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

2411.54

Total PnL

1411.54 (141.15%)

Total Trades (Win/Los)

11 (6/5)

Win Rate

54.55%

Max Drawdown

1017.43 (39.79%)

Total Fees

11.70

Position avg (max), %

76.40 (141.92)

Profit Factor

2.99

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	-8.33%	45.82%	8.72%	-17.88%	24.73%	-9.21%	-25.81%	23.33%	-2.04%	-10.50%	44.43%	-10.11%	40.76%
2025	-1.01%	26.19%	8.18%	0.64%	-12.86%	1.08%	15.48%	17.00%	-2.30%	-20.57%	25.07%	0.73%	58.25%
2026	12.20%	10.10%	-2.45%	-0.31%	-9.81%	0.00%	—	—	—	—	—	—	8.34%

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	2411.54
Min balance	872.33
Max balance	2859.00

Monthly Performance

Metric	Value
Average monthly return (geometric), %	2.98
Average monthly return (arithmetic), %	4.35
Best month, %	45.82
Worst month, %	-25.81

PnL, Volume & Fees

Metric	Value
Total PnL	1411.54
Total PnL, %	141.15
Gross profit	2146.65
Gross loss	717.01
Trading volume (USDT)	32590.41
Total transactions (buy/sell)	13
Total fees	11.70
Funding net	-6.40
Funding accrued (received)	71.78
Funding paid	78.17

Trades

Metric	Value
Total Trades	11
Win Trades	6
Los Trades	5
Win Rate, %	54.55
Expectancy per trade	129.9671
Max consecutive wins	5
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	76.40
Position max, % of margin balance	141.92
Max Drawdown	1017.43
Max Drawdown, %	39.79

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	2.9939
Recovery Factor (Total PnL / Max DD)	1.3874
Sharpe ratio (monthly)	0.8723
Sortino ratio (monthly)	1.8215
CAGR, %	43.98
Calmar ratio (CAGR / Max DD%)	1.1054

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 1429.64 | Fee: 11.70 | Vol: 32590.41

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": 14,
    "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 12:08:00	ETHUSDT	1	sell	opened	0.44	2155.645260	0.3414542091840	0	999.6585457908160	-0.44	short	948.48391440
2024-01-03 12:08:00	ETHUSDT	2	buy	closed	0.44	2196.3984705	0.33824536445700	-17.931412620	981.38888780635900	0		966.415327020
2024-01-10 15:10:00	ETHUSDT	4	buy	opened	0.40	2435.8122360	0.35075696198400	0	981.03813084437500	0.40	long	974.324894400
2024-07-05 04:17:00	ETHUSDT	3	sell	reversed	0.72	2857.7894235	0.74073901857120	168.790875000	1118.61701344580380	-0.32	short	2057.608384920
2024-10-20 22:02:00	ETHUSDT	5	buy	reversed	0.73	2728.9147860	0.71715880576080	41.239884000	1171.80402124804300	0.41	long	1992.107793780
2025-01-08 17:03:00	ETHUSDT	6	sell	reversed	0.75	3298.8849860	0.89069894622000	233.687782000	1390.06557751832300	-0.34	short	2474.163739500
2025-07-10 21:23:00	ETHUSDT	7	buy	reversed	0.83	2879.5474890	0.86040878971320	142.574748980	1551.88629994760980	0.49	long	2390.024415870
2025-09-22 05:59:00	ETHUSDT	8	sell	reversed	0.84	4231.4684675	1.27959606457200	662.441279465	2193.23032534803780	-0.35	short	3554.433512700
2025-10-06 14:32:00	ETHUSDT	9	buy	reversed	0.82	4670.5641255	1.37875052984760	-153.683480300	2041.03073183069020	0.47	long	3829.862582910
2025-10-10 19:29:00	ETHUSDT	10	sell	reversed	0.98	3959.5936570	1.39694464218960	-334.156120195	1704.25221865050060	-0.51	short	3880.401783860
2026-04-07 22:55:00	ETHUSDT	11	buy	reversed	1.30	2198.9793735	1.02912234679800	897.913284585	2635.88847782920260	0.79	long	2858.673185550
2026-05-28 03:18:00	ETHUSDT	12	sell	reversed	2.07	1978.2273780	1.47417504208560	-174.394076445	2447.89534461761700	-1.28	short	4094.930672460
2026-06-01 00:00:00	ETHUSDT	14	buy	closed	1.28	2007.0122085	0.89914146940800	-36.844583040	2411.54248615620900	0		2568.975626880

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	11	54.55%	2.99	1429.64	11.70	32590.41	76.40%	141.92%

Run Tag: run_249_of_380
Run Parameters:
settings[*].zigzag.detection=9, settings[*].zigzag.length=14
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