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

1416.47

Total PnL

416.47 (41.65%)

Total Trades (Win/Los)

14 (6/8)

Win Rate

42.86%

Max Drawdown

914.46 (56.98%)

Total Fees

10.81

Position avg (max), %

92.95 (181.38)

Profit Factor

1.51

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	-18.89%	51.78%	9.47%	-19.28%	27.13%	-9.91%	-27.12%	23.34%	-2.05%	-8.03%	44.24%	-10.08%	30.89%
2025	-1.45%	-23.65%	18.48%	1.32%	-26.34%	2.62%	29.98%	20.36%	-3.14%	-13.15%	22.17%	0.66%	10.50%
2026	-3.08%	15.53%	-3.60%	-0.87%	-8.41%	0.00%	—	—	—	—	—	—	-1.99%

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	1416.47
Min balance	690.39
Max balance	1712.19

Monthly Performance

Metric	Value
Average monthly return (geometric), %	1.17
Average monthly return (arithmetic), %	2.94
Best month, %	51.78
Worst month, %	-27.12

PnL, Volume & Fees

Metric	Value
Total PnL	416.47
Total PnL, %	41.65
Gross profit	1303.84
Gross loss	861.80
Trading volume (USDT)	30083.56
Total transactions (buy/sell)	16
Total fees	10.81
Funding net	-14.76
Funding accrued (received)	57.79
Funding paid	72.55

Trades

Metric	Value
Total Trades	14
Win Trades	6
Los Trades	8
Win Rate, %	42.86
Expectancy per trade	31.5739
Max consecutive wins	2
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	92.95
Position max, % of margin balance	181.38
Max Drawdown	914.46
Max Drawdown, %	56.98

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.5129
Recovery Factor (Total PnL / Max DD)	0.4554
Sharpe ratio (monthly)	0.5214
Sortino ratio (monthly)	0.9748
CAGR, %	15.51
Calmar ratio (CAGR / Max DD%)	0.2722

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 442.03 | Fee: 10.81 | Vol: 30083.56

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": 15,
    "detection": 7,
    "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	2179.23700	0.345191140800	0	999.654808859200	-0.44	short	958.8642800
2024-01-03 12:08:00	ETHUSDT	2	buy	closed	0.44	2196.3984705	0.33824536445700	-7.551047020	991.76551647474300	0		966.415327020
2024-01-08 02:52:00	ETHUSDT	3	sell	opened	0.45	2179.23700	0.353036394000	0	991.41248008074300	-0.45	short	980.6566500
2024-01-10 15:10:00	ETHUSDT	4	buy	reversed	0.85	2435.8122360	0.74535854421600	-115.458856200	875.53449000152700	0.40	long	2070.440400600
2024-07-05 04:17:00	ETHUSDT	5	sell	reversed	0.69	2857.7894235	0.70987489279740	168.790875000	1013.14423672872960	-0.29	short	1971.874702215
2024-10-15 14:00:00	ETHUSDT	6	buy	reversed	0.67	2683.7089695	0.64731060344340	50.483331660	1073.90796708328620	0.38	long	1798.085009565
2025-02-03 02:07:00	ETHUSDT	7	sell	reversed	0.81	2355.0054595	0.68671959199020	-124.907333800	929.88908965229600	-0.43	short	1907.554422195
2025-07-09 18:08:00	ETHUSDT	8	buy	reversed	0.78	2680.537860	0.7526950310880	-139.978932215	809.63492305120800	0.35	long	2090.81953080
2025-09-22 05:59:00	ETHUSDT	9	sell	reversed	0.53	4231.4684675	0.80736418359900	542.825712625	1337.36666730760900	-0.18	short	2242.678287775
2025-10-06 14:03:00	ETHUSDT	10	buy	reversed	0.46	4645.3352985	0.76926752543160	-74.496029580	1263.57358367717740	0.28	long	2136.854237310
2025-10-10 15:31:00	ETHUSDT	11	sell	reversed	0.58	4077.57235	0.851397106680	-158.973625580	1103.07007341849740	-0.30	short	2364.9919630
2026-01-13 22:10:00	ETHUSDT	12	buy	reversed	0.63	3326.9340195	0.75454863562260	225.191499150	1340.27727130787480	0.33	long	2095.968432285
2026-01-20 22:33:00	ETHUSDT	13	sell	reversed	0.77	2905.98255	0.805538362860	-138.913984935	1199.53648455251480	-0.44	short	2237.6065635
2026-04-07 22:55:00	ETHUSDT	14	buy	reversed	0.99	2198.9793735	0.78371624871540	311.081397660	1519.80601996579940	0.55	long	2176.989579765
2026-05-23 07:50:00	ETHUSDT	15	sell	reversed	1.29	2014.394715	0.9354849056460	-101.521562175	1409.68248144265340	-0.74	short	2598.56918235
2026-06-01 00:00:00	ETHUSDT	17	buy	closed	0.74	2007.0122085	0.51981616200150	5.463054810	1416.47238291265190	0		1485.189034290

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	42.86%	1.51	442.03	10.81	30083.56	92.95%	181.38%

Run Tag: run_267_of_380
Run Parameters:
settings[*].zigzag.detection=7, settings[*].zigzag.length=15
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