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

2848.13

Total PnL

1848.13 (184.81%)

Total Trades (Win/Los)

24 (6/18)

Win Rate

25.00%

Max Drawdown

1066.90 (51.95%)

Total Fees

24.26

Position avg (max), %

84.88 (141.68)

Profit Factor

3.11

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	-7.52%	34.78%	8.88%	-18.19%	25.26%	-4.28%	5.74%	18.17%	-1.66%	-13.81%	30.88%	-11.08%	64.07%
2025	-1.62%	-18.52%	15.44%	1.13%	-22.64%	2.14%	39.69%	18.74%	-3.85%	-1.71%	19.65%	0.60%	39.54%
2026	13.19%	13.75%	-3.23%	7.62%	-7.16%	0.00%	—	—	—	—	—	—	24.49%

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	2848.13
Min balance	847.46
Max balance	3273.50

Monthly Performance

Metric	Value
Average monthly return (geometric), %	3.55
Average monthly return (arithmetic), %	4.68
Best month, %	39.69
Worst month, %	-22.64

PnL, Volume & Fees

Metric	Value
Total PnL	1848.13
Total PnL, %	184.81
Gross profit	2777.49
Gross loss	893.09
Trading volume (USDT)	67473.88
Total transactions (buy/sell)	25
Total fees	24.26
Funding net	-11.99
Funding accrued (received)	78.33
Funding paid	90.32

Trades

Metric	Value
Total Trades	24
Win Trades	6
Los Trades	18
Win Rate, %	25.00
Expectancy per trade	78.5163
Max consecutive wins	1
Max consecutive losses	6

Risk & Exposure

Metric	Value
Position avg, % of margin balance	84.88
Position max, % of margin balance	141.68
Max Drawdown	1066.90
Max Drawdown, %	51.95

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	3.1100
Recovery Factor (Total PnL / Max DD)	1.7322
Sharpe ratio (monthly)	1.0447
Sortino ratio (monthly)	2.1798
CAGR, %	54.25
Calmar ratio (CAGR / Max DD%)	1.0443

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 1884.39 | Fee: 24.26 | Vol: 67473.88

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": 16,
    "detection": 1,
    "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
2024-01-04 14:45:00	ETHUSDT	2	buy	opened	0.44	2256.2093970	0.35738356848480	0	999.64261643151520	0.44	long	992.732134680
2024-01-26 00:01:00	ETHUSDT	1	sell	reversed	0.88	2242.4948520	0.71042236911360	-6.034399800	989.79789200640160	-0.44	short	1973.395469760
2024-01-30 15:45:00	ETHUSDT	3	buy	reversed	0.86	2336.9276385	0.72351279687960	-41.550426060	948.10753161752200	0.42	long	2009.757769110
2024-02-01 01:21:00	ETHUSDT	4	sell	reversed	0.84	2242.4948520	0.67813044324480	-39.661770330	907.54756151227720	-0.42	short	1883.695675680
2024-02-05 13:37:00	ETHUSDT	5	buy	reversed	0.80	2336.9276385	0.67303515988800	-39.661770330	867.77785751738920	0.38	long	1869.542110800
2024-06-16 00:01:00	ETHUSDT	6	sell	reversed	0.61	3592.2222820	0.78885201312720	477.011964530	1321.58978510326200	-0.23	short	2191.255592020
2024-06-16 22:05:00	ETHUSDT	7	buy	reversed	0.59	3625.8285960	0.77012599379040	-7.729452220	1313.16419665897160	0.36	long	2139.238871640
2024-06-17 02:20:00	ETHUSDT	8	sell	reversed	0.72	3592.2222820	0.93110401549440	-12.098273040	1300.07612036147720	-0.36	short	2586.400043040
2024-06-20 11:07:00	ETHUSDT	9	buy	reversed	0.71	3625.8285960	0.92676178913760	-12.098273040	1287.62038544633960	0.35	long	2574.338303160
2024-06-20 11:47:00	ETHUSDT	10	sell	reversed	0.70	3592.2222820	0.90524001506400	-11.762209900	1274.95293553127560	-0.35	short	2514.555597400
2024-10-17 00:01:00	ETHUSDT	11	buy	reversed	0.84	2588.2555725	0.78268848512400	351.388348325	1641.30811184615160	0.49	long	2174.134680900
2024-10-25 23:11:00	ETHUSDT	12	sell	reversed	1.15	2426.350480	1.0045090987200	-79.333495325	1559.46915532293160	-0.66	short	2790.30305200
2024-10-28 22:07:00	ETHUSDT	13	buy	reversed	1.26	2588.2555725	1.17403272768600	-106.857361050	1452.10158862124560	0.60	long	3261.202021350
2024-11-03 02:51:00	ETHUSDT	14	sell	reversed	1.18	2426.350480	1.0307136839040	-97.143055500	1352.81485864734160	-0.58	short	2863.09356640
2024-11-06 03:03:00	ETHUSDT	15	buy	reversed	1.11	2588.2555725	1.03426692677100	-93.904953650	1258.44854063957060	0.53	long	2872.963685475
2025-02-03 01:55:00	ETHUSDT	16	sell	reversed	1.01	2495.3963055	0.90732609667980	-49.215411510	1186.60148722989080	-0.48	short	2520.350268555
2025-07-02 17:00:00	ETHUSDT	17	buy	reversed	0.95	2569.7891115	0.87886787613300	-35.708546880	1171.71224296175780	0.47	long	2441.299655925
2025-09-25 00:01:00	ETHUSDT	18	sell	reversed	0.74	4204.427935	1.1200596018840	768.280247045	1917.75662149487380	-0.27	short	3111.27667190
2025-10-02 16:03:00	ETHUSDT	19	buy	reversed	0.70	4449.4967790	1.12127318830800	-66.168587880	1851.61557475956580	0.43	long	3114.647745300
2025-10-10 15:21:00	ETHUSDT	20	sell	reversed	0.86	4204.427935	1.3016908886760	-105.379602920	1742.93204550588980	-0.43	short	3615.80802410
2026-01-05 00:01:00	ETHUSDT	21	buy	reversed	0.98	3117.09060	1.099709563680	467.55505405	2226.10742158420980	0.55	long	3054.7487880
2026-01-20 15:03:00	ETHUSDT	22	sell	reversed	1.27	3028.439675	1.3846026194100	-48.75800875	2172.31169585979980	-0.72	short	3846.11838725
2026-04-08 00:01:00	ETHUSDT	23	buy	reversed	1.69	2059.3605240	1.25291494280160	697.736988720	2885.28424984099820	0.97	long	3480.319285560
2026-05-23 07:50:00	ETHUSDT	24	sell	reversed	2.37	2018.093420	1.7218373059440	-40.029090880	2830.11034384855420	-1.40	short	4782.88140540
2026-06-01 00:00:00	ETHUSDT	26	buy	closed	1.40	2007.0122085	0.98343598216500	15.513696100	2848.13429038638920	0		2809.817091900

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	24	25.00%	3.11	1884.39	24.26	67473.88	84.88%	141.68%

Run Tag: run_281_of_380
Run Parameters:
settings[*].zigzag.detection=1, settings[*].zigzag.length=16
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