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

1120.39

Total PnL

120.39 (12.04%)

Total Trades (Win/Los)

27 (9/18)

Win Rate

33.33%

Max Drawdown

188.84 (17.52%)

Total Fees

5.76

Position avg (max), %

30.06 (46.45)

Profit Factor

1.39

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%	-3.90%	-5.68%	-4.01%	-0.87%	3.23%	-0.08%	3.59%	13.18%	-1.52%	9.09%
2025	-0.91%	-2.47%	0.61%	-2.45%	2.90%	-2.92%	1.24%	1.43%	-1.01%	-2.36%	5.74%	0.85%	0.30%
2026	-0.64%	4.42%	-0.36%	0.11%	-1.05%	0.00%	—	—	—	—	—	—	2.41%

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	1120.39
Min balance	889.13
Max balance	1165.63

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.38
Average monthly return (arithmetic), %	0.45
Best month, %	13.18
Worst month, %	-5.68

PnL, Volume & Fees

Metric	Value
Total PnL	120.39
Total PnL, %	12.04
Gross profit	465.10
Gross loss	334.93
Trading volume (USDT)	16004.67
Total transactions (buy/sell)	28
Total fees	5.76
Funding net	-4.02
Funding accrued (received)	16.54
Funding paid	20.56

Trades

Metric	Value
Total Trades	27
Win Trades	9
Los Trades	18
Win Rate, %	33.33
Expectancy per trade	4.8211
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	30.06
Position max, % of margin balance	46.45
Max Drawdown	188.84
Max Drawdown, %	17.52

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.3887
Recovery Factor (Total PnL / Max DD)	0.6375
Sharpe ratio (monthly)	0.4026
Sortino ratio (monthly)	0.7620
CAGR, %	4.82
Calmar ratio (CAGR / Max DD%)	0.2751

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 130.17 | Fee: 5.76 | Vol: 16004.67

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": 12,
    "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
2024-04-13 20:07:00	BTCUSDT	6	sell	reversed	0.010	62979.049615	0.22672457861400	98.476542690	1010.71681647763220	-0.004	short	629.790496150
2024-05-20 23:27:00	BTCUSDT	7	buy	reversed	0.008	71366.669595	0.20553600843360	-33.550479920	978.22896956119860	0.004	long	570.933356760
2024-06-24 09:33:00	BTCUSDT	8	sell	reversed	0.009	60686.552270	0.19662442935480	-42.720469300	934.04156039184380	-0.005	short	546.178970430
2024-09-17 15:15:00	BTCUSDT	9	buy	reversed	0.010	61170.102045	0.22021236736200	-2.417748875	934.87786264698180	0.005	long	611.701020450
2025-01-08 04:47:00	BTCUSDT	10	sell	reversed	0.008	96028.478265	0.27656201740320	174.291881100	1102.66349843707860	-0.003	short	768.227826120
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.006	102738.045735	0.22191417878760	-20.128702410	1082.67475951379100	0.003	long	616.428274410
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.006	89068.81500	0.1923886404000	-41.007692205	1039.91466593189100	-0.003	short	534.41289000
2025-04-02 20:14:00	BTCUSDT	13	buy	reversed	0.006	87758.604765	0.18955858629240	3.930630705	1044.91863796759860	0.003	long	526.551628590
2025-04-02 22:12:00	BTCUSDT	14	sell	reversed	0.007	83586.73440	0.2106385706880	-12.515611095	1032.19238830191060	-0.004	short	585.10714080
2025-04-21 05:50:00	BTCUSDT	15	buy	reversed	0.007	87758.604765	0.22115168400780	-16.687481460	1016.10263385590280	0.003	long	614.310233355
2025-06-13 00:25:00	BTCUSDT	16	sell	reversed	0.006	103774.66615	0.2241532788840	48.048184155	1061.73556235201880	-0.003	short	622.64799690
2025-06-16 07:27:00	BTCUSDT	17	buy	reversed	0.006	106811.070795	0.23071191291720	-9.109213935	1052.52359602460160	0.003	long	640.866424770
2025-06-17 16:49:00	BTCUSDT	18	sell	reversed	0.006	103774.66615	0.2241532788840	-9.109213935	1043.11839365021760	-0.003	short	622.64799690
2025-07-02 16:05:00	BTCUSDT	19	buy	reversed	0.006	108993.634425	0.23542625035800	-15.656904825	1027.86702985785960	0.003	long	653.961806550
2025-08-18 02:16:00	BTCUSDT	20	sell	reversed	0.005	115813.651030	0.20846457185400	20.460049815	1045.94036396500560	-0.002	short	579.068255150
2025-10-01 08:39:00	BTCUSDT	21	buy	reversed	0.004	115380.569070	0.16614801946080	0.866163920	1047.99085772954480	0.002	long	461.522276280
2025-10-10 21:13:00	BTCUSDT	22	sell	reversed	0.005	111448.179480	0.20060672306400	-7.864779180	1039.61878520748080	-0.003	short	557.240897400
2025-10-12 20:28:00	BTCUSDT	23	buy	reversed	0.005	115380.569070	0.20768502432600	-11.797168770	1027.70438193965480	0.002	long	576.902845350
2025-10-14 06:47:00	BTCUSDT	24	sell	reversed	0.005	111448.179480	0.20060672306400	-7.864779180	1019.59764445659080	-0.003	short	557.240897400
2026-01-05 14:55:00	BTCUSDT	25	buy	reversed	0.006	93577.640715	0.20212770394440	53.611616295	1076.25807204364640	0.003	long	561.465844290
2026-01-25 18:44:00	BTCUSDT	26	sell	reversed	0.007	86748.827280	0.21860704474560	-20.486440305	1054.79435027640080	-0.004	short	607.241790960
2026-04-07 23:20:00	BTCUSDT	27	buy	reversed	0.008	72009.994680	0.20738878467840	58.955330400	1116.28755067772240	0.004	long	576.079957440
2026-06-01 00:00:00	BTCUSDT	29	sell	closed	0.004	73624.22250	0.1030739115000	6.456911280	1120.38823180022240	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	27	33.33%	1.39	130.17	5.76	16004.67	30.06%	46.45%

Run Tag: run_204_of_380
Run Parameters:
settings[*].zigzag.detection=4, settings[*].zigzag.length=12
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