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

1138.23

Total PnL

138.23 (13.82%)

Total Trades (Win/Los)

14 (7/7)

Win Rate

50.00%

Max Drawdown

1121.81 (66.59%)

Total Fees

9.08

Position avg (max), %

81.79 (246.59)

Profit Factor

1.15

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%	-8.42%	-15.59%	-10.36%	-33.29%	41.21%	-3.15%	-12.08%	11.94%	-11.61%	-17.70%
2025	-1.23%	25.09%	7.91%	0.62%	-12.46%	-21.61%	8.99%	22.10%	-3.44%	4.20%	11.14%	0.37%	37.49%
2026	6.12%	5.36%	-5.92%	5.28%	-9.11%	0.00%	—	—	—	—	—	—	0.65%

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	1138.23
Min balance	562.75
Max balance	1684.56

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.43
Average monthly return (arithmetic), %	1.70
Best month, %	45.48
Worst month, %	-33.29

PnL, Volume & Fees

Metric	Value
Total PnL	138.23
Total PnL, %	13.82
Gross profit	1264.06
Gross loss	1102.97
Trading volume (USDT)	25259.21
Total transactions (buy/sell)	16
Total fees	9.08
Funding net	-13.78
Funding accrued (received)	41.82
Funding paid	55.60

Trades

Metric	Value
Total Trades	14
Win Trades	7
Los Trades	7
Win Rate, %	50.00
Expectancy per trade	11.5062
Max consecutive wins	2
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	81.79
Position max, % of margin balance	246.59
Max Drawdown	1121.81
Max Drawdown, %	66.59

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.1460
Recovery Factor (Total PnL / Max DD)	0.1232
Sharpe ratio (monthly)	0.3596
Sortino ratio (monthly)	0.6304
CAGR, %	5.51
Calmar ratio (CAGR / Max DD%)	0.0827

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 161.09 | Fee: 9.08 | Vol: 25259.21

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": 13,
    "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	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
2024-04-12 18:33:00	ETHUSDT	3	sell	reversed	0.72	3201.0892265	0.82972232750880	306.569649115	1309.80855782350820	-0.31	short	2304.784243080
2024-05-21 10:15:00	ETHUSDT	5	buy	reversed	0.66	3735.0167985	0.88743999132360	-165.517547320	1148.39475844968460	0.35	long	2465.111087010
2024-07-05 04:17:00	ETHUSDT	6	sell	reversed	0.74	2857.7894235	0.76131510242040	-307.029581250	833.00349090976420	-0.39	short	2114.764173390
2024-10-20 22:02:00	ETHUSDT	7	buy	reversed	0.70	2728.9147860	0.68768652607200	50.261108625	898.01150743719220	0.31	long	1910.240350200
2024-11-04 21:24:00	ETHUSDT	8	sell	reversed	0.68	2379.9767165	0.58261830019920	-108.170801545	787.65652422249300	-0.37	short	1618.384167220
2024-11-06 22:48:00	ETHUSDT	9	buy	reversed	0.65	2725.5636135	0.63778188555900	-127.867151890	659.40038490343400	0.28	long	1771.616348775
2025-01-08 17:03:00	ETHUSDT	10	sell	reversed	0.47	3298.8849860	0.55817133963120	160.529984300	811.08034689780280	-0.19	short	1550.475943420
2025-06-10 11:42:00	ETHUSDT	11	buy	reversed	0.48	2789.7960870	0.48207676383360	96.726890810	916.60169574046920	0.29	long	1339.102121760
2025-06-20 17:37:00	ETHUSDT	12	sell	reversed	0.67	2379.5768565	0.57395393778780	-118.963576845	796.01444762218140	-0.38	short	1594.316493855
2025-07-10 21:23:00	ETHUSDT	13	buy	reversed	0.65	2879.5474890	0.67381411242600	-189.988840350	607.89507085875540	0.27	long	1871.705867850
2025-09-22 05:59:00	ETHUSDT	14	sell	reversed	0.40	4231.4684675	0.60933145932000	365.018664195	961.38446959443540	-0.13	short	1692.587387000
2026-03-13 13:19:00	ETHUSDT	15	buy	reversed	0.57	2199.76965	0.451392732180	264.120846275	1234.37572246175540	0.44	long	1253.8687005
2026-06-01 00:00:00	ETHUSDT	17	sell	closed	0.44	2005.6077915	0.30886359989100	-85.431217740	1138.22696407386440	0		882.467428260

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	50.00%	1.15	161.09	9.08	25259.21	81.79%	246.59%

Run Tag: run_231_of_380
Run Parameters:
settings[*].zigzag.detection=11, settings[*].zigzag.length=13
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