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

1459.75

Total PnL

459.75 (45.98%)

Total Trades (Win/Los)

14 (6/8)

Win Rate

42.86%

Max Drawdown

920.04 (56.76%)

Total Fees

11.02

Position avg (max), %

93.09 (182.82)

Profit Factor

1.56

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%	-26.92%	23.28%	-2.04%	-6.78%	43.54%	-9.97%	32.50%
2025	-1.44%	-23.26%	18.58%	1.33%	-26.46%	2.63%	30.37%	20.53%	-3.19%	-12.67%	22.32%	0.67%	12.20%
2026	-2.90%	15.77%	-3.64%	-0.90%	-8.46%	0.00%	—	—	—	—	—	—	-1.74%

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	1459.75
Min balance	700.90
Max balance	1768.02

Monthly Performance

Metric	Value
Average monthly return (geometric), %	1.27
Average monthly return (arithmetic), %	3.02
Best month, %	51.78
Worst month, %	-26.92

PnL, Volume & Fees

Metric	Value
Total PnL	459.75
Total PnL, %	45.98
Gross profit	1352.80
Gross loss	867.93
Trading volume (USDT)	30688.76
Total transactions (buy/sell)	16
Total fees	11.02
Funding net	-14.09
Funding accrued (received)	59.20
Funding paid	73.29

Trades

Metric	Value
Total Trades	14
Win Trades	6
Los Trades	8
Win Rate, %	42.86
Expectancy per trade	34.6334
Max consecutive wins	2
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	93.09
Position max, % of margin balance	182.82
Max Drawdown	920.04
Max Drawdown, %	56.76

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.5586
Recovery Factor (Total PnL / Max DD)	0.4997
Sharpe ratio (monthly)	0.5391
Sortino ratio (monthly)	1.0128
CAGR, %	16.96
Calmar ratio (CAGR / Max DD%)	0.2988

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 484.87 | Fee: 11.02 | Vol: 30688.76

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": 17,
    "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	2861.498125	0.7107961342500	170.274355600	1014.62679608727700	-0.29	short	1974.43370625
2024-10-15 13:57:00	ETHUSDT	6	buy	reversed	0.67	2663.531910	0.6424438966920	57.41020235	1082.32226383858500	0.38	long	1784.56637970
2025-02-03 02:07:00	ETHUSDT	7	sell	reversed	0.82	2355.0054595	0.69519761164440	-117.240051190	945.96219099794060	-0.44	short	1931.104476790
2025-07-09 18:08:00	ETHUSDT	8	buy	reversed	0.80	2680.537860	0.7719949036800	-143.234256220	822.90962053426060	0.36	long	2144.43028800
2025-09-22 05:59:00	ETHUSDT	9	sell	reversed	0.54	4231.4684675	0.82259747008200	558.335018700	1365.72724888817860	-0.18	short	2284.992972450
2025-10-06 14:03:00	ETHUSDT	10	buy	reversed	0.47	4645.3352985	0.78599073250620	-74.496029580	1291.91744205067240	0.29	long	2183.307590295
2025-10-10 15:31:00	ETHUSDT	11	sell	reversed	0.60	4088.0486820	0.88301851531200	-161.613118785	1128.71858547936040	-0.31	short	2452.829209200
2026-01-13 22:10:00	ETHUSDT	12	buy	reversed	0.65	3326.9340195	0.77850256056300	235.945545375	1377.08155058129740	0.34	long	2162.507112675
2026-01-20 22:33:00	ETHUSDT	13	sell	reversed	0.80	2905.98255	0.836922974400	-143.123499630	1232.06891714189740	-0.46	short	2324.7860400
2026-04-07 22:55:00	ETHUSDT	14	buy	reversed	1.03	2198.9793735	0.81538155169380	325.221461190	1566.90011687320360	0.57	long	2264.948754705
2026-05-23 07:50:00	ETHUSDT	15	sell	reversed	1.33	2014.394715	0.9644921895420	-105.213255345	1452.77709638916160	-0.76	short	2679.14497095
2026-06-01 00:00:00	ETHUSDT	17	buy	closed	0.76	2007.0122085	0.53386524746100	5.610704940	1459.75050870970060	0		1525.329278460

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%	1.56	484.87	11.02	30688.76	93.09%	182.82%

Run Tag: run_307_of_380
Run Parameters:
settings[*].zigzag.detection=7, settings[*].zigzag.length=17
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