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

2335.85

Total PnL

1335.85 (133.59%)

Total Trades (Win/Los)

8 (7/1)

Win Rate

87.50%

Max Drawdown

766.55 (45.52%)

Total Fees

7.19

Position avg (max), %

72.70 (131.87)

Profit Factor

5.06

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	-5.40%	45.51%	8.68%	-17.80%	24.60%	-9.17%	-26.00%	24.13%	-2.10%	-10.53%	44.06%	-10.05%	45.11%
2025	-12.12%	31.98%	9.55%	0.74%	-14.82%	1.27%	14.30%	17.34%	-3.22%	4.99%	13.14%	0.42%	70.99%
2026	7.09%	6.14%	-1.55%	-7.60%	-8.90%	0.00%	—	—	—	—	—	—	-5.81%

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	2335.85
Min balance	900.59
Max balance	2889.76

Monthly Performance

Metric	Value
Average monthly return (geometric), %	2.87
Average monthly return (arithmetic), %	4.16
Best month, %	45.51
Worst month, %	-26.00

PnL, Volume & Fees

Metric	Value
Total PnL	1335.85
Total PnL, %	133.59
Gross profit	1694.74
Gross loss	334.60
Trading volume (USDT)	20051.87
Total transactions (buy/sell)	10
Total fees	7.19
Funding net	-17.10
Funding accrued (received)	61.78
Funding paid	78.88

Trades

Metric	Value
Total Trades	8
Win Trades	7
Los Trades	1
Win Rate, %	87.50
Expectancy per trade	170.0177
Max consecutive wins	7
Max consecutive losses	1

Risk & Exposure

Metric	Value
Position avg, % of margin balance	72.70
Position max, % of margin balance	131.87
Max Drawdown	766.55
Max Drawdown, %	45.52

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	5.0650
Recovery Factor (Total PnL / Max DD)	1.7427
Sharpe ratio (monthly)	0.8553
Sortino ratio (monthly)	1.8393
CAGR, %	42.09
Calmar ratio (CAGR / Max DD%)	0.9247

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 1360.14 | Fee: 7.19 | Vol: 20051.87

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": 19,
    "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	2115.059470	0.3426396341400	0	999.6573603658600	-0.45	short	951.77676150
2024-01-03 12:09:00	ETHUSDT	2	buy	closed	0.45	2070.0842760	0.32603827347000	20.238837300	1019.57015939239000	0		931.537924200
2024-01-10 15:39:00	ETHUSDT	4	buy	opened	0.41	2453.358375	0.3621156961500	0	1019.20804369624000	0.41	long	1005.87693375
2024-07-05 04:17:00	ETHUSDT	3	sell	reversed	0.75	2857.7894235	0.77160314434500	165.816729885	1153.02013572239500	-0.34	short	2143.342067625
2024-10-20 22:02:00	ETHUSDT	5	buy	reversed	0.76	2728.9147860	0.74663108544960	43.817376750	1209.54668165794540	0.42	long	2073.975237360
2025-01-13 11:32:00	ETHUSDT	6	sell	reversed	0.80	3098.91500	0.892487520000	155.400089880	1348.29923778094540	-0.38	short	2479.1320000
2025-07-10 21:23:00	ETHUSDT	7	buy	reversed	0.85	2879.5474890	0.88114153163400	83.359654180	1452.46697541231140	0.47	long	2447.615365650
2025-09-22 05:59:00	ETHUSDT	8	sell	reversed	0.80	4208.52650	1.212055632000	624.620135170	2056.86628095031140	-0.33	short	3366.8212000
2026-04-13 23:26:00	ETHUSDT	9	buy	reversed	1.21	2385.83475	1.039269617100	601.4882775	2683.95361577371140	0.88	long	2886.8600475
2026-06-01 00:00:00	ETHUSDT	11	sell	closed	0.88	2005.6077915	0.61772719978200	-334.599723480	2335.85293869392940	0		1764.934856520

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	8	87.50%	5.06	1360.14	7.19	20051.87	72.70%	131.87%

Run Tag: run_259_of_380
Run Parameters:
settings[*].zigzag.detection=19, 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