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

1151.18

Total PnL

151.18 (15.12%)

Total Trades (Win/Los)

19 (14/5)

Win Rate

73.68%

Max Drawdown

255.84 (24.75%)

Total Fees

8.52

Position avg (max), %

10.40 (160.10)

Profit Factor

1.70

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	1.57%	1.03%	0.28%	-0.63%	0.72%	-0.33%	-12.95%	20.12%	-0.07%	-7.92%	13.28%	-0.34%	11.49%
2025	3.36%	0.93%	0.36%	0.03%	-0.62%	0.05%	3.83%	0.56%	3.03%	-10.96%	0.78%	0.03%	0.55%
2026	0.48%	0.44%	-0.12%	3.62%	-1.62%	0.00%	—	—	—	—	—	—	2.76%

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	1151.18
Min balance	777.84
Max balance	1264.31

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.47
Average monthly return (arithmetic), %	0.63
Best month, %	20.12
Worst month, %	-12.95

PnL, Volume & Fees

Metric	Value
Total PnL	151.18
Total PnL, %	15.12
Gross profit	383.95
Gross loss	226.08
Trading volume (USDT)	23955.46
Total transactions (buy/sell)	21
Total fees	8.52
Funding net	1.82
Funding accrued (received)	7.07
Funding paid	5.25

Trades

Metric	Value
Total Trades	19
Win Trades	14
Los Trades	5
Win Rate, %	73.68
Expectancy per trade	8.3089
Max consecutive wins	11
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	10.40
Position max, % of margin balance	160.10
Max Drawdown	255.84
Max Drawdown, %	24.75

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.6983
Recovery Factor (Total PnL / Max DD)	0.5909
Sharpe ratio (monthly)	0.3829
Sortino ratio (monthly)	0.6362
CAGR, %	6.00
Calmar ratio (CAGR / Max DD%)	0.2426

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 157.87 | Fee: 8.52 | Vol: 23955.46

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": 14,
    "detection": 9,
    "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	0.44	2155.645260	0.3414542091840	0	999.6585457908160	-0.44	short	948.48391440
2024-01-03 12:08:00	ETHUSDT	2	buy	closed	0.44	2196.3984705	0.33824536445700	-17.931412620	981.38888780635900	0		966.415327020
2024-01-10 15:10:00	ETHUSDT	4	buy	opened	0.40	2435.8122360	0.35075696198400	0	981.03813084437500	0.40	long	974.324894400
2024-01-10 21:26:00	ETHUSDT	5	sell	decreased	0.39	2529.7642725	0.34531282319625	36.641294235	1017.29006787617875	0.01	long	986.608066275
2024-07-05 04:17:00	ETHUSDT	3	sell	reversed	0.36	2857.7894235	0.37036950928560	4.219771875	1020.37879001689315	-0.35	short	1028.804192460
2024-08-04 17:10:00	ETHUSDT	7	buy	decreased	0.34	2725.0234245	0.32427778751550	45.140439660	1069.87592260687765	-0.01	short	926.507964330
2024-10-20 22:02:00	ETHUSDT	6	buy	reversed	0.40	2728.9147860	0.39296372918400	1.288746375	1071.03372206369365	0.39	long	1091.565914400
2024-11-07 01:36:00	ETHUSDT	9	sell	decreased	0.38	2836.206980	0.3772155283400	40.771033720	1109.10270491785365	0.01	long	1077.75865240
2025-01-08 17:03:00	ETHUSDT	8	sell	reversed	0.34	3298.8849860	0.40378352228640	5.699702000	1114.10370951456725	-0.33	short	1121.620895240
2025-01-09 20:14:00	ETHUSDT	11	buy	decreased	0.32	3179.0822895	0.35605721642400	38.336862880	1152.23202097064325	-0.01	short	1017.306332640
2025-07-10 21:23:00	ETHUSDT	10	buy	reversed	0.41	2879.5474890	0.42502120937640	4.193374970	1156.58726904226685	0.40	long	1180.614470490
2025-07-10 21:53:00	ETHUSDT	13	sell	decreased	0.39	2985.1448335	0.40747226977275	41.182964355	1197.36276112749410	0.01	long	1164.206485065
2025-09-22 05:59:00	ETHUSDT	12	sell	reversed	0.28	4231.4684675	0.42653202152400	13.519209785	1210.05099689097010	-0.27	short	1184.811170900
2025-09-22 06:02:00	ETHUSDT	15	buy	decreased	0.26	4084.2089730	0.37166301654300	38.287468570	1247.96680244442710	-0.01	short	1061.894332980
2025-10-06 14:32:00	ETHUSDT	14	buy	reversed	0.27	4670.5641255	0.45397883299860	-4.390956580	1243.20365666892850	0.26	long	1261.052313885
2025-10-10 19:29:00	ETHUSDT	16	sell	reversed	0.57	3959.5936570	0.81250861841640	-184.852321810	1056.86091864651210	-0.31	short	2256.968384490
2025-10-10 21:12:00	ETHUSDT	18	buy	decreased	0.30	3778.5520305	0.39674796320250	54.312487950	1110.77665863330960	-0.01	short	1133.565609150
2026-04-07 22:55:00	ETHUSDT	17	buy	reversed	0.51	2198.9793735	0.40373261297460	17.606142835	1128.66048252083500	0.50	long	1121.479480485
2026-04-11 18:35:00	ETHUSDT	20	sell	decreased	0.49	2286.2195430	0.39208665162450	42.747683055	1170.41723894921050	0.01	long	1120.247576070
2026-05-28 03:18:00	ETHUSDT	19	sell	reversed	0.59	1978.2273780	0.42017549508720	-2.207519955	1167.64804078312330	-0.58	short	1167.154153020
2026-06-01 00:00:00	ETHUSDT	22	buy	closed	0.58	2007.0122085	0.40742347832550	-16.695201690	1151.17565179279780	0		1164.067080930

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	19	73.68%	1.70	157.87	8.52	23955.46	10.40%	160.10%

Run Tag: run_249_of_380
Run Parameters:
settings[*].zigzag.detection=9, settings[*].zigzag.length=14
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