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

1232.00

Total PnL

232.00 (23.20%)

Total Trades (Win/Los)

8 (5/3)

Win Rate

62.50%

Max Drawdown

1018.94 (57.28%)

Total Fees

5.88

Position avg (max), %

87.19 (187.80)

Profit Factor

1.44

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	-5.34%	45.48%	8.68%	-17.79%	24.59%	-9.16%	-25.99%	24.12%	-2.10%	-10.53%	44.04%	-10.04%	45.17%
2025	-1.45%	-23.43%	18.93%	1.35%	-26.88%	2.69%	9.82%	22.34%	-7.12%	-9.89%	15.60%	0.49%	-10.80%
2026	8.23%	7.06%	-1.76%	-8.09%	-9.01%	0.00%	—	—	—	—	—	—	-4.81%

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	1232.00
Min balance	759.84
Max balance	1778.78

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.70
Average monthly return (arithmetic), %	2.16
Best month, %	45.48
Worst month, %	-26.88

PnL, Volume & Fees

Metric	Value
Total PnL	232.00
Total PnL, %	23.20
Gross profit	855.81
Gross loss	592.77
Trading volume (USDT)	16378.07
Total transactions (buy/sell)	10
Total fees	5.88
Funding net	-25.16
Funding accrued (received)	50.96
Funding paid	76.13

Trades

Metric	Value
Total Trades	8
Win Trades	5
Los Trades	3
Win Rate, %	62.50
Expectancy per trade	32.8801
Max consecutive wins	3
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	87.19
Position max, % of margin balance	187.80
Max Drawdown	1018.94
Max Drawdown, %	57.28

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.4437
Recovery Factor (Total PnL / Max DD)	0.2277
Sharpe ratio (monthly)	0.4240
Sortino ratio (monthly)	0.7621
CAGR, %	9.02
Calmar ratio (CAGR / Max DD%)	0.1575

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 263.04 | Fee: 5.88 | Vol: 16378.07

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": 18,
    "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 12:09:00	ETHUSDT	1	sell	opened	0.45	2116.3690115	0.34285177986300	0	999.65714822013700	-0.45	short	952.366055175
2024-01-03 12:09:00	ETHUSDT	2	buy	closed	0.45	2070.0842760	0.32603827347000	20.828130975	1020.15924092166700	0		931.537924200
2024-01-10 15:39:00	ETHUSDT	4	buy	opened	0.41	2453.358375	0.3621156961500	0	1019.79712522551700	0.41	long	1005.87693375
2024-07-05 04:17:00	ETHUSDT	3	sell	reversed	0.75	2857.7894235	0.77160314434500	165.816729885	1153.60921725167200	-0.34	short	2143.342067625
2024-10-20 22:02:00	ETHUSDT	5	buy	reversed	0.76	2728.9147860	0.74663108544960	43.817376750	1210.13576318722240	0.42	long	2073.975237360
2025-02-03 02:07:00	ETHUSDT	6	sell	reversed	0.91	2355.0054595	0.77149978853220	-157.041917130	1032.75360038669020	-0.49	short	2143.054968145
2025-07-10 21:23:00	ETHUSDT	7	buy	reversed	0.85	2879.5474890	0.88114153163400	-257.025594455	798.36523299405620	0.36	long	2447.615365650
2025-10-10 21:12:00	ETHUSDT	8	sell	reversed	0.56	3819.9225590	0.77009638789440	338.535025200	1117.68718157216180	-0.20	short	2139.156633040
2026-04-13 23:26:00	ETHUSDT	9	buy	reversed	0.67	2385.83475	0.575463341700	286.817561800	1417.91646047046180	0.47	long	1598.5092825
2026-06-01 00:00:00	ETHUSDT	11	sell	closed	0.47	2005.6077915	0.32992248170175	-178.706670495	1231.99905339376005	0		942.635662005

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	8	62.50%	1.44	263.04	5.88	16378.07	87.19%	187.80%

Run Tag: run_338_of_380
Run Parameters:
settings[*].zigzag.detection=18, 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