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

1340.89

Total PnL

340.89 (34.09%)

Total Trades (Win/Los)

8 (5/3)

Win Rate

62.50%

Max Drawdown

1013.36 (58.07%)

Total Fees

5.89

Position avg (max), %

84.60 (191.04)

Profit Factor

1.61

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	-1.48%	-24.09%	19.16%	1.36%	-27.14%	2.73%	9.73%	22.49%	-4.40%	4.35%	11.50%	0.38%	1.43%
2026	6.30%	5.50%	-1.40%	-7.32%	-8.98%	0.00%	—	—	—	—	—	—	-6.72%

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	1340.89
Min balance	731.70
Max balance	1745.06

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.98
Average monthly return (arithmetic), %	2.46
Best month, %	45.51
Worst month, %	-28.38

PnL, Volume & Fees

Metric	Value
Total PnL	340.89
Total PnL, %	34.09
Gross profit	971.73
Gross loss	602.74
Trading volume (USDT)	16416.55
Total transactions (buy/sell)	10
Total fees	5.89
Funding net	-22.21
Funding accrued (received)	50.22
Funding paid	72.42

Trades

Metric	Value
Total Trades	8
Win Trades	5
Los Trades	3
Win Rate, %	62.50
Expectancy per trade	46.1237
Max consecutive wins	3
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	84.60
Position max, % of margin balance	191.04
Max Drawdown	1013.36
Max Drawdown, %	58.07

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.6122
Recovery Factor (Total PnL / Max DD)	0.3364
Sharpe ratio (monthly)	0.4818
Sortino ratio (monthly)	0.8613
CAGR, %	12.92
Calmar ratio (CAGR / Max DD%)	0.2224

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 368.99 | Fee: 5.89 | Vol: 16416.55

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": 15,
    "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
2025-02-03 02:07:00	ETHUSDT	6	sell	reversed	0.90	2355.0054595	0.76302176887800	-157.041917130	999.03903452422240	-0.48	short	2119.504913550
2025-07-10 21:23:00	ETHUSDT	7	buy	reversed	0.83	2879.5474890	0.86040878971320	-251.780174160	769.43685346250920	0.35	long	2390.024415870
2025-09-22 05:59:00	ETHUSDT	8	sell	reversed	0.52	4208.52650	0.787836160800	465.142653850	1219.63620115170920	-0.17	short	2188.4337800
2026-04-13 23:26:00	ETHUSDT	9	buy	reversed	0.68	2385.83475	0.584052346800	309.8575975	1542.63252078940920	0.51	long	1622.3676300
2026-06-01 00:00:00	ETHUSDT	11	sell	closed	0.51	2005.6077915	0.35800099078275	-193.915748835	1340.89235566362645	0		1022.859973665

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	62.50%	1.61	368.99	5.89	16416.55	84.60%	191.04%

Run Tag: run_280_of_380
Run Parameters:
settings[*].zigzag.detection=20, 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