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

2436.82

Total PnL

1436.82 (143.68%)

Total Trades (Win/Los)

10 (7/3)

Win Rate

70.00%

Max Drawdown

1176.04 (44.07%)

Total Fees

10.26

Position avg (max), %

77.68 (155.02)

Profit Factor

2.93

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	-4.65%	46.25%	8.78%	-17.98%	24.91%	-9.26%	-26.08%	23.84%	-2.08%	-10.60%	44.70%	-10.15%	46.93%
2025	-1.02%	26.57%	8.28%	0.65%	-13.00%	1.09%	15.26%	16.95%	-2.27%	-25.38%	27.07%	0.78%	51.14%
2026	12.96%	10.65%	-2.58%	-2.16%	-7.85%	0.00%	—	—	—	—	—	—	9.78%

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	2436.82
Min balance	906.95
Max balance	2889.45

Monthly Performance

Metric	Value
Average monthly return (geometric), %	3.02
Average monthly return (arithmetic), %	4.46
Best month, %	46.25
Worst month, %	-26.08

PnL, Volume & Fees

Metric	Value
Total PnL	1436.82
Total PnL, %	143.68
Gross profit	2208.28
Gross loss	753.51
Trading volume (USDT)	28561.55
Total transactions (buy/sell)	12
Total fees	10.26
Funding net	-7.70
Funding accrued (received)	74.57
Funding paid	82.27

Trades

Metric	Value
Total Trades	10
Win Trades	7
Los Trades	3
Win Rate, %	70.00
Expectancy per trade	145.4772
Max consecutive wins	6
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	77.68
Position max, % of margin balance	155.02
Max Drawdown	1176.04
Max Drawdown, %	44.07

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	2.9307
Recovery Factor (Total PnL / Max DD)	1.2217
Sharpe ratio (monthly)	0.8747
Sortino ratio (monthly)	1.7931
CAGR, %	44.61
Calmar ratio (CAGR / Max DD%)	1.0121

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 1454.77 | Fee: 10.26 | Vol: 28561.55

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": 10,
    "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
2024-07-05 04:17:00	ETHUSDT	3	sell	reversed	0.76	2857.7894235	0.78189118626960	169.861040370	1165.54696420884040	-0.34	short	2171.919961860
2024-10-20 22:02:00	ETHUSDT	5	buy	reversed	0.77	2728.9147860	0.75645517867920	43.817376750	1222.06368605116120	0.43	long	2101.264385220
2025-01-08 17:03:00	ETHUSDT	6	sell	reversed	0.79	3298.8849860	0.93820289001840	245.087186000	1450.96809229064280	-0.36	short	2606.119138940
2025-07-10 21:23:00	ETHUSDT	7	buy	reversed	0.87	2879.5474890	0.90187427355480	150.961498920	1622.31682754308800	0.51	long	2505.206315430
2025-09-22 05:59:00	ETHUSDT	8	sell	reversed	0.88	4231.4684675	1.34052921050400	689.479699035	2289.82945536758400	-0.37	short	3723.692251400
2025-10-06 15:22:00	ETHUSDT	9	buy	reversed	0.85	4694.5125045	1.43652082637700	-171.326293690	2120.09285743870700	0.48	long	3990.335628825
2025-10-10 20:59:00	ETHUSDT	10	sell	reversed	1.02	3863.6272570	1.41872392877040	-398.824918800	1718.59769299793660	-0.54	short	3940.899802140
2026-04-07 23:00:00	ETHUSDT	11	buy	reversed	1.34	2234.8019070	1.07806843993680	879.565689000	2633.88165149499980	0.80	long	2994.634555380
2026-06-01 00:00:00	ETHUSDT	13	sell	closed	0.80	2005.6077915	0.56157018162000	-183.355292400	2436.81713639337980	0		1604.486233200

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	10	70.00%	2.93	1454.77	10.26	28561.55	77.68%	155.02%

Run Tag: run_250_of_380
Run Parameters:
settings[*].zigzag.detection=10, 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