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

2276.03

Total PnL

1276.03 (127.60%)

Total Trades (Win/Los)

8 (7/1)

Win Rate

87.50%

Max Drawdown

799.69 (47.49%)

Total Fees

7.08

Position avg (max), %

73.17 (136.81)

Profit Factor

4.98

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%	-28.38%	24.93%	-2.16%	-10.82%	45.41%	-10.26%	41.79%
2025	-12.27%	31.92%	9.54%	0.74%	-14.80%	1.27%	14.40%	17.39%	-3.24%	4.96%	13.05%	0.42%	70.64%
2026	7.05%	6.11%	-1.54%	-7.59%	-8.93%	0.00%	—	—	—	—	—	—	-5.88%

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	2276.03
Min balance	884.28
Max balance	2815.80

Monthly Performance

Metric	Value
Average monthly return (geometric), %	2.78
Average monthly return (arithmetic), %	4.12
Best month, %	45.51
Worst month, %	-28.38

PnL, Volume & Fees

Metric	Value
Total PnL	1276.03
Total PnL, %	127.60
Gross profit	1627.88
Gross loss	327.00
Trading volume (USDT)	19734.29
Total transactions (buy/sell)	10
Total fees	7.08
Funding net	-17.78
Funding accrued (received)	60.41
Funding paid	78.18

Trades

Metric	Value
Total Trades	8
Win Trades	7
Los Trades	1
Win Rate, %	87.50
Expectancy per trade	162.6112
Max consecutive wins	7
Max consecutive losses	1

Risk & Exposure

Metric	Value
Position avg, % of margin balance	73.17
Position max, % of margin balance	136.81
Max Drawdown	799.69
Max Drawdown, %	47.49

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	4.9783
Recovery Factor (Total PnL / Max DD)	1.5957
Sharpe ratio (monthly)	0.8330
Sortino ratio (monthly)	1.7563
CAGR, %	40.58
Calmar ratio (CAGR / Max DD%)	0.8544

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 1300.89 | Fee: 7.08 | Vol: 19734.29

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": 20,
    "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 04:19:00	ETHUSDT	3	sell	reversed	0.75	2813.5948970	0.75967062219000	147.696974020	1134.91231237955000	-0.34	short	2110.196172750
2024-10-20 22:02:00	ETHUSDT	5	buy	reversed	0.76	2728.9147860	0.74663108544960	28.791237740	1176.41271930510040	0.42	long	2073.975237360
2025-01-13 11:32:00	ETHUSDT	6	sell	reversed	0.79	3098.91500	0.881331426000	155.400089880	1315.17643152210040	-0.37	short	2448.1428500
2025-07-10 21:23:00	ETHUSDT	7	buy	reversed	0.83	2879.5474890	0.86040878971320	81.165979070	1416.60045770688720	0.46	long	2390.024415870
2025-09-22 05:59:00	ETHUSDT	8	sell	reversed	0.78	4208.52650	1.181754241200	611.330345060	2008.14471652568720	-0.32	short	3282.6506700
2026-04-13 23:26:00	ETHUSDT	9	buy	reversed	1.18	2385.83475	1.013502601800	583.2613600	2616.22367883588720	0.86	long	2815.2850050
2026-06-01 00:00:00	ETHUSDT	11	sell	closed	0.86	2005.6077915	0.60368794524150	-326.995184310	2276.03438078064570	0		1724.822700690

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%	4.98	1300.89	7.08	19734.29	73.17%	136.81%

Run Tag: run_260_of_380
Run Parameters:
settings[*].zigzag.detection=20, 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