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

1351.07

Total PnL

351.07 (35.11%)

Total Trades (Win/Los)

12 (4/8)

Win Rate

33.33%

Max Drawdown

896.71 (57.40%)

Total Fees

8.67

Position avg (max), %

91.51 (188.14)

Profit Factor

1.47

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%	-10.48%	44.25%	-10.08%	27.41%
2025	-1.45%	-23.54%	18.95%	1.35%	-26.91%	2.69%	19.40%	21.50%	-3.35%	-17.92%	24.35%	0.71%	-1.74%
2026	11.92%	9.89%	-2.41%	-0.28%	-9.77%	0.00%	—	—	—	—	—	—	7.99%

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	1351.07
Min balance	665.59
Max balance	1598.72

Monthly Performance

Metric	Value
Average monthly return (geometric), %	1.01
Average monthly return (arithmetic), %	2.78
Best month, %	51.78
Worst month, %	-27.12

PnL, Volume & Fees

Metric	Value
Total PnL	351.07
Total PnL, %	35.11
Gross profit	1176.54
Gross loss	801.67
Trading volume (USDT)	24149.42
Total transactions (buy/sell)	14
Total fees	8.67
Funding net	-15.13
Funding accrued (received)	53.45
Funding paid	68.59

Trades

Metric	Value
Total Trades	12
Win Trades	4
Los Trades	8
Win Rate, %	33.33
Expectancy per trade	31.2392
Max consecutive wins	2
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	91.51
Position max, % of margin balance	188.14
Max Drawdown	896.71
Max Drawdown, %	57.40

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.4676
Recovery Factor (Total PnL / Max DD)	0.3915
Sharpe ratio (monthly)	0.4954
Sortino ratio (monthly)	0.8917
CAGR, %	13.27
Calmar ratio (CAGR / Max DD%)	0.2312

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 374.87 | Fee: 8.67 | Vol: 24149.42

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": 9,
    "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
2024-10-20 22:02:00	ETHUSDT	6	buy	reversed	0.66	2728.9147860	0.64839015315360	37.373644875	1061.34649756407600	0.37	long	1801.083758760
2025-02-03 02:07:00	ETHUSDT	7	sell	reversed	0.80	2355.0054595	0.67824157233600	-138.346450805	905.08267190974000	-0.43	short	1884.004367600
2025-07-09 19:52:00	ETHUSDT	8	buy	reversed	0.76	2784.7843335	0.76191699364560	-184.804915820	739.99329974109440	0.33	long	2116.436093460
2025-09-22 05:59:00	ETHUSDT	9	sell	reversed	0.49	4231.4684675	0.74643103766700	477.405764220	1203.18240612042740	-0.16	short	2073.419549075
2025-10-06 14:03:00	ETHUSDT	10	buy	reversed	0.41	4645.3352985	0.68565149005860	-66.218692960	1137.58669587036880	0.25	long	1904.587472385
2025-10-10 19:29:00	ETHUSDT	11	sell	reversed	0.53	3959.5936570	0.75549046975560	-171.435410375	964.74396080061320	-0.28	short	2098.584638210
2026-04-07 22:55:00	ETHUSDT	12	buy	reversed	0.72	2198.9793735	0.56997545361120	492.971999380	1476.22556736100200	0.44	long	1583.265148920
2026-05-28 03:18:00	ETHUSDT	13	sell	reversed	1.16	1978.2273780	0.82610775305280	-97.130878020	1371.51548290594920	-0.72	short	2294.743758480
2026-06-01 00:00:00	ETHUSDT	15	buy	closed	0.72	2007.0122085	0.50576707654200	-20.725077960	1351.06700002140720	0		1445.048790120

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	12	33.33%	1.47	374.87	8.67	24149.42	91.51%	188.14%

Run Tag: run_289_of_380
Run Parameters:
settings[*].zigzag.detection=9, 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