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

1017.98

Total PnL

17.98 (1.80%)

Total Trades (Win/Los)

21 (8/13)

Win Rate

38.10%

Max Drawdown

181.70 (16.09%)

Total Fees

4.22

Position avg (max), %

28.04 (42.84)

Profit Factor

1.09

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	-6.74%	2.85%	6.20%	-4.96%	-2.74%	2.16%	-0.67%	2.48%	-2.72%	2.85%	10.54%	-1.24%	6.94%
2025	-3.26%	-2.58%	0.64%	-3.36%	3.07%	-3.35%	1.31%	0.21%	-1.08%	-2.02%	4.09%	0.62%	-5.90%
2026	-1.42%	3.64%	-0.30%	0.48%	-1.16%	0.00%	—	—	—	—	—	—	1.17%

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	1017.98
Min balance	883.14
Max balance	1129.20

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.06
Average monthly return (arithmetic), %	0.12
Best month, %	10.54
Worst month, %	-6.74

PnL, Volume & Fees

Metric	Value
Total PnL	17.98
Total PnL, %	1.80
Gross profit	320.47
Gross loss	294.82
Trading volume (USDT)	11729.70
Total transactions (buy/sell)	22
Total fees	4.22
Funding net	-3.45
Funding accrued (received)	14.88
Funding paid	18.33

Trades

Metric	Value
Total Trades	21
Win Trades	8
Los Trades	13
Win Rate, %	38.10
Expectancy per trade	1.2214
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	28.04
Position max, % of margin balance	42.84
Max Drawdown	181.70
Max Drawdown, %	16.09

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.0870
Recovery Factor (Total PnL / Max DD)	0.0989
Sharpe ratio (monthly)	0.1191
Sortino ratio (monthly)	0.1925
CAGR, %	0.74
Calmar ratio (CAGR / Max DD%)	0.0460

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 25.65 | Fee: 4.22 | Vol: 11729.70

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": 6,
    "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 23:27:00	BTCUSDT	1	buy	opened	0.007	44002.39545	0.1108860365340	0	999.8891139634660	0.007	long	308.01676815
2024-01-03 12:09:00	BTCUSDT	2	sell	reversed	0.014	41263.55270	0.2079683056080	-19.17189925	980.4383050688580	-0.007	short	577.68973780
2024-01-04 15:15:00	BTCUSDT	3	buy	reversed	0.014	44002.39545	0.2217720730680	-19.17189925	961.0851816167900	0.007	long	616.03353630
2024-01-18 19:12:00	BTCUSDT	4	sell	reversed	0.014	41263.55270	0.2079683056080	-19.17189925	941.1078757056820	-0.007	short	577.68973780
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.013	49071.569040	0.22965494310720	-54.656114380	887.22088535607480	0.006	long	637.930397520
2024-04-13 20:07:00	BTCUSDT	6	sell	reversed	0.010	62076.26570	0.2234745565200	78.028179960	961.86595447755480	-0.004	short	620.76265700
2024-09-23 03:17:00	BTCUSDT	7	buy	reversed	0.008	64470.156660	0.18567405118080	-9.575563840	957.61329161437400	0.004	long	515.761253280
2025-01-08 17:29:00	BTCUSDT	8	sell	reversed	0.007	92807.50600	0.2338749151200	113.349397360	1065.90138079325400	-0.003	short	649.65254200
2025-01-17 12:41:00	BTCUSDT	9	buy	reversed	0.006	102738.045735	0.22191417878760	-29.791619205	1036.22395026746640	0.003	long	616.428274410
2025-02-25 07:25:00	BTCUSDT	10	sell	reversed	0.006	89068.81500	0.1923886404000	-41.007692205	993.46385668556640	-0.003	short	534.41289000
2025-04-02 20:16:00	BTCUSDT	11	buy	reversed	0.006	88530.97500	0.1912269060000	1.61352000	996.14904969656640	0.003	long	531.18585000
2025-04-02 22:34:00	BTCUSDT	12	sell	reversed	0.006	83107.202295	0.17951155695720	-16.271318115	979.69822002460920	-0.003	short	498.643213770
2025-04-22 01:19:00	BTCUSDT	13	buy	reversed	0.006	88530.97500	0.1912269060000	-16.271318115	963.88532815960920	0.003	long	531.18585000
2025-06-22 13:43:00	BTCUSDT	14	sell	reversed	0.006	100314.87750	0.2166801354000	35.35170750	996.46824440620920	-0.003	short	601.88926500
2025-07-02 16:05:00	BTCUSDT	15	buy	reversed	0.006	108993.634425	0.23542625035800	-26.036270775	970.64080647435120	0.003	long	653.961806550
2025-08-19 16:50:00	BTCUSDT	16	sell	reversed	0.005	113260.544930	0.20386898087400	12.800731515	980.98164122697720	-0.002	short	566.302724650
2025-10-01 08:49:00	BTCUSDT	17	buy	reversed	0.004	116134.232760	0.16723329517440	-5.747375660	976.36565903880280	0.002	long	464.536931040
2025-10-10 21:16:00	BTCUSDT	18	sell	reversed	0.004	108949.85420	0.1568877900480	-14.368757120	961.53332750975480	-0.002	short	435.79941680
2026-01-05 20:25:00	BTCUSDT	19	buy	reversed	0.005	94583.09250	0.1702495665000	28.73352340	992.37399643425480	0.003	long	472.91546250
2026-01-25 18:44:00	BTCUSDT	20	sell	reversed	0.006	86722.63645	0.1873208947320	-23.58136815	967.85930871602280	-0.003	short	520.33581870
2026-04-07 23:20:00	BTCUSDT	21	buy	reversed	0.007	72009.994680	0.18146518659360	44.137925310	1013.87471292892920	0.004	long	504.069962760
2026-06-01 00:00:00	BTCUSDT	23	sell	closed	0.004	73624.22250	0.1030739115000	6.456911280	1017.97539405142920	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	38.10%	1.09	25.65	4.22	11729.70	28.04%	42.84%

Run Tag: run_206_of_380
Run Parameters:
settings[*].zigzag.detection=6, 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