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

1053.04

Total PnL

53.04 (5.30%)

Total Trades (Win/Los)

23 (7/16)

Win Rate

30.43%

Max Drawdown

213.05 (17.79%)

Total Fees

5.16

Position avg (max), %

30.80 (45.21)

Profit Factor

1.19

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	-6.50%	6.30%	5.98%	-6.26%	4.03%	-4.94%	-0.66%	2.44%	-1.71%	3.47%	12.77%	-1.48%	12.28%
2025	-0.89%	-1.97%	0.79%	-3.98%	2.85%	-2.73%	1.21%	1.20%	-1.49%	-5.74%	5.86%	0.87%	-4.45%
2026	2.59%	3.28%	-6.07%	-0.24%	-1.12%	0.00%	—	—	—	—	—	—	-1.82%

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	1053.04
Min balance	906.54
Max balance	1197.46

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.17
Average monthly return (arithmetic), %	0.26
Best month, %	12.77
Worst month, %	-6.50

PnL, Volume & Fees

Metric	Value
Total PnL	53.04
Total PnL, %	5.30
Gross profit	416.99
Gross loss	350.29
Trading volume (USDT)	14329.98
Total transactions (buy/sell)	24
Total fees	5.16
Funding net	-8.51
Funding accrued (received)	15.00
Funding paid	23.51

Trades

Metric	Value
Total Trades	23
Win Trades	7
Los Trades	16
Win Rate, %	30.43
Expectancy per trade	2.9003
Max consecutive wins	1
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	30.80
Position max, % of margin balance	45.21
Max Drawdown	213.05
Max Drawdown, %	17.79

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.1904
Recovery Factor (Total PnL / Max DD)	0.2490
Sharpe ratio (monthly)	0.2131
Sortino ratio (monthly)	0.3420
CAGR, %	2.16
Calmar ratio (CAGR / Max DD%)	0.1216

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 66.71 | Fee: 5.16 | Vol: 14329.98

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": 14,
    "detection": 5,
    "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 12:09:00	BTCUSDT	2	sell	reversed	0.014	41263.55270	0.2079683056080	-18.384123625	981.22636429308300	-0.007	short	577.68973780
2024-01-04 15:15:00	BTCUSDT	3	buy	reversed	0.014	43889.856075	0.22120487461800	-18.384123625	962.66158366446500	0.007	long	614.457985050
2024-01-18 19:12:00	BTCUSDT	4	sell	reversed	0.014	41263.55270	0.2079683056080	-18.384123625	943.47205337835700	-0.007	short	577.68973780
2024-02-09 08:58:00	BTCUSDT	5	buy	reversed	0.013	46566.29250	0.2179302489000	-37.11917860	906.99845469095700	0.006	long	605.36180250
2024-06-24 09:33:00	BTCUSDT	6	sell	reversed	0.010	60686.552270	0.21847158817200	84.721558620	984.41823406678500	-0.004	short	606.865522700
2024-09-19 13:14:00	BTCUSDT	7	buy	reversed	0.009	63225.321120	0.20485004042880	-10.155075400	976.90338929235620	0.005	long	569.027890080
2025-01-08 04:47:00	BTCUSDT	8	sell	reversed	0.008	96028.478265	0.27656201740320	164.015785725	1134.49501704245300	-0.003	short	768.227826120
2025-01-17 12:41:00	BTCUSDT	9	buy	reversed	0.006	102738.045735	0.22191417878760	-20.128702410	1114.50627811916540	0.003	long	616.428274410
2025-02-25 07:25:00	BTCUSDT	10	sell	reversed	0.007	89068.81500	0.2244534138000	-41.007692205	1071.71411976386540	-0.004	short	623.48170500
2025-04-02 20:16:00	BTCUSDT	11	buy	reversed	0.008	88314.89940	0.2543469102720	3.01566240	1076.15930180959340	0.004	long	706.51919520
2025-04-02 22:12:00	BTCUSDT	12	sell	reversed	0.008	83586.73440	0.2407297950720	-18.91266000	1057.00591201452140	-0.004	short	668.69387520
2025-04-21 14:29:00	BTCUSDT	13	buy	reversed	0.007	88314.89940	0.2225535464880	-18.91266000	1038.70531087603340	0.003	long	618.20429580
2025-06-21 21:34:00	BTCUSDT	14	sell	reversed	0.006	101010.63390	0.2181829692240	38.08720350	1074.02615290630940	-0.003	short	606.06380340
2025-07-02 16:05:00	BTCUSDT	15	buy	reversed	0.006	108993.634425	0.23542625035800	-23.949001575	1050.31361064195140	0.003	long	653.961806550
2025-08-19 14:28:00	BTCUSDT	16	sell	reversed	0.006	114178.02370	0.2466245311920	15.553167825	1063.37948571175940	-0.003	short	685.06814220
2025-10-01 08:46:00	BTCUSDT	17	buy	reversed	0.006	115820.122860	0.25017146537760	-4.926297480	1060.16631647438180	0.003	long	694.920737160
2025-10-10 21:16:00	BTCUSDT	18	sell	reversed	0.006	109095.603170	0.23564650284720	-20.173559070	1039.29708097303460	-0.003	short	654.573619020
2025-10-13 00:20:00	BTCUSDT	19	buy	reversed	0.005	115820.122860	0.20847622114800	-20.173559070	1019.02099743488660	0.002	long	579.100614300
2025-10-16 15:41:00	BTCUSDT	20	sell	reversed	0.005	109095.603170	0.19637208570600	-13.449039380	1005.27419979918060	-0.003	short	545.478015850
2026-03-16 03:38:00	BTCUSDT	21	buy	reversed	0.007	74047.707630	0.18660022322760	105.143686620	1115.56002660795300	0.004	long	518.333953410
2026-03-27 17:44:00	BTCUSDT	22	sell	reversed	0.009	65557.04700	0.2124048322800	-33.962642520	1080.93991546767300	-0.005	short	590.01342300
2026-04-07 23:20:00	BTCUSDT	23	buy	reversed	0.009	72009.994680	0.23331238276320	-32.264738400	1048.94264158240980	0.004	long	648.089952120
2026-06-01 00:00:00	BTCUSDT	25	sell	closed	0.004	73624.22250	0.1030739115000	6.456911280	1053.04332270490980	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	23	30.43%	1.19	66.71	5.16	14329.98	30.80%	45.21%

Run Tag: run_245_of_380
Run Parameters:
settings[*].zigzag.detection=5, settings[*].zigzag.length=14
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