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

1070.75

Total PnL

70.75 (7.07%)

Total Trades (Win/Los)

27 (8/19)

Win Rate

29.63%

Max Drawdown

168.42 (15.62%)

Total Fees

5.85

Position avg (max), %

30.53 (46.45)

Profit Factor

1.21

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	-5.63%	6.24%	5.93%	-1.98%	-5.57%	-3.93%	-0.85%	3.16%	-2.19%	3.59%	13.18%	-1.52%	9.10%
2025	-0.91%	-2.47%	0.61%	-2.77%	2.91%	-2.65%	1.24%	0.64%	-1.02%	-0.61%	5.68%	0.85%	1.20%
2026	-0.63%	4.38%	-5.48%	0.32%	-1.37%	0.00%	—	—	—	—	—	—	-2.99%

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	1070.75
Min balance	909.55
Max balance	1171.92

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.23
Average monthly return (arithmetic), %	0.31
Best month, %	13.18
Worst month, %	-5.63

PnL, Volume & Fees

Metric	Value
Total PnL	70.75
Total PnL, %	7.07
Gross profit	464.64
Gross loss	383.47
Trading volume (USDT)	16273.65
Total transactions (buy/sell)	28
Total fees	5.85
Funding net	-4.57
Funding accrued (received)	16.60
Funding paid	21.17

Trades

Metric	Value
Total Trades	27
Win Trades	8
Los Trades	19
Win Rate, %	29.63
Expectancy per trade	3.0064
Max consecutive wins	1
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	30.53
Position max, % of margin balance	46.45
Max Drawdown	168.42
Max Drawdown, %	15.62

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.2117
Recovery Factor (Total PnL / Max DD)	0.4201
Sharpe ratio (monthly)	0.2661
Sortino ratio (monthly)	0.4820
CAGR, %	2.87
Calmar ratio (CAGR / Max DD%)	0.1838

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 81.17 | Fee: 5.85 | Vol: 16273.65

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": 11,
    "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	43864.847325	0.11053941525900	0	999.88946058474100	0.007	long	307.053931275
2024-01-03 12:08:00	BTCUSDT	2	sell	reversed	0.014	41539.855960	0.20936087403840	-16.274939555	983.33421881670260	-0.007	short	581.557983440
2024-01-04 15:14:00	BTCUSDT	3	buy	reversed	0.014	43864.847325	0.22107883051800	-16.274939555	966.87874830218460	0.007	long	614.107862550
2024-01-12 22:22:00	BTCUSDT	4	sell	reversed	0.014	41539.855960	0.20936087403840	-16.274939555	950.03953236464620	-0.007	short	581.557983440
2024-02-09 08:58:00	BTCUSDT	5	buy	reversed	0.013	46566.29250	0.2179302489000	-35.185055780	915.74257934424620	0.006	long	605.36180250
2024-04-12 18:35:00	BTCUSDT	6	sell	reversed	0.010	65012.937505	0.23404657501800	110.679870030	1022.96740040422820	-0.004	short	650.129375050
2024-05-20 23:27:00	BTCUSDT	7	buy	reversed	0.008	71366.669595	0.20553600843360	-25.414928360	998.65149076979460	0.004	long	570.933356760
2024-06-24 09:33:00	BTCUSDT	8	sell	reversed	0.009	60686.552270	0.19662442935480	-42.720469300	954.46408160043980	-0.005	short	546.178970430
2024-09-19 13:14:00	BTCUSDT	9	buy	reversed	0.010	63225.321120	0.22761115603200	-12.693844250	945.09897702690780	0.005	long	632.253211200
2025-01-08 04:47:00	BTCUSDT	10	sell	reversed	0.008	96028.478265	0.27656201740320	164.015785725	1102.69060477700460	-0.003	short	768.227826120
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.006	102738.045735	0.22191417878760	-20.128702410	1082.70186585371700	0.003	long	616.428274410
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.006	89068.81500	0.1923886404000	-41.007692205	1039.94177227181700	-0.003	short	534.41289000
2025-04-02 20:14:00	BTCUSDT	13	buy	reversed	0.006	87758.604765	0.18955858629240	3.930630705	1044.94574430752460	0.003	long	526.551628590
2025-04-02 22:34:00	BTCUSDT	14	sell	reversed	0.007	83107.202295	0.20943014978340	-13.954207410	1030.78210674774120	-0.004	short	581.750416065
2025-04-21 05:50:00	BTCUSDT	15	buy	reversed	0.007	87758.604765	0.22115168400780	-18.605609880	1012.77422388173340	0.003	long	614.310233355
2025-06-13 00:25:00	BTCUSDT	16	sell	reversed	0.006	103774.66615	0.2241532788840	48.048184155	1058.40715237784940	-0.003	short	622.64799690
2025-06-16 04:21:00	BTCUSDT	17	buy	reversed	0.006	106315.497405	0.22964147439480	-7.622493765	1050.68297665895460	0.003	long	637.892984430
2025-06-17 16:49:00	BTCUSDT	18	sell	reversed	0.006	103774.66615	0.2241532788840	-7.622493765	1042.76449445457060	-0.003	short	622.64799690
2025-07-02 16:05:00	BTCUSDT	19	buy	reversed	0.006	108993.634425	0.23542625035800	-15.656904825	1027.51313066221260	0.003	long	653.961806550
2025-08-19 14:28:00	BTCUSDT	20	sell	reversed	0.005	114178.02370	0.2055204426600	15.553167825	1040.62010982055260	-0.002	short	570.89011850
2025-10-01 08:46:00	BTCUSDT	21	buy	reversed	0.004	115820.122860	0.16678097691840	-3.284198320	1038.47799699563420	0.002	long	463.280491440
2025-10-10 21:13:00	BTCUSDT	22	sell	reversed	0.005	111448.179480	0.20060672306400	-8.743886760	1029.22681689357020	-0.003	short	557.240897400
2026-01-05 14:55:00	BTCUSDT	23	buy	reversed	0.006	93577.640715	0.20212770394440	53.611616295	1086.03972237712580	0.003	long	561.465844290
2026-01-25 18:44:00	BTCUSDT	24	sell	reversed	0.007	86748.827280	0.21860704474560	-20.486440305	1064.57600060988020	-0.004	short	607.241790960
2026-03-25 11:29:00	BTCUSDT	25	buy	reversed	0.008	71813.12580	0.2068218023040	59.742805920	1126.36943897757620	0.004	long	574.50500640
2026-03-29 22:45:00	BTCUSDT	26	sell	reversed	0.009	64978.24965	0.2105295288660	-27.33950460	1098.66035045871020	-0.005	short	584.80424685
2026-04-07 23:20:00	BTCUSDT	27	buy	reversed	0.010	71813.12580	0.2585272528800	-34.17438075	1064.63838013833020	0.005	long	718.13125800
2026-06-01 00:00:00	BTCUSDT	29	sell	closed	0.005	73624.22250	0.1288423893750	9.05548350	1070.74857594145520	0		368.12111250

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	27	29.63%	1.21	81.17	5.85	16273.65	30.53%	46.45%

Run Tag: run_184_of_380
Run Parameters:
settings[*].zigzag.detection=4, settings[*].zigzag.length=11
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