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

1204.86

Total PnL

204.86 (20.49%)

Total Trades (Win/Los)

27 (22/5)

Win Rate

81.48%

Max Drawdown

357.36 (29.92%)

Total Fees

10.93

Position avg (max), %

10.58 (165.13)

Profit Factor

1.60

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%	3.41%	2.90%	-0.30%	-14.55%	21.79%	-0.07%	-7.93%	-19.28%	-0.44%	-12.71%
2025	3.73%	1.19%	0.46%	0.04%	3.86%	4.67%	3.82%	0.65%	3.53%	0.29%	0.80%	0.03%	25.45%
2026	0.49%	0.45%	2.95%	0.13%	5.74%	0.00%	—	—	—	—	—	—	10.02%

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	1204.86
Min balance	837.21
Max balance	1205.24

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.62
Average monthly return (arithmetic), %	0.84
Best month, %	21.79
Worst month, %	-19.28

PnL, Volume & Fees

Metric	Value
Total PnL	204.86
Total PnL, %	20.49
Gross profit	567.39
Gross loss	355.32
Trading volume (USDT)	30704.49
Total transactions (buy/sell)	29
Total fees	10.93
Funding net	3.72
Funding accrued (received)	8.20
Funding paid	4.48

Trades

Metric	Value
Total Trades	27
Win Trades	22
Los Trades	5
Win Rate, %	81.48
Expectancy per trade	7.8543
Max consecutive wins	8
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	10.58
Position max, % of margin balance	165.13
Max Drawdown	357.36
Max Drawdown, %	29.92

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.5968
Recovery Factor (Total PnL / Max DD)	0.5733
Sharpe ratio (monthly)	0.4465
Sortino ratio (monthly)	0.6270
CAGR, %	8.02
Calmar ratio (CAGR / Max DD%)	0.2682

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 212.07 | Fee: 10.93 | Vol: 30704.49

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": 9,
    "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
2024-04-12 18:33:00	ETHUSDT	3	sell	reversed	0.33	3201.0892265	0.38028940010820	7.477308515	1064.50369285542180	-0.32	short	1056.359444745
2024-04-13 19:54:00	ETHUSDT	7	buy	decreased	0.31	3073.2552630	0.33344819603550	39.628528685	1103.93932296038630	-0.01	short	952.709131530
2024-05-20 21:55:00	ETHUSDT	6	buy	reversed	0.31	3621.2569965	0.40413228080940	-4.201677700	1099.48682326807690	0.30	long	1122.589668915
2024-05-21 11:12:00	ETHUSDT	9	sell	decreased	0.29	3750.6967965	0.38069572484475	37.537542000	1136.54456158823215	0.01	long	1087.702070985
2024-07-05 04:19:00	ETHUSDT	8	sell	reversed	0.40	2813.5948970	0.40515766516800	-8.076620995	1127.84562946556415	-0.39	short	1125.437958800
2024-08-04 17:43:00	ETHUSDT	11	buy	decreased	0.38	2695.7831940	0.35853916480200	44.768447140	1177.47147624026215	-0.01	short	1024.397613720
2024-10-20 22:02:00	ETHUSDT	10	buy	reversed	0.44	2728.9147860	0.43226010210240	0.846801110	1178.14803405915975	0.43	long	1200.722505840
2024-11-04 21:24:00	ETHUSDT	12	sell	reversed	0.91	2379.9767165	0.77968037232540	-150.043369885	1025.10346041833435	-0.48	short	2165.778812015
2024-11-07 01:12:00	ETHUSDT	13	buy	reversed	0.85	2771.6397345	0.84812175875700	-187.998248640	836.63858576357735	0.37	long	2355.893774325
2024-11-07 02:50:00	ETHUSDT	15	sell	decreased	0.36	2858.5391610	0.36017593428600	31.283793540	867.56220336929135	0.01	long	1029.074097960
2025-01-13 11:32:00	ETHUSDT	14	sell	reversed	0.28	3098.91500	0.312370632000	3.272752655	870.20707640629135	-0.27	short	867.6962000
2025-01-13 14:34:00	ETHUSDT	17	buy	decreased	0.26	2954.5837425	0.26886712056750	37.526126950	907.46433623572385	-0.01	short	768.191773050
2025-05-08 20:39:00	ETHUSDT	16	buy	reversed	0.43	2152.2330180	0.33316567118640	9.466819820	916.95339563703745	0.42	long	925.460197740
2025-05-09 01:16:00	ETHUSDT	19	sell	decreased	0.41	2240.3456045	0.32148959424575	36.126160465	952.71643188679170	0.01	long	918.541697845
2025-06-20 17:37:00	ETHUSDT	18	sell	reversed	0.40	2379.5768565	0.34265906733600	2.273438385	954.49976703945570	-0.39	short	951.830742600
2025-06-21 21:31:00	ETHUSDT	21	buy	decreased	0.38	2254.0786515	0.29979246064950	47.689317900	1002.01655419780620	-0.01	short	856.549887570
2025-07-10 21:23:00	ETHUSDT	20	buy	reversed	0.35	2879.5474890	0.36282298361400	-4.999706325	996.71769012869220	0.34	long	1007.841621150
2025-07-10 21:53:00	ETHUSDT	23	sell	decreased	0.33	2985.1448335	0.34478422826925	34.847123685	1031.22002958542295	0.01	long	985.097795055
2025-09-22 05:59:00	ETHUSDT	22	sell	reversed	0.25	4208.52650	0.378767385000	13.289790110	1043.72661031042295	-0.24	short	1052.1316250
2025-09-25 03:26:00	ETHUSDT	25	buy	decreased	0.23	4041.1639125	0.32531369495625	38.493395125	1082.30050876046670	-0.01	short	929.467699875
2026-03-13 13:19:00	ETHUSDT	24	buy	reversed	0.50	2199.76965	0.395958537000	20.0875685	1102.69227116746670	0.49	long	1099.8848250
2026-03-16 12:04:00	ETHUSDT	27	sell	decreased	0.48	2277.0927385	0.38255158006800	37.115082480	1139.00370748439870	0.01	long	1093.004514480
2026-05-15 13:51:00	ETHUSDT	26	sell	reversed	0.52	2218.3033220	0.41526638187840	0.185336720	1138.59295682902030	-0.51	short	1153.517727440
2026-05-17 23:41:00	ETHUSDT	29	buy	decreased	0.50	2090.031255	0.3657554696250	64.136033500	1202.71595111439530	-0.01	short	1045.01562750
2026-06-01 00:00:00	ETHUSDT	30	buy	closed	0.01	2007.0122085	0.00702454272975	2.112911135	1204.86206778316555	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%	1.60	212.07	10.93	30704.49	10.58%	165.13%

Run Tag: run_160_of_380
Run Parameters:
settings[*].zigzag.detection=20, settings[*].zigzag.length=9
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