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

1028.53

Total PnL

28.53 (2.85%)

Total Trades (Win/Los)

21 (9/12)

Win Rate

42.86%

Max Drawdown

193.31 (16.94%)

Total Fees

4.32

Position avg (max), %

28.88 (43.27)

Profit Factor

1.14

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%	0.95%	-0.66%	2.44%	-3.13%	2.81%	10.41%	-1.23%	8.12%
2025	-4.13%	-2.57%	0.64%	-0.25%	2.96%	-3.24%	0.32%	-0.52%	-1.06%	-2.95%	6.08%	-2.58%	-7.49%
2026	1.82%	3.54%	-4.26%	3.07%	-1.14%	0.00%	—	—	—	—	—	—	2.85%

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	1028.53
Min balance	872.95
Max balance	1140.99

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.09
Average monthly return (arithmetic), %	0.16
Best month, %	10.41
Worst month, %	-7.76

PnL, Volume & Fees

Metric	Value
Total PnL	28.53
Total PnL, %	2.85
Gross profit	326.90
Gross loss	286.46
Trading volume (USDT)	11999.66
Total transactions (buy/sell)	22
Total fees	4.32
Funding net	-7.59
Funding accrued (received)	13.50
Funding paid	21.09

Trades

Metric	Value
Total Trades	21
Win Trades	9
Los Trades	12
Win Rate, %	42.86
Expectancy per trade	1.9256
Max consecutive wins	3
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	28.88
Position max, % of margin balance	43.27
Max Drawdown	193.31
Max Drawdown, %	16.94

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.1412
Recovery Factor (Total PnL / Max DD)	0.1476
Sharpe ratio (monthly)	0.1523
Sortino ratio (monthly)	0.2454
CAGR, %	1.17
Calmar ratio (CAGR / Max DD%)	0.0692

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 40.44 | Fee: 4.32 | Vol: 11999.66

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": 13,
    "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 15:40:00	BTCUSDT	8	sell	reversed	0.008	66287.891115	0.19090912641120	2.899808460	963.41163010556620	-0.004	short	530.303128920
2024-09-26 14:22:00	BTCUSDT	9	buy	reversed	0.008	65064.664665	0.18738623423520	4.892905800	971.66256542733100	0.004	long	520.517317320
2025-01-09 20:20:00	BTCUSDT	10	sell	reversed	0.007	91431.687705	0.23040785301660	105.468092160	1072.13640389831440	-0.003	short	640.021813935
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.006	102738.045735	0.22191417878760	-33.919074090	1038.29339694452680	0.003	long	616.428274410
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.006	89068.81500	0.1923886404000	-41.007692205	995.53330336262680	-0.003	short	534.41289000
2025-04-22 01:21:00	BTCUSDT	13	buy	reversed	0.006	88771.05900	0.1917454874400	0.89326800	998.14737894818680	0.003	long	532.62635400
2025-06-22 13:43:00	BTCUSDT	14	sell	reversed	0.006	100314.87750	0.2166801354000	34.63145550	1030.01004319478680	-0.003	short	601.88926500
2025-07-09 19:37:00	BTCUSDT	15	buy	reversed	0.006	110699.531280	0.23911098756480	-31.153961340	999.36902080772200	0.003	long	664.197187680
2025-08-22 12:32:00	BTCUSDT	16	sell	reversed	0.005	111830.84550	0.2012955219000	3.393942660	1000.49113218932200	-0.002	short	559.15422750
2025-10-01 16:37:00	BTCUSDT	17	buy	reversed	0.004	117925.25940	0.1698123735360	-12.18882780	989.36015048878600	0.002	long	471.70103760
2025-10-10 21:17:00	BTCUSDT	18	sell	reversed	0.005	108512.00750	0.1953216135000	-18.82650380	970.04220271028600	-0.003	short	542.56003750
2025-12-03 04:27:00	BTCUSDT	19	buy	reversed	0.006	93182.60250	0.2012744214000	45.98821500	1018.02848289638600	0.003	long	559.09561500
2026-01-25 19:32:00	BTCUSDT	20	sell	reversed	0.006	86333.072845	0.18647943734520	-20.548588965	995.33066279154080	-0.003	short	517.998437070
2026-03-16 03:38:00	BTCUSDT	21	buy	reversed	0.007	74047.707630	0.18660022322760	36.856095645	1033.42483832331320	0.004	long	518.333953410
2026-06-01 00:00:00	BTCUSDT	23	sell	closed	0.004	73624.22250	0.1030739115000	-1.693940520	1028.52898233981320	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	21	42.86%	1.14	40.44	4.32	11999.66	28.88%	43.27%

Run Tag: run_133_of_380
Run Parameters:
settings[*].zigzag.detection=13, 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