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

1218.28

Total PnL

218.28 (21.83%)

Total Trades (Win/Los)

18 (13/5)

Win Rate

72.22%

Max Drawdown

265.35 (19.38%)

Total Fees

8.13

Position avg (max), %

9.64 (156.59)

Profit Factor

1.91

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	6.28%	0.99%	0.27%	-0.60%	0.69%	-0.32%	-12.72%	19.73%	-0.07%	-7.96%	13.32%	-0.33%	16.55%
2025	-0.04%	8.59%	0.33%	0.03%	-0.57%	0.04%	3.85%	0.52%	3.11%	-14.32%	0.75%	0.03%	0.71%
2026	0.45%	0.42%	-0.11%	3.23%	-0.21%	0.00%	—	—	—	—	—	—	3.80%

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	1218.28
Min balance	818.03
Max balance	1369.35

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.66
Average monthly return (arithmetic), %	0.85
Best month, %	19.73
Worst month, %	-14.32

PnL, Volume & Fees

Metric	Value
Total PnL	218.28
Total PnL, %	21.83
Gross profit	474.21
Gross loss	248.55
Trading volume (USDT)	22855.81
Total transactions (buy/sell)	20
Total fees	8.13
Funding net	0.75
Funding accrued (received)	6.32
Funding paid	5.57

Trades

Metric	Value
Total Trades	18
Win Trades	13
Los Trades	5
Win Rate, %	72.22
Expectancy per trade	12.5362
Max consecutive wins	6
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	9.64
Position max, % of margin balance	156.59
Max Drawdown	265.35
Max Drawdown, %	19.38

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.9079
Recovery Factor (Total PnL / Max DD)	0.8226
Sharpe ratio (monthly)	0.4778
Sortino ratio (monthly)	0.7726
CAGR, %	8.52
Calmar ratio (CAGR / Max DD%)	0.4397

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 225.65 | Fee: 8.13 | Vol: 22855.81

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": 16,
    "detection": 11,
    "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	2135.652260	0.3459756661200	0	999.6540243338800	-0.45	short	961.04351700
2024-01-03 12:09:00	ETHUSDT	2	buy	closed	0.45	2070.0842760	0.32603827347000	29.505592800	1028.83357886041000	0		931.537924200
2024-01-10 15:39:00	ETHUSDT	4	buy	opened	0.42	2453.358375	0.3709477863000	0	1028.46263107411000	0.42	long	1030.41051750
2024-01-10 22:21:00	ETHUSDT	5	sell	decreased	0.41	2542.4798205	0.36484585424175	36.539792655	1064.59133127586825	0.01	long	1042.416726405
2024-07-05 04:17:00	ETHUSDT	3	sell	reversed	0.37	2857.7894235	0.38065755121020	4.044310485	1067.49430398465805	-0.36	short	1057.382086695
2024-08-04 17:10:00	ETHUSDT	7	buy	decreased	0.35	2725.0234245	0.33381536950125	46.468099650	1118.44330100315680	-0.01	short	953.758198575
2024-10-20 22:02:00	ETHUSDT	6	buy	reversed	0.42	2728.9147860	0.41261191564320	1.288746375	1119.58145227351360	0.41	long	1146.144210120
2024-11-07 01:36:00	ETHUSDT	9	sell	decreased	0.40	2836.206980	0.3970689772000	42.916877600	1159.65720323381360	0.01	long	1134.48279200
2025-02-03 02:07:00	ETHUSDT	8	sell	reversed	0.49	2355.0054595	0.41542296305580	-3.739093265	1155.09637564725780	-0.48	short	1153.952675155
2025-02-03 02:07:00	ETHUSDT	11	buy	decreased	0.47	2123.1728505	0.34926193390725	108.961326230	1263.70843994335055	-0.01	short	997.891239735
2025-07-10 21:23:00	ETHUSDT	10	buy	reversed	0.45	2879.5474890	0.46648669321800	-5.245420295	1258.47649966113255	0.44	long	1295.796370050
2025-07-10 21:53:00	ETHUSDT	13	sell	decreased	0.43	2985.1448335	0.44926429744175	45.406858135	1303.43409349869080	0.01	long	1283.612278405
2025-09-22 05:59:00	ETHUSDT	12	sell	reversed	0.31	4231.4684675	0.47223188097300	13.519209785	1316.07662940271780	-0.30	short	1311.755224925
2025-09-22 06:02:00	ETHUSDT	15	buy	decreased	0.29	4084.2089730	0.41454721075950	42.705253405	1358.36733559695830	-0.01	short	1184.420602170
2025-10-06 15:22:00	ETHUSDT	14	buy	reversed	0.29	4694.5125045	0.49010710546980	-4.630440370	1353.32857775898850	0.28	long	1361.408626305
2025-10-10 20:59:00	ETHUSDT	16	sell	reversed	0.62	3863.6272570	0.86236160376240	-232.647869300	1119.08829252322610	-0.34	short	2395.448899340
2025-10-10 21:14:00	ETHUSDT	18	buy	decreased	0.33	3725.0433090	0.43024250218950	45.732702840	1164.39075286103660	-0.01	short	1229.264291970
2026-04-07 23:00:00	ETHUSDT	17	buy	reversed	0.53	2234.8019070	0.42640020385560	16.288253500	1180.93401982268100	0.52	long	1184.445010710
2026-04-11 19:05:00	ETHUSDT	20	sell	decreased	0.51	2314.8595155	0.41320242351675	40.829380335	1220.72740416016425	0.01	long	1180.578352905
2026-06-01 00:00:00	ETHUSDT	21	sell	closed	0.01	2005.6077915	0.00701962727025	-2.291941155	1218.27607452089400	0		20.056077915

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	18	72.22%	1.91	225.65	8.13	22855.81	9.64%	156.59%

Run Tag: run_291_of_380
Run Parameters:
settings[*].zigzag.detection=11, settings[*].zigzag.length=16
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