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

1190.88

Total PnL

190.88 (19.09%)

Total Trades (Win/Los)

8 (4/4)

Win Rate

50.00%

Max Drawdown

990.03 (57.56%)

Total Fees

5.69

Position avg (max), %

87.26 (187.54)

Profit Factor

1.38

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	-9.04%	46.17%	8.77%	-17.96%	24.88%	-9.25%	-25.94%	23.49%	-2.06%	-10.56%	44.72%	-10.15%	40.05%
2025	-1.46%	-23.79%	18.91%	1.35%	-26.86%	2.69%	10.21%	22.54%	-7.18%	-9.96%	15.37%	0.49%	-11.06%
2026	8.13%	6.98%	-1.75%	-7.59%	-8.93%	0.00%	—	—	—	—	—	—	-4.35%

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	1190.88
Min balance	729.86
Max balance	1719.89

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.59
Average monthly return (arithmetic), %	2.07
Best month, %	46.17
Worst month, %	-26.86

PnL, Volume & Fees

Metric	Value
Total PnL	190.88
Total PnL, %	19.09
Gross profit	806.52
Gross loss	584.37
Trading volume (USDT)	15865.41
Total transactions (buy/sell)	10
Total fees	5.69
Funding net	-25.58
Funding accrued (received)	48.51
Funding paid	74.09

Trades

Metric	Value
Total Trades	8
Win Trades	4
Los Trades	4
Win Rate, %	50.00
Expectancy per trade	27.7689
Max consecutive wins	2
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	87.26
Position max, % of margin balance	187.54
Max Drawdown	990.03
Max Drawdown, %	57.56

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.3802
Recovery Factor (Total PnL / Max DD)	0.1928
Sharpe ratio (monthly)	0.4027
Sortino ratio (monthly)	0.7229
CAGR, %	7.50
Calmar ratio (CAGR / Max DD%)	0.1303

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

ETHUSDT 1d zigzag | PnL: 222.15 | Fee: 5.69 | Vol: 15865.41

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": 20,
    "detection": 14,
    "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	2155.645260	0.3414542091840	0	999.6585457908160	-0.44	short	948.48391440
2024-01-03 12:08:00	ETHUSDT	2	buy	closed	0.44	2196.3984705	0.33824536445700	-17.931412620	981.38888780635900	0		966.415327020
2024-01-10 15:39:00	ETHUSDT	4	buy	opened	0.40	2453.358375	0.3532836060000	0	981.03560420035900	0.40	long	981.34335000
2024-07-05 04:17:00	ETHUSDT	3	sell	reversed	0.72	2857.7894235	0.74073901857120	161.772419400	1111.59603120178780	-0.32	short	2057.608384920
2024-10-20 22:02:00	ETHUSDT	5	buy	reversed	0.73	2728.9147860	0.71715880576080	41.239884000	1164.78303900402700	0.41	long	1992.107793780
2025-02-03 02:07:00	ETHUSDT	6	sell	reversed	0.88	2355.0054595	0.74606572956960	-153.302823865	991.63132604845740	-0.47	short	2072.404804360
2025-07-10 21:23:00	ETHUSDT	7	buy	reversed	0.82	2879.5474890	0.85004241875280	-246.534753865	766.80496494670460	0.35	long	2361.228940980
2025-10-10 21:12:00	ETHUSDT	8	sell	reversed	0.54	3819.9225590	0.74259294546960	329.131274500	1077.26297127373500	-0.19	short	2062.758181860
2026-04-13 23:24:00	ETHUSDT	9	buy	reversed	0.64	2375.83125	0.547391520000	274.377348710	1364.38074988173500	0.45	long	1520.5320000
2026-06-01 00:00:00	ETHUSDT	11	sell	closed	0.45	2005.6077915	0.31588322716125	-166.600556325	1190.87629682957375	0		902.523506175

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	50.00%	1.38	222.15	5.69	15865.41	87.26%	187.54%

Run Tag: run_374_of_380
Run Parameters:
settings[*].zigzag.detection=14, settings[*].zigzag.length=20
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