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

1048.84

Total PnL

48.84 (4.88%)

Total Trades (Win/Los)

21 (7/14)

Win Rate

33.33%

Max Drawdown

229.92 (19.44%)

Total Fees

4.26

Position avg (max), %

28.67 (45.78)

Profit Factor

1.22

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%	6.31%	6.00%	-6.27%	4.04%	-5.09%	-0.66%	2.45%	-2.82%	3.52%	12.95%	-1.50%	10.81%
2025	-3.57%	-2.50%	0.62%	-3.43%	2.97%	-3.25%	1.27%	0.21%	-1.05%	-4.59%	4.06%	0.61%	-8.69%
2026	1.83%	2.33%	-0.19%	0.82%	-1.12%	0.00%	—	—	—	—	—	—	3.69%

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	1048.84
Min balance	904.18
Max balance	1182.76

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.16
Average monthly return (arithmetic), %	0.24
Best month, %	12.95
Worst month, %	-6.74

PnL, Volume & Fees

Metric	Value
Total PnL	48.84
Total PnL, %	4.88
Gross profit	353.36
Gross loss	289.50
Trading volume (USDT)	11842.97
Total transactions (buy/sell)	22
Total fees	4.26
Funding net	-10.75
Funding accrued (received)	12.10
Funding paid	22.86

Trades

Metric	Value
Total Trades	21
Win Trades	7
Los Trades	14
Win Rate, %	33.33
Expectancy per trade	3.0406
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	28.67
Position max, % of margin balance	45.78
Max Drawdown	229.92
Max Drawdown, %	19.44

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.2206
Recovery Factor (Total PnL / Max DD)	0.2124
Sharpe ratio (monthly)	0.2048
Sortino ratio (monthly)	0.3357
CAGR, %	1.99
Calmar ratio (CAGR / Max DD%)	0.1026

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 63.85 | Fee: 4.26 | Vol: 11842.97

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": 15,
    "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
2024-02-09 08:58:00	BTCUSDT	5	buy	reversed	0.013	46566.29250	0.2179302489000	-37.11917860	904.6342770182820	0.006	long	605.36180250
2024-06-24 09:33:00	BTCUSDT	6	sell	reversed	0.010	60545.401690	0.21796344608400	83.874655140	981.20766105619800	-0.004	short	605.454016900
2024-09-23 03:17:00	BTCUSDT	7	buy	reversed	0.009	64470.156660	0.20888330757840	-15.699019880	968.26984844461960	0.005	long	580.231409940
2025-01-09 13:37:00	BTCUSDT	8	sell	reversed	0.008	92346.167525	0.26595696247200	139.380054325	1101.30731824714760	-0.003	short	738.769340200
2025-01-17 12:41:00	BTCUSDT	9	buy	reversed	0.006	102738.045735	0.22191417878760	-31.175634630	1070.22047070986000	0.003	long	616.428274410
2025-02-25 07:25:00	BTCUSDT	10	sell	reversed	0.006	89068.81500	0.1923886404000	-41.007692205	1027.46037712796000	-0.003	short	534.41289000
2025-04-02 20:16:00	BTCUSDT	11	buy	reversed	0.006	88530.97500	0.1912269060000	1.61352000	1030.14557013896000	0.003	long	531.18585000
2025-04-02 22:12:00	BTCUSDT	12	sell	reversed	0.007	83586.73440	0.2106385706880	-14.83272180	1015.10220976827200	-0.004	short	585.10714080
2025-04-22 01:19:00	BTCUSDT	13	buy	reversed	0.007	88530.97500	0.2230980570000	-19.77696240	995.96835351927200	0.003	long	619.71682500
2025-06-22 13:43:00	BTCUSDT	14	sell	reversed	0.006	100314.87750	0.2166801354000	35.35170750	1028.55126976587200	-0.003	short	601.88926500
2025-07-02 16:05:00	BTCUSDT	15	buy	reversed	0.006	108993.634425	0.23542625035800	-26.036270775	1002.72383183401400	0.003	long	653.961806550
2025-08-19 16:50:00	BTCUSDT	16	sell	reversed	0.005	113260.544930	0.20386898087400	12.800731515	1013.06466658664000	-0.002	short	566.302724650
2025-10-01 08:46:00	BTCUSDT	17	buy	reversed	0.004	115820.122860	0.16678097691840	-5.119155860	1009.07735651672160	0.002	long	463.280491440
2025-10-10 21:16:00	BTCUSDT	18	sell	reversed	0.004	108949.85420	0.1568877900480	-13.740537320	994.87324478767360	-0.002	short	435.79941680
2025-10-13 00:20:00	BTCUSDT	19	buy	reversed	0.004	115820.122860	0.16678097691840	-13.740537320	981.03656099275520	0.002	long	463.280491440
2025-10-16 15:43:00	BTCUSDT	20	sell	reversed	0.004	108949.85420	0.1568877900480	-13.740537320	967.03774971270720	-0.002	short	435.79941680
2026-04-07 23:20:00	BTCUSDT	21	buy	reversed	0.006	72009.994680	0.15554158850880	73.879719040	1044.73726342519840	0.004	long	432.059968080
2026-06-01 00:00:00	BTCUSDT	23	sell	closed	0.004	73624.22250	0.1030739115000	6.456911280	1048.83794454769840	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	33.33%	1.22	63.85	4.26	11842.97	28.67%	45.78%

Run Tag: run_266_of_380
Run Parameters:
settings[*].zigzag.detection=6, settings[*].zigzag.length=15
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