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

1059.26

Total PnL

59.26 (5.93%)

Total Trades (Win/Los)

25 (10/15)

Win Rate

40.00%

Max Drawdown

210.85 (17.09%)

Total Fees

5.71

Position avg (max), %

30.63 (43.88)

Profit Factor

1.20

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	-5.68%	2.82%	6.13%	-1.16%	-0.99%	1.64%	-0.63%	2.33%	-2.68%	3.35%	12.32%	-1.43%	15.91%
2025	-3.09%	-1.95%	0.78%	-4.49%	3.78%	-3.04%	1.30%	0.68%	-1.48%	-2.69%	5.65%	-2.37%	-7.18%
2026	2.66%	4.36%	-4.80%	-2.36%	-1.11%	0.00%	—	—	—	—	—	—	-1.52%

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	1059.26
Min balance	893.72
Max balance	1233.76

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.19
Average monthly return (arithmetic), %	0.26
Best month, %	12.32
Worst month, %	-5.68

PnL, Volume & Fees

Metric	Value
Total PnL	59.26
Total PnL, %	5.93
Gross profit	444.58
Gross loss	371.88
Trading volume (USDT)	15877.03
Total transactions (buy/sell)	26
Total fees	5.71
Funding net	-7.73
Funding accrued (received)	15.59
Funding paid	23.32

Trades

Metric	Value
Total Trades	25
Win Trades	10
Los Trades	15
Win Rate, %	40.00
Expectancy per trade	2.9080
Max consecutive wins	5
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	30.63
Position max, % of margin balance	43.88
Max Drawdown	210.85
Max Drawdown, %	17.09

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.1955
Recovery Factor (Total PnL / Max DD)	0.2811
Sharpe ratio (monthly)	0.2414
Sortino ratio (monthly)	0.4316
CAGR, %	2.41
Calmar ratio (CAGR / Max DD%)	0.1412

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 72.70 | Fee: 5.71 | Vol: 15877.03

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": 8,
    "detection": 4,
    "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
2024-01-01 20:44:00	BTCUSDT	1	buy	opened	0.007	43889.856075	0.11060243730900	0	999.88939756269100	0.007	long	307.228992525
2024-01-03 12:08:00	BTCUSDT	2	sell	reversed	0.014	41539.855960	0.20936087403840	-16.450000805	983.15909454465260	-0.007	short	581.557983440
2024-01-04 15:15:00	BTCUSDT	3	buy	reversed	0.014	43889.856075	0.22120487461800	-16.450000805	966.52843673603460	0.007	long	614.457985050
2024-01-12 22:22:00	BTCUSDT	4	sell	reversed	0.014	41539.855960	0.20936087403840	-16.450000805	949.51415954849620	-0.007	short	581.557983440
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.013	49071.569040	0.22965494310720	-52.721991560	897.80381486588900	0.006	long	637.930397520
2024-04-12 18:33:00	BTCUSDT	6	sell	reversed	0.010	65919.91995	0.2373117118200	101.090105460	995.55155091506900	-0.004	short	659.19919950
2024-05-15 18:57:00	BTCUSDT	7	buy	reversed	0.009	65562.93900	0.2124239223600	1.42792380	997.89176761670900	0.005	long	590.06645100
2024-06-11 08:15:00	BTCUSDT	8	sell	reversed	0.009	67256.152105	0.21790993282020	8.466065525	1004.90336780388880	-0.004	short	605.305368945
2024-09-23 03:17:00	BTCUSDT	9	buy	reversed	0.009	64470.156660	0.20888330757840	11.143981780	1019.26946587831040	0.005	long	580.231409940
2025-01-08 17:29:00	BTCUSDT	10	sell	reversed	0.008	92807.50600	0.2672856172800	141.686746700	1154.65463537853040	-0.003	short	742.46004800
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.006	102738.045735	0.22191417878760	-29.791619205	1124.97720485274280	0.003	long	616.428274410
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.007	89068.81500	0.2244534138000	-41.007692205	1082.18504649744280	-0.004	short	623.48170500
2025-04-02 20:14:00	BTCUSDT	13	buy	reversed	0.008	87758.604765	0.25274478172320	5.240840940	1088.85700921171960	0.004	long	702.068838120
2025-04-06 17:44:00	BTCUSDT	14	sell	reversed	0.008	81065.217240	0.23346782565120	-26.773550100	1061.67052822606840	-0.004	short	648.521737920
2025-04-21 05:50:00	BTCUSDT	15	buy	reversed	0.008	87758.604765	0.25274478172320	-26.773550100	1035.28364898234520	0.004	long	702.068838120
2025-06-21 21:34:00	BTCUSDT	16	sell	reversed	0.007	101010.63390	0.2545467974280	53.008116540	1084.62391368091720	-0.003	short	707.07443730
2025-07-02 16:03:00	BTCUSDT	17	buy	reversed	0.006	108820.573875	0.23505243957000	-23.429819925	1061.43092687734720	0.003	long	652.923443250
2025-08-19 16:50:00	BTCUSDT	18	sell	reversed	0.006	113260.544930	0.24464277704880	13.319913165	1072.25016948379840	-0.003	short	679.563269580
2025-10-01 08:49:00	BTCUSDT	19	buy	reversed	0.006	116134.232760	0.25084994276160	-8.621063490	1065.32619620153680	0.003	long	696.805396560
2025-10-10 21:16:00	BTCUSDT	20	sell	reversed	0.006	109095.603170	0.23564650284720	-21.115888770	1043.51463100018960	-0.003	short	654.573619020
2025-12-03 04:27:00	BTCUSDT	21	buy	reversed	0.006	93113.57835	0.2011253292360	47.946074460	1093.45891973845360	0.003	long	558.68147010
2026-01-25 18:44:00	BTCUSDT	22	sell	reversed	0.007	86722.63645	0.2185410438540	-19.17282570	1072.10480129209960	-0.004	short	607.05845515
2026-03-10 14:56:00	BTCUSDT	23	buy	reversed	0.008	71409.484575	0.20565931557600	61.252607500	1134.83460450452360	0.004	long	571.275876600
2026-03-27 17:44:00	BTCUSDT	24	sell	reversed	0.009	65557.04700	0.2124048322800	-23.409750300	1110.55066713224360	-0.005	short	590.01342300
2026-04-13 22:54:00	BTCUSDT	25	buy	reversed	0.009	74666.324070	0.24191888998680	-45.546385350	1065.55380606225680	0.004	long	671.996916630
2026-06-01 00:00:00	BTCUSDT	27	sell	closed	0.004	73624.22250	0.1030739115000	-4.168406280	1059.26170264275680	0		294.49689000

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	25	40.00%	1.20	72.70	5.71	15877.03	30.63%	43.88%

Run Tag: run_124_of_380
Run Parameters:
settings[*].zigzag.detection=4, settings[*].zigzag.length=8
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