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

1188.45

Total PnL

188.45 (18.84%)

Total Trades (Win/Los)

14 (11/3)

Win Rate

78.57%

Max Drawdown

293.66 (20.09%)

Total Fees

6.39

Position avg (max), %

13.94 (156.59)

Profit Factor

1.90

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%	-0.20%	6.21%	0.62%	0.02%	20.66%
2026	0.38%	0.35%	-0.09%	-5.33%	-11.24%	0.00%	—	—	—	—	—	—	-15.43%

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	1188.45
Min balance	818.03
Max balance	1461.63

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.58
Average monthly return (arithmetic), %	0.76
Best month, %	19.73
Worst month, %	-12.72

PnL, Volume & Fees

Metric	Value
Total PnL	188.45
Total PnL, %	18.84
Gross profit	424.95
Gross loss	223.71
Trading volume (USDT)	17988.59
Total transactions (buy/sell)	16
Total fees	6.39
Funding net	-6.40
Funding accrued (received)	6.26
Funding paid	12.66

Trades

Metric	Value
Total Trades	14
Win Trades	11
Los Trades	3
Win Rate, %	78.57
Expectancy per trade	14.3743
Max consecutive wins	6
Max consecutive losses	1

Risk & Exposure

Metric	Value
Position avg, % of margin balance	13.94
Position max, % of margin balance	156.59
Max Drawdown	293.66
Max Drawdown, %	20.09

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.8995
Recovery Factor (Total PnL / Max DD)	0.6417
Sharpe ratio (monthly)	0.4337
Sortino ratio (monthly)	0.7368
CAGR, %	7.41
Calmar ratio (CAGR / Max DD%)	0.3689

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 201.24 | Fee: 6.39 | Vol: 17988.59

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": 18,
    "detection": 14,
    "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
2025-10-10 21:12:00	ETHUSDT	12	sell	reversed	0.34	3819.9225590	0.46755852122160	9.403750700	1311.85798067096920	-0.33	short	1298.773670060
2025-10-10 21:16:00	ETHUSDT	15	buy	decreased	0.32	3551.24250	0.397739160000	85.977618880	1397.43786039096920	-0.01	short	1136.3976000
2026-04-13 23:24:00	ETHUSDT	14	buy	reversed	0.59	2375.83125	0.504626557500	14.440913090	1412.07350594546920	0.58	long	1401.7404375
2026-06-01 00:00:00	ETHUSDT	17	sell	closed	0.58	2005.6077915	0.40713838167450	-214.729605930	1188.44554423379470	0		1163.252519070

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%	1.90	201.24	6.39	17988.59	13.94%	156.59%

Run Tag: run_334_of_380
Run Parameters:
settings[*].zigzag.detection=14, settings[*].zigzag.length=18
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