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

1706.36

Total PnL

706.36 (70.64%)

Total Trades (Win/Los)

24 (6/18)

Win Rate

25.00%

Max Drawdown

986.11 (62.09%)

Total Fees

19.55

Position avg (max), %

91.53 (188.62)

Profit Factor

1.81

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	-14.97%	50.63%	9.33%	-19.02%	26.68%	-9.78%	-16.28%	18.86%	-1.72%	-12.52%	23.77%	-11.25%	21.82%
2025	-1.64%	-27.46%	18.99%	1.35%	-26.95%	2.70%	36.54%	20.14%	-1.61%	2.53%	17.37%	0.54%	26.06%
2026	8.05%	14.61%	-3.41%	0.92%	-7.90%	0.00%	—	—	—	—	—	—	11.19%

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	1706.36
Min balance	602.14
Max balance	2005.05

Monthly Performance

Metric	Value
Average monthly return (geometric), %	1.80
Average monthly return (arithmetic), %	3.28
Best month, %	50.63
Worst month, %	-27.46

PnL, Volume & Fees

Metric	Value
Total PnL	706.36
Total PnL, %	70.64
Gross profit	1676.35
Gross loss	926.88
Trading volume (USDT)	54370.55
Total transactions (buy/sell)	26
Total fees	19.55
Funding net	-23.55
Funding accrued (received)	53.82
Funding paid	77.37

Trades

Metric	Value
Total Trades	24
Win Trades	6
Los Trades	18
Win Rate, %	25.00
Expectancy per trade	31.2276
Max consecutive wins	2
Max consecutive losses	10

Risk & Exposure

Metric	Value
Position avg, % of margin balance	91.53
Position max, % of margin balance	188.62
Max Drawdown	986.11
Max Drawdown, %	62.09

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.8086
Recovery Factor (Total PnL / Max DD)	0.7163
Sharpe ratio (monthly)	0.6411
Sortino ratio (monthly)	1.1794
CAGR, %	24.77
Calmar ratio (CAGR / Max DD%)	0.3989

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 749.46 | Fee: 19.55 | Vol: 54370.55

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": 16,
    "detection": 4,
    "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 00:26:00	ETHUSDT	4	buy	reversed	0.86	2388.3156180	0.73942251533280	-94.085378100	896.86585027291020	0.41	long	2053.951431480
2024-07-05 00:03:00	ETHUSDT	5	sell	reversed	0.69	3044.9738860	0.75637151328240	269.229889880	1134.06255152162780	-0.28	short	2101.031981340
2024-10-07 01:56:00	ETHUSDT	6	buy	reversed	0.73	2499.5545380	0.65688293258640	152.717417440	1295.89791793504140	0.45	long	1824.674812740
2024-10-07 10:23:00	ETHUSDT	7	sell	reversed	0.98	2435.5972425	0.85927870715400	-28.780782975	1266.20766845038740	-0.53	short	2386.885297650
2024-10-07 14:18:00	ETHUSDT	8	buy	reversed	1.04	2499.5545380	0.93583321902720	-33.897366615	1231.37446861636020	0.51	long	2599.536719520
2024-10-07 18:47:00	ETHUSDT	9	sell	reversed	1.00	2435.5972425	0.87681500730000	-32.618220705	1197.82261627756020	-0.49	short	2435.597242500
2024-10-14 03:37:00	ETHUSDT	10	buy	reversed	0.97	2499.5545380	0.87284444466960	-31.339074795	1166.62975961739060	0.48	long	2424.567901860
2024-10-25 23:05:00	ETHUSDT	11	sell	reversed	0.95	2434.1777395	0.83248878690900	-31.380863280	1132.43996111048160	-0.47	short	2312.468852525
2024-10-26 20:17:00	ETHUSDT	12	buy	reversed	0.92	2499.5545380	0.82785246298560	-30.727095295	1101.04078754399600	0.45	long	2299.590174960
2024-11-03 02:42:00	ETHUSDT	13	sell	reversed	0.90	2434.1777395	0.78867358759800	-29.419559325	1069.69437017139800	-0.45	short	2190.759965550
2024-11-06 18:09:00	ETHUSDT	14	buy	reversed	0.85	2671.1545770	0.81737330056200	-106.639576875	962.78801162333600	0.40	long	2270.481390450
2025-02-03 02:07:00	ETHUSDT	15	sell	reversed	0.79	2355.0054595	0.66976355268180	-126.459647000	819.35720059065420	-0.39	short	1860.454313005
2025-07-02 22:35:00	ETHUSDT	16	buy	reversed	0.71	2619.1563840	0.66945637175040	-103.018860555	733.29864718540380	0.32	long	1859.601032640
2025-09-22 02:32:00	ETHUSDT	17	sell	reversed	0.48	4272.6140615	0.73830770982720	529.106456800	1247.83116467557660	-0.16	short	2050.854749520
2025-10-02 19:07:00	ETHUSDT	18	buy	reversed	0.43	4499.274195	0.6964876453860	-36.265621360	1211.82037921419060	0.27	long	1934.68790385
2025-10-08 04:10:00	ETHUSDT	19	sell	reversed	0.54	4423.8311170	0.85999276914480	-20.369631060	1189.70841047804580	-0.27	short	2388.868803180
2025-10-08 10:38:00	ETHUSDT	20	buy	reversed	0.53	4499.274195	0.8584615164060	-20.369631060	1168.53452087413980	0.26	long	2384.61532335
2025-10-09 02:42:00	ETHUSDT	21	sell	reversed	0.52	4423.8311170	0.82814118510240	-19.615200280	1147.98627603903740	-0.26	short	2300.392180840
2026-01-05 00:49:00	ETHUSDT	22	buy	reversed	0.62	3177.7318170	0.70926974155440	323.985818000	1481.57650054048300	0.36	long	1970.193726540
2026-01-20 22:33:00	ETHUSDT	23	sell	reversed	0.85	2969.2104125	0.90857838622500	-75.067705620	1403.15998007825800	-0.49	short	2523.828850625
2026-04-06 09:22:00	ETHUSDT	24	buy	reversed	1.14	2172.0399480	0.89140519465920	390.613527605	1803.80075004659880	0.65	long	2476.125540720
2026-05-23 07:50:00	ETHUSDT	25	sell	reversed	1.52	2019.3029965	1.10496259968480	-99.279018475	1694.10914226691400	-0.87	short	3069.340554680
2026-06-01 00:00:00	ETHUSDT	27	buy	closed	0.87	2007.0122085	0.61113521748825	10.692985560	1706.36206917042575	0		1746.100621395

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%	1.81	749.46	19.55	54370.55	91.53%	188.62%

Run Tag: run_284_of_380
Run Parameters:
settings[*].zigzag.detection=4, 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