hb/tester/1

hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-btc-1d-notp | exchange: Bybit

Pairs

Initial Balance

1000.00

Final Balance

1101.41

Total PnL

101.41 (10.14%)

Total Trades (Win/Los)

22 (11/11)

Win Rate

50.00%

Max Drawdown

145.59 (12.73%)

Total Fees

4.69

Position avg (max), %

28.94 (43.27)

Profit Factor

1.42

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	-7.76%	2.88%	6.27%	-2.72%	-1.22%	1.23%	-0.65%	2.43%	-3.12%	2.80%	10.38%	-1.23%	8.40%
2025	-4.12%	2.56%	0.61%	-0.24%	2.81%	-3.08%	0.30%	-0.14%	-1.50%	-3.17%	5.78%	-2.42%	-3.03%
2026	2.46%	4.47%	-4.61%	2.89%	-0.24%	0.00%	—	—	—	—	—	—	4.80%

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	1101.41
Min balance	872.95
Max balance	1151.90

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.32
Average monthly return (arithmetic), %	0.39
Best month, %	10.38
Worst month, %	-7.76

PnL, Volume & Fees

Metric	Value
Total PnL	101.41
Total PnL, %	10.14
Gross profit	375.00
Gross loss	264.88
Trading volume (USDT)	13041.88
Total transactions (buy/sell)	23
Total fees	4.69
Funding net	-4.02
Funding accrued (received)	15.83
Funding paid	19.85

Trades

Metric	Value
Total Trades	22
Win Trades	11
Los Trades	11
Win Rate, %	50.00
Expectancy per trade	5.0058
Max consecutive wins	3
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	28.94
Position max, % of margin balance	43.27
Max Drawdown	145.59
Max Drawdown, %	12.73

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.4158
Recovery Factor (Total PnL / Max DD)	0.6966
Sharpe ratio (monthly)	0.3704
Sortino ratio (monthly)	0.6081
CAGR, %	4.08
Calmar ratio (CAGR / Max DD%)	0.3206

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 110.13 | Fee: 4.69 | Vol: 13041.88

Realized PnL by Symbol

Details

{
  "name": "2",
  "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": "BTCUSDT",
    "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": 33.0,
    "balance_percentage_short": 33.0,
    "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": 7,
    "detection": 11,
    "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
2024-01-02 00:06:00	BTCUSDT	1	buy	opened	0.007	44489.465865	0.11211345397980	0	999.88788654602020	0.007	long	311.426261055
2024-01-03 12:09:00	BTCUSDT	2	sell	reversed	0.014	41263.55270	0.2079683056080	-22.581392155	977.04152034641220	-0.007	short	577.68973780
2024-01-04 19:31:00	BTCUSDT	3	buy	reversed	0.014	44489.465865	0.22422690795960	-22.581392155	954.29035577445260	0.007	long	622.852522110
2024-01-18 19:12:00	BTCUSDT	4	sell	reversed	0.014	41263.55270	0.2079683056080	-22.581392155	930.91746357834460	-0.007	short	577.68973780
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.013	49071.569040	0.22965494310720	-54.656114380	877.03047322873740	0.006	long	637.930397520
2024-04-13 19:56:00	BTCUSDT	6	sell	reversed	0.010	64383.45790	0.2317804484400	91.871333160	965.51038965829740	-0.004	short	643.83457900
2024-05-15 18:57:00	BTCUSDT	7	buy	reversed	0.008	65562.93900	0.1888212643200	-4.71792440	961.69197509597740	0.004	long	524.50351200
2024-06-11 13:48:00	BTCUSDT	8	sell	reversed	0.008	66636.66900	0.1919136067200	4.29492000	964.80573716525740	-0.004	short	533.09335200
2024-09-26 14:22:00	BTCUSDT	9	buy	reversed	0.008	65064.664665	0.18738623423520	6.288017340	974.45178402702220	0.004	long	520.517317320
2025-01-09 20:20:00	BTCUSDT	10	sell	reversed	0.007	91431.687705	0.23040785301660	105.468092160	1074.92562249800560	-0.003	short	640.021813935
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.006	102738.045735	0.22191417878760	-33.919074090	1041.08261554421800	0.003	long	616.428274410
2025-02-02 17:24:00	BTCUSDT	12	sell	reversed	0.006	97660.007030	0.21094561518480	-15.234116115	1024.95284870453320	-0.003	short	585.960042180
2025-04-22 01:21:00	BTCUSDT	13	buy	reversed	0.006	88771.05900	0.1917454874400	26.666844090	1054.21580800709320	0.003	long	532.62635400
2025-06-22 13:43:00	BTCUSDT	14	sell	reversed	0.006	100314.87750	0.2166801354000	34.63145550	1086.07847225369320	-0.003	short	601.88926500
2025-07-09 19:37:00	BTCUSDT	15	buy	reversed	0.006	110699.531280	0.23911098756480	-31.153961340	1055.43744986662840	0.003	long	664.197187680
2025-08-22 12:32:00	BTCUSDT	16	sell	reversed	0.006	111830.84550	0.2415546262800	3.393942660	1056.51930214384840	-0.003	short	670.98507300
2025-10-01 16:37:00	BTCUSDT	17	buy	reversed	0.005	117925.25940	0.2122654669200	-18.28324170	1039.86528268642840	0.002	long	589.62629700
2025-10-10 21:17:00	BTCUSDT	18	sell	reversed	0.005	108512.00750	0.1953216135000	-18.82650380	1020.54733490792840	-0.003	short	542.56003750
2025-12-03 04:27:00	BTCUSDT	19	buy	reversed	0.006	93113.57835	0.2011253292360	46.19528745	1068.74083663619240	0.003	long	558.68147010
2026-01-25 19:32:00	BTCUSDT	20	sell	reversed	0.007	86333.072845	0.21755934356940	-20.341516515	1046.21900907512300	-0.004	short	604.331509915
2026-03-16 03:38:00	BTCUSDT	21	buy	reversed	0.008	74047.707630	0.21325739797440	49.141460860	1097.04678601714860	0.004	long	592.381661040
2026-05-23 07:50:00	BTCUSDT	22	sell	reversed	0.008	74743.430640	0.21526108024320	2.782892040	1096.88046136290540	-0.004	short	597.947445120
2026-06-01 00:00:00	BTCUSDT	24	buy	closed	0.004	73675.77750	0.1031460885000	4.270612560	1101.41281377240540	0		294.70311000

Name	maxMktOrderQty	leverage_max	lotSize	current price	maxMktOrderQty * current price (USDT)	lotSize * current price (USDT)
BTCUSDT	150.000	100.00	0.001	73650	11047500.00	73.650

Symbol	Strategy	Trades	Win Rate	Profit Factor	PnL	Fee	Volume (USDT)	Pos Avg %	Pos Max %
BTCUSDT	zigzag	22	50.00%	1.42	110.13	4.69	13041.88	28.94%	43.27%

Run Tag: run_111_of_380
Run Parameters:
settings[*].zigzag.detection=11, settings[*].zigzag.length=7
config_tester.json:
{
  "name_comment": "zz-btc-1d-notp",
  "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