell	decreased	0.36	2861.798020	0.3605865505200	32.456982780	878.59784223887295	0.01	long	1030.24728720
2025-01-13 11:32:00	ETHUSDT	14	sell	reversed	0.29	3098.91500	0.323526726000	3.272752655	881.23155918187295	-0.28	short	898.6853500
2025-01-13 14:34:00	ETHUSDT	17	buy	decreased	0.27	2954.5837425	0.27920816366625	38.969439525	919.92179054320670	-0.01	short	797.737610475
2025-05-08 21:17:00	ETHUSDT	16	buy	reversed	0.43	2211.77385	0.342382591980	8.8714115	928.80622470372670	0.42	long	951.0627555
2025-05-09 07:12:00	ETHUSDT	19	sell	decreased	0.41	2296.9058015	0.32960598251525	34.904100115	963.33908421521145	0.01	long	941.731378615
2025-06-20 17:37:00	ETHUSDT	18	sell	reversed	0.41	2379.5768565	0.35122554401940	1.678030065	964.51844457119205	-0.40	short	975.626511165
2025-06-21 21:31:00	ETHUSDT	21	buy	decreased	0.39	2254.0786515	0.30768173592975	48.944299950	1013.28558762526230	-0.01	short	879.090674085
2025-07-10 21:23:00	ETHUSDT	20	buy	reversed	0.36	2879.5474890	0.37318935457440	-4.999706325	1007.97635718518790	0.35	long	1036.637096040
2025-07-10 21:53:00	ETHUSDT	23	sell	decreased	0.34	2985.1448335	0.35523223518650	35.903097130	1043.52422208000140	0.01	long	1014.949243390
2025-09-22 05:59:00	ETHUSDT	22	sell	reversed	0.25	4208.52650	0.378767385000	13.289790110	1056.03080280500140	-0.24	short	1052.1316250
2025-09-25 03:26:00	ETHUSDT	25	buy	decreased	0.23	4041.1639125	0.32531369495625	38.493395125	1094.60470125504515	-0.01	short	929.467699875
2026-03-13 13:19:00	ETHUSDT	24	buy	reversed	0.51	2199.76965	0.403877707740	20.0875685	1114.98854449130515	0.50	long	1121.8825215
2026-03-16 05:58:00	ETHUSDT	27	sell	decreased	0.49	2282.6707855	0.39147803971325	40.621556395	1154.83963892159190	0.01	long	1118.508684895
2026-05-15 13:51:00	ETHUSDT	26	sell	reversed	0.52	2218.3033220	0.41526638187840	0.185336720	1154.42787417771350	-0.51	short	1153.517727440
2026-05-17 23:41:00	ETHUSDT	29	buy	decreased	0.50	2090.031255	0.3657554696250	64.136033500	1218.55086846308850	-0.01	short	1045.01562750
2026-06-01 00:00:00	ETHUSDT	30	buy	closed	0.01	2007.0122085	0.00702454272975	2.112911135	1220.69698513185875	0		20.070122085

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	27	81.48%	1.67	232.17	11.02	30979.24	13.42%	164.90%

Run Tag: run_140_of_380
Run Parameters:
settings[*].zigzag.detection=20, settings[*].zigzag.length=8
config_tester.json:
{
  "name_comment": "zz-eth-1d",
  "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": 6,
  "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": 1.04,
  "loss": 1.0,
  "size": 0.99,
  "each": false
}

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