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

1137.23

Total PnL

137.23 (13.72%)

Total Trades (Win/Los)

9 (4/5)

Win Rate

44.44%

Max Drawdown

891.13 (57.65%)

Total Fees

6.00

Position avg (max), %

89.39 (186.86)

Profit Factor

1.29

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	-20.38%	52.75%	9.58%	-19.49%	27.51%	-10.02%	-27.15%	22.82%	-2.01%	-10.54%	45.01%	-10.20%	25.75%
2025	-1.47%	-23.96%	18.86%	1.34%	-26.80%	2.68%	9.92%	22.34%	-7.12%	-9.88%	15.39%	0.49%	-11.47%
2026	8.14%	6.99%	-1.75%	-1.26%	-8.93%	0.00%	—	—	—	—	—	—	2.21%

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	1137.23
Min balance	654.58
Max balance	1545.71

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.43
Average monthly return (arithmetic), %	2.10
Best month, %	52.75
Worst month, %	-27.15

PnL, Volume & Fees

Metric	Value
Total PnL	137.23
Total PnL, %	13.72
Gross profit	758.84
Gross loss	588.11
Trading volume (USDT)	16707.76
Total transactions (buy/sell)	11
Total fees	6.00
Funding net	-27.51
Funding accrued (received)	43.15
Funding paid	70.66

Trades

Metric	Value
Total Trades	9
Win Trades	4
Los Trades	5
Win Rate, %	44.44
Expectancy per trade	18.9701
Max consecutive wins	2
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	89.39
Position max, % of margin balance	186.86
Max Drawdown	891.13
Max Drawdown, %	57.65

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.2903
Recovery Factor (Total PnL / Max DD)	0.1540
Sharpe ratio (monthly)	0.3836
Sortino ratio (monthly)	0.6839
CAGR, %	5.47
Calmar ratio (CAGR / Max DD%)	0.0949

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 170.73 | Fee: 6.00 | Vol: 16707.76

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": 18,
    "detection": 12,
    "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 15:39:00	ETHUSDT	4	buy	reversed	0.85	2453.358375	0.7507276627500	-123.35461875	867.63335833299300	0.40	long	2085.35461875
2024-07-05 04:17:00	ETHUSDT	5	sell	reversed	0.68	2857.7894235	0.69958685087280	161.772419400	998.23493750212020	-0.28	short	1943.296807980
2024-10-20 22:02:00	ETHUSDT	6	buy	reversed	0.65	2728.9147860	0.63856605992400	36.084898500	1044.76251722419620	0.37	long	1773.794610900
2025-02-03 02:07:00	ETHUSDT	7	sell	reversed	0.79	2355.0054595	0.66976355268180	-138.346450805	888.50716958951440	-0.42	short	1860.454313005
2025-07-10 21:23:00	ETHUSDT	8	buy	reversed	0.73	2879.5474890	0.75674508010920	-220.307652390	687.60137377140520	0.31	long	2102.069666970
2025-10-10 21:12:00	ETHUSDT	9	sell	reversed	0.48	3819.9225590	0.66008261819520	291.516271700	962.57610765171000	-0.17	short	1833.562828320
2026-04-07 23:00:00	ETHUSDT	10	buy	reversed	0.60	2234.8019070	0.48271721191200	269.470510840	1243.14793359329800	0.43	long	1340.881144200
2026-06-01 00:00:00	ETHUSDT	12	sell	closed	0.43	2005.6077915	0.30184397262075	-98.553469665	1137.22575672617725	0		862.411350345

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	9	44.44%	1.29	170.73	6.00	16707.76	89.39%	186.86%

Run Tag: run_332_of_380
Run Parameters:
settings[*].zigzag.detection=12, settings[*].zigzag.length=18
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