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

1796.44

Total PnL

796.44 (79.64%)

Total Trades (Win/Los)

19 (10/9)

Win Rate

52.63%

Max Drawdown

1092.35 (64.85%)

Total Fees

14.19

Position avg (max), %

87.89 (198.28)

Profit Factor

1.62

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	-5.34%	45.48%	8.68%	-25.60%	-0.52%	-9.59%	-29.97%	34.39%	-2.77%	-11.44%	12.84%	-11.80%	-19.22%
2025	-1.25%	25.56%	8.03%	0.63%	8.98%	-8.58%	13.74%	21.36%	-3.21%	-26.56%	27.76%	0.79%	69.69%
2026	13.21%	10.84%	-7.50%	4.40%	8.20%	0.00%	—	—	—	—	—	—	31.12%

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	1796.44
Min balance	592.20
Max balance	1824.25

Monthly Performance

Metric	Value
Average monthly return (geometric), %	1.97
Average monthly return (arithmetic), %	3.36
Best month, %	45.48
Worst month, %	-29.97

PnL, Volume & Fees

Metric	Value
Total PnL	796.44
Total PnL, %	79.64
Gross profit	2131.59
Gross loss	1314.18
Trading volume (USDT)	39493.32
Total transactions (buy/sell)	21
Total fees	14.19
Funding net	-6.78
Funding accrued (received)	55.83
Funding paid	62.61

Trades

Metric	Value
Total Trades	19
Win Trades	10
Los Trades	9
Win Rate, %	52.63
Expectancy per trade	43.0217
Max consecutive wins	3
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	87.89
Position max, % of margin balance	198.28
Max Drawdown	1092.35
Max Drawdown, %	64.85

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.6220
Recovery Factor (Total PnL / Max DD)	0.7291
Sharpe ratio (monthly)	0.6896
Sortino ratio (monthly)	1.2049
CAGR, %	27.45
Calmar ratio (CAGR / Max DD%)	0.4234

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 817.41 | Fee: 14.19 | Vol: 39493.32

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": 9,
    "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 12:09:00	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
2024-04-02 13:24:00	ETHUSDT	3	sell	reversed	0.71	3270.8947860	0.83604070730160	335.189928510	1340.38360347121540	-0.30	short	2322.335298060
2024-04-08 18:01:00	ETHUSDT	5	buy	reversed	0.66	3684.0989835	0.87534191847960	-123.961259250	1216.40828785773580	0.36	long	2431.505329110
2024-04-12 18:33:00	ETHUSDT	6	sell	reversed	0.73	3201.0892265	0.84124624872420	-173.883512520	1040.99514378501160	-0.37	short	2336.795135345
2024-05-20 19:30:00	ETHUSDT	7	buy	reversed	0.68	3364.6372110	0.82366318925280	-60.512754265	985.49371749875880	0.31	long	2287.953303480
2024-07-05 04:17:00	ETHUSDT	8	sell	reversed	0.64	2857.7894235	0.65843468317440	-157.122814125	820.87829979958440	-0.33	short	1828.985231040
2024-10-20 22:02:00	ETHUSDT	9	buy	reversed	0.63	2728.9147860	0.61891787346480	42.528630375	875.84805374061960	0.30	long	1719.216315180
2024-11-04 21:24:00	ETHUSDT	10	sell	reversed	0.66	2379.9767165	0.56548246784040	-104.681420850	769.05125038777920	-0.36	short	1570.784632890
2024-11-06 22:48:00	ETHUSDT	11	buy	reversed	0.64	2725.5636135	0.62796985655040	-124.411282920	644.25406789322880	0.28	long	1744.360712640
2025-01-08 17:03:00	ETHUSDT	12	sell	reversed	0.47	3298.8849860	0.55817133963120	160.529984300	795.93402988759760	-0.19	short	1550.475943420
2025-05-08 19:52:00	ETHUSDT	13	buy	reversed	0.57	2105.1565470	0.43197812344440	226.808403410	1029.45446196665320	0.38	long	1199.939231790
2025-06-20 17:37:00	ETHUSDT	14	sell	reversed	0.80	2379.5768565	0.68531813467200	104.279717610	1127.40831375298120	-0.42	short	1903.661485200
2025-07-10 21:23:00	ETHUSDT	15	buy	reversed	0.81	2879.5474890	0.83967604779240	-209.987665650	919.39196319618880	0.39	long	2332.433466090
2025-09-22 05:59:00	ETHUSDT	16	sell	reversed	0.60	4231.4684675	0.91399718898000	527.249181615	1429.95390962220880	-0.21	short	2538.881080500
2025-10-06 15:22:00	ETHUSDT	17	buy	reversed	0.51	4694.5125045	0.86191249582620	-97.239247770	1333.57033174388260	0.30	long	2394.201377295
2025-10-10 21:12:00	ETHUSDT	18	sell	reversed	0.64	3819.9225590	0.88011015759360	-262.376983650	1069.53103686628900	-0.34	short	2444.750437760
2026-03-13 13:19:00	ETHUSDT	19	buy	reversed	0.83	2199.76965	0.657291171420	550.851989060	1640.43848307486900	0.49	long	1825.8088095
2026-05-15 13:51:00	ETHUSDT	20	sell	reversed	1.22	2218.3033220	0.97427881902240	9.081499280	1639.26438027134660	-0.73	short	2706.330052840
2026-06-01 00:00:00	ETHUSDT	22	buy	closed	0.73	2007.0122085	0.51279161927175	154.242512855	1796.43576545657485	0		1465.118912205

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	52.63%	1.62	817.41	14.19	39493.32	87.89%	198.28%

Run Tag: run_149_of_380
Run Parameters:
settings[*].zigzag.detection=9, settings[*].zigzag.length=9
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