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

1146.98

Total PnL

146.98 (14.70%)

Total Trades (Win/Los)

14 (11/3)

Win Rate

78.57%

Max Drawdown

288.59 (20.39%)

Total Fees

6.31

Position avg (max), %

14.34 (157.79)

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	5.66%	0.99%	0.27%	-0.61%	0.69%	-0.32%	-12.79%	19.86%	-0.07%	-7.82%	13.06%	-0.33%	15.83%
2025	-0.04%	8.44%	0.34%	0.03%	-0.57%	0.04%	3.80%	0.52%	3.59%	0.23%	0.64%	0.02%	18.00%
2026	0.39%	0.36%	-0.10%	-5.81%	-11.42%	0.00%	—	—	—	—	—	—	-16.02%

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	1146.98
Min balance	811.82
Max balance	1415.46

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.46
Average monthly return (arithmetic), %	0.64
Best month, %	19.86
Worst month, %	-12.79

PnL, Volume & Fees

Metric	Value
Total PnL	146.98
Total PnL, %	14.70
Gross profit	384.50
Gross loss	225.71
Trading volume (USDT)	17777.61
Total transactions (buy/sell)	16
Total fees	6.31
Funding net	-5.49
Funding accrued (received)	6.85
Funding paid	12.35

Trades

Metric	Value
Total Trades	14
Win Trades	11
Los Trades	3
Win Rate, %	78.57
Expectancy per trade	11.3420
Max consecutive wins	6
Max consecutive losses	1

Risk & Exposure

Metric	Value
Position avg, % of margin balance	14.34
Position max, % of margin balance	157.79
Max Drawdown	288.59
Max Drawdown, %	20.39

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.7035
Recovery Factor (Total PnL / Max DD)	0.5093
Sharpe ratio (monthly)	0.3674
Sortino ratio (monthly)	0.6104
CAGR, %	5.84
Calmar ratio (CAGR / Max DD%)	0.2866

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 158.79 | Fee: 6.31 | Vol: 17777.61

Realized PnL by Symbol

Details

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  "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": 15,
    "detection": 16,
    "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	2116.3690115	0.34285177986300	0	999.65714822013700	-0.45	short	952.366055175
2024-01-03 12:09:00	ETHUSDT	2	buy	closed	0.45	2070.0842760	0.32603827347000	20.828130975	1020.15924092166700	0		931.537924200
2024-01-10 15:39:00	ETHUSDT	4	buy	opened	0.41	2453.358375	0.3621156961500	0	1019.79712522551700	0.41	long	1005.87693375
2024-01-10 22:35:00	ETHUSDT	5	sell	decreased	0.40	2550.8169015	0.35711436621000	38.983410600	1058.37827596980700	0.01	long	1020.326760600
2024-07-05 04:17:00	ETHUSDT	3	sell	reversed	0.37	2857.7894235	0.38065755121020	4.044310485	1061.28124867859680	-0.36	short	1057.382086695
2024-08-04 17:10:00	ETHUSDT	7	buy	decreased	0.35	2725.0234245	0.33381536950125	46.468099650	1112.23024569709555	-0.01	short	953.758198575
2024-10-20 22:02:00	ETHUSDT	6	buy	reversed	0.41	2728.9147860	0.40278782241360	1.288746375	1113.37822106068195	0.40	long	1118.855062260
2024-11-07 01:36:00	ETHUSDT	9	sell	decreased	0.39	2836.206980	0.3871422527700	41.843955660	1152.45058796791195	0.01	long	1106.12072220
2025-02-03 02:07:00	ETHUSDT	8	sell	reversed	0.48	2355.0054595	0.40694494340160	-3.739093265	1147.89823840101035	-0.47	short	1130.402620560
2025-02-03 02:07:00	ETHUSDT	11	buy	decreased	0.46	2123.1728505	0.34183082893050	106.643000140	1254.19940771207985	-0.01	short	976.659511230
2025-07-10 21:23:00	ETHUSDT	10	buy	reversed	0.44	2879.5474890	0.45612032225760	-5.245420295	1248.97783380082225	0.43	long	1267.000895160
2025-07-10 21:53:00	ETHUSDT	13	sell	decreased	0.42	2985.1448335	0.43881629052450	44.350884690	1292.88990220029775	0.01	long	1253.760830070
2025-09-22 05:59:00	ETHUSDT	12	sell	reversed	0.31	4208.52650	0.469671557400	13.289790110	1305.30557875289775	-0.30	short	1304.6432150
2025-09-25 03:26:00	ETHUSDT	15	buy	decreased	0.29	4041.1639125	0.41017813711875	48.535150375	1353.93782226577900	-0.01	short	1171.937534625
2026-04-13 23:26:00	ETHUSDT	14	buy	reversed	0.58	2385.83475	0.498162295800	18.2269175	1372.45689045597900	0.57	long	1383.7841550
2026-06-01 00:00:00	ETHUSDT	17	sell	closed	0.57	2005.6077915	0.40011875440425	-216.729366345	1146.98258825657475	0		1143.196441155

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	14	78.57%	1.70	158.79	6.31	17777.61	14.34%	157.79%

Run Tag: run_276_of_380
Run Parameters:
settings[*].zigzag.detection=16, settings[*].zigzag.length=15
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