hb/tester/1

hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d-notp-100 | exchange: Bybit

Pairs

Initial Balance

1000.00

Final Balance

4055.01

Total PnL

3055.01 (305.50%)

Total Trades (Win/Los)

15 (10/5)

Win Rate

66.67%

Max Drawdown

826.19 (23.85%)

Total Fees

18.94

Position avg (max), %

80.21 (129.13)

Profit Factor

4.04

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	-22.32%	54.07%	9.74%	-17.35%	3.33%	-9.77%	-7.51%	23.43%	-1.99%	-2.94%	38.48%	-12.78%	32.76%
2025	1.28%	27.14%	8.42%	0.66%	23.77%	-8.26%	15.17%	21.33%	-4.28%	4.56%	12.03%	0.39%	150.97%
2026	-0.66%	16.29%	-7.13%	5.36%	7.73%	0.00%	—	—	—	—	—	—	21.77%

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	4055.01
Min balance	732.50
Max balance	4116.73

Monthly Performance

Metric	Value
Average monthly return (geometric), %	4.78
Average monthly return (arithmetic), %	5.94
Best month, %	54.07
Worst month, %	-22.32

PnL, Volume & Fees

Metric	Value
Total PnL	3055.01
Total PnL, %	305.50
Gross profit	4125.45
Gross loss	1020.12
Trading volume (USDT)	52715.28
Total transactions (buy/sell)	16
Total fees	18.94
Funding net	-31.37
Funding accrued (received)	77.96
Funding paid	109.33

Trades

Metric	Value
Total Trades	15
Win Trades	10
Los Trades	5
Win Rate, %	66.67
Expectancy per trade	207.0214
Max consecutive wins	4
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	80.21
Position max, % of margin balance	129.13
Max Drawdown	826.19
Max Drawdown, %	23.85

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	4.0441
Recovery Factor (Total PnL / Max DD)	3.6977
Sharpe ratio (monthly)	1.2724
Sortino ratio (monthly)	3.1691
CAGR, %	78.56
Calmar ratio (CAGR / Max DD%)	3.2944

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 3105.32 | Fee: 18.94 | Vol: 52715.28

Realized PnL by Symbol

Details

{
  "name": "3",
  "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": 5,
    "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	2	sell	opened	0.45	2116.3690115	0.34285177986300	0	999.65714822013700	-0.45	short	952.366055175
2024-01-10 15:39:00	ETHUSDT	1	buy	reversed	0.85	2453.358375	0.7507276627500	-151.645213575	848.22311964738700	0.40	long	2085.35461875
2024-04-13 19:54:00	ETHUSDT	3	sell	reversed	0.66	3055.1003405	0.72589184090280	240.696786200	1072.67345460648420	-0.26	short	2016.366224730
2024-05-20 19:30:00	ETHUSDT	4	buy	reversed	0.58	3364.6372110	0.70253624965680	-80.479586330	995.47739952782740	0.32	long	1951.489582380
2024-07-04 01:56:00	ETHUSDT	5	sell	reversed	0.62	3210.87580	0.716667478560	-49.203651520	938.63749244926740	-0.30	short	1990.7429960
2024-09-21 23:20:00	ETHUSDT	6	buy	reversed	0.66	2595.5381205	0.61669985743080	184.601303850	1131.63538629183660	0.36	long	1713.055159530
2024-12-20 10:05:00	ETHUSDT	7	sell	reversed	0.70	3252.3012960	0.81957992659200	236.434743180	1354.13404895924460	-0.34	short	2276.610907200
2025-05-08 03:41:00	ETHUSDT	8	buy	reversed	1.07	1873.4354730	0.72164734419960	468.814379820	1838.00013069304500	0.73	long	2004.575956110
2025-06-20 17:37:00	ETHUSDT	9	sell	reversed	1.49	2379.5768565	1.27640502582660	369.483209955	2195.24033826921840	-0.76	short	3545.569516185
2025-07-10 21:23:00	ETHUSDT	10	buy	reversed	1.53	2879.5474890	1.58605475694120	-379.977680700	1818.76315821027720	0.77	long	4405.707658170
2025-09-22 05:59:00	ETHUSDT	11	sell	reversed	1.18	4204.7878090	1.78619386126320	1020.435046400	2806.26997674901400	-0.41	short	4961.649614620
2026-01-13 22:10:00	ETHUSDT	12	buy	reversed	1.26	3309.15780	1.501033978080	367.208303690	3193.77679266993400	0.85	long	4169.5388280
2026-01-21 16:44:00	ETHUSDT	13	sell	reversed	1.94	2887.0191895	2.01629420194680	-358.817818925	2829.97131856298720	-1.09	short	5600.817227630
2026-03-04 15:58:00	ETHUSDT	14	buy	reversed	2.43	2149.75215	1.880603180820	803.621073055	3645.41408055516720	1.34	long	5223.8977245
2026-05-15 13:51:00	ETHUSDT	15	sell	reversed	2.96	2218.3033220	2.36382401992320	91.858570480	3706.21759014324400	-1.62	short	6566.177833120
2026-06-01 00:00:00	ETHUSDT	17	buy	closed	1.62	2007.0122085	1.13797592221950	342.291603870	4055.00888329402450	0		3251.359777770

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	15	66.67%	4.04	3105.32	18.94	52715.28	80.21%	129.13%

Run Tag: run_080_of_380
Run Parameters:
settings[*].zigzag.detection=20, settings[*].zigzag.length=5
config_tester.json:
{
  "name_comment": "zz-eth-1d-notp-100",
  "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": 10,
  "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": 1.0,
  "loss": 1.0,
  "size": 0.99,
  "each": false
}

------------
risk_multiplier: 1