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

1989.37

Total PnL

989.37 (98.94%)

Total Trades (Win/Los)

20 (6/14)

Win Rate

30.00%

Max Drawdown

1137.94 (63.25%)

Total Fees

18.44

Position avg (max), %

90.42 (185.03)

Profit Factor

2.17

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	0.70%	45.88%	8.73%	-17.89%	24.76%	-9.21%	-21.33%	20.02%	-1.80%	-12.43%	23.53%	-11.14%	32.38%
2025	-1.63%	-27.15%	18.74%	1.34%	-26.65%	2.66%	41.10%	19.50%	-6.37%	18.05%	17.36%	0.54%	42.79%
2026	2.07%	15.13%	-3.52%	0.87%	-7.91%	0.00%	—	—	—	—	—	—	5.32%

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	1989.37
Min balance	661.04
Max balance	2345.56

Monthly Performance

Metric	Value
Average monthly return (geometric), %	2.32
Average monthly return (arithmetic), %	3.80
Best month, %	45.88
Worst month, %	-27.15

PnL, Volume & Fees

Metric	Value
Total PnL	989.37
Total PnL, %	98.94
Gross profit	1917.34
Gross loss	885.06
Trading volume (USDT)	51281.65
Total transactions (buy/sell)	21
Total fees	18.44
Funding net	-24.47
Funding accrued (received)	61.62
Funding paid	86.09

Trades

Metric	Value
Total Trades	20
Win Trades	6
Los Trades	14
Win Rate, %	30.00
Expectancy per trade	51.6142
Max consecutive wins	2
Max consecutive losses	10

Risk & Exposure

Metric	Value
Position avg, % of margin balance	90.42
Position max, % of margin balance	185.03
Max Drawdown	1137.94
Max Drawdown, %	63.25

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	2.1663
Recovery Factor (Total PnL / Max DD)	0.8694
Sharpe ratio (monthly)	0.7466
Sortino ratio (monthly)	1.3848
CAGR, %	32.95
Calmar ratio (CAGR / Max DD%)	0.5210

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 1032.28 | Fee: 18.44 | Vol: 51281.65

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": 19,
    "detection": 5,
    "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
2024-01-04 14:45:00	ETHUSDT	2	buy	opened	0.44	2256.2093970	0.35738356848480	0	999.64261643151520	0.44	long	992.732134680
2024-07-05 02:59:00	ETHUSDT	1	sell	reversed	0.76	2930.4539820	0.80177220947520	296.667617400	1261.18170196804000	-0.32	short	2227.145026320
2024-10-07 01:56:00	ETHUSDT	3	buy	reversed	0.82	2499.5545380	0.73786849961760	137.887822080	1409.50289201242240	0.50	long	2049.634721160
2024-10-07 10:23:00	ETHUSDT	4	sell	reversed	1.06	2435.5972425	0.92942390773800	-31.978647750	1376.53905612968440	-0.56	short	2581.733077050
2024-10-07 14:18:00	ETHUSDT	5	buy	reversed	1.12	2499.5545380	1.00782038972160	-35.816085480	1339.71515025996280	0.56	long	2799.501082560
2024-10-07 18:47:00	ETHUSDT	6	sell	reversed	1.09	2435.5972425	0.95572835795700	-35.816085480	1302.88094953800580	-0.53	short	2654.800994325
2024-10-14 03:37:00	ETHUSDT	7	buy	reversed	1.06	2499.5545380	0.95383001170080	-33.897366615	1269.13200427280500	0.53	long	2649.527810280
2024-10-25 23:05:00	ETHUSDT	8	sell	reversed	1.04	2434.1777395	0.91135614566880	-34.649703205	1231.38861864463620	-0.51	short	2531.544849080
2024-10-26 20:17:00	ETHUSDT	9	buy	reversed	1.00	2499.5545380	0.89983963368000	-33.342167235	1197.31564334545620	0.49	long	2499.554538000
2024-11-03 02:42:00	ETHUSDT	10	sell	reversed	0.97	2434.1777395	0.85001486663340	-32.034631265	1163.19164080182280	-0.48	short	2361.152407315
2024-11-06 18:09:00	ETHUSDT	11	buy	reversed	0.91	2671.1545770	0.87507023942520	-113.748882000	1049.15498629839760	0.43	long	2430.750665070
2025-02-03 02:07:00	ETHUSDT	12	sell	reversed	0.85	2355.0054595	0.72063167060700	-135.944120525	894.96622858679060	-0.42	short	2001.754640575
2025-07-02 17:00:00	ETHUSDT	13	buy	reversed	0.77	2569.7891115	0.71234554170780	-90.209133840	823.03064838208280	0.35	long	1978.737615855
2025-10-08 04:10:00	ETHUSDT	14	sell	reversed	0.53	4423.8311170	0.84406697712360	648.914701925	1452.74376057995920	-0.18	short	2344.630492010
2025-10-08 10:38:00	ETHUSDT	15	buy	reversed	0.50	4499.274195	0.8098693551000	-13.579754040	1438.39027249985920	0.32	long	2249.63709750
2025-10-09 02:42:00	ETHUSDT	16	sell	reversed	0.64	4423.8311170	1.01925068935680	-24.141784960	1413.10012501050240	-0.32	short	2831.251914880
2026-01-13 22:10:00	ETHUSDT	17	buy	reversed	0.75	3326.9340195	0.89827218526500	351.007071200	1777.08146239323740	0.43	long	2495.200514625
2026-01-20 22:33:00	ETHUSDT	18	sell	reversed	1.02	2969.2104125	1.09029406347000	-153.821151010	1620.83928008726740	-0.59	short	3028.594620750
2026-04-06 09:22:00	ETHUSDT	19	buy	reversed	1.35	2172.0399480	1.05561141472800	470.330574055	2103.26118570553940	0.76	long	2932.253929800
2026-05-23 07:50:00	ETHUSDT	20	sell	reversed	1.78	2019.3029965	1.29396936015720	-116.080083140	1975.00436967338220	-1.02	short	3594.359333770
2026-06-01 00:00:00	ETHUSDT	22	buy	closed	1.02	2007.0122085	0.71650335843450	12.536603760	1989.36987018094770	0		2047.152452670

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	20	30.00%	2.17	1032.28	18.44	51281.65	90.42%	185.03%

Run Tag: run_345_of_380
Run Parameters:
settings[*].zigzag.detection=5, settings[*].zigzag.length=19
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