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

1058.23

Total PnL

58.23 (5.82%)

Total Trades (Win/Los)

41 (6/35)

Win Rate

14.63%

Max Drawdown

234.38 (20.28%)

Total Fees

7.94

Position avg (max), %

29.87 (46.87)

Profit Factor

1.25

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	-6.13%	13.75%	6.50%	-6.77%	4.38%	-5.10%	-5.96%	-1.13%	-3.37%	3.59%	13.20%	-1.52%	8.97%
2025	3.87%	-3.98%	0.60%	-3.09%	-1.87%	0.60%	0.41%	0.72%	-3.92%	-3.99%	4.02%	0.61%	-6.29%
2026	1.82%	2.31%	-0.19%	0.82%	-1.11%	0.00%	—	—	—	—	—	—	3.65%

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	1058.23
Min balance	921.28
Max balance	1168.25

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.19
Average monthly return (arithmetic), %	0.30
Best month, %	13.75
Worst month, %	-6.77

PnL, Volume & Fees

Metric	Value
Total PnL	58.23
Total PnL, %	5.82
Gross profit	402.77
Gross loss	322.97
Trading volume (USDT)	22074.97
Total transactions (buy/sell)	42
Total fees	7.94
Funding net	-13.63
Funding accrued (received)	11.89
Funding paid	25.52

Trades

Metric	Value
Total Trades	41
Win Trades	6
Los Trades	35
Win Rate, %	14.63
Expectancy per trade	1.9465
Max consecutive wins	2
Max consecutive losses	22

Risk & Exposure

Metric	Value
Position avg, % of margin balance	29.87
Position max, % of margin balance	46.87
Max Drawdown	234.38
Max Drawdown, %	20.28

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.2471
Recovery Factor (Total PnL / Max DD)	0.2484
Sharpe ratio (monthly)	0.2168
Sortino ratio (monthly)	0.3851
CAGR, %	2.37
Calmar ratio (CAGR / Max DD%)	0.1169

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 79.81 | Fee: 7.94 | Vol: 22074.97

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": 16,
    "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
2024-01-22 18:49:00	BTCUSDT	2	sell	reversed	0.015	40195.92650	0.2170580031000	-25.682445775	973.12456489814100	-0.008	short	602.93889750
2024-01-30 02:37:00	BTCUSDT	3	buy	reversed	0.015	43595.152965	0.23541382601100	-27.193811720	946.01997525613000	0.007	long	653.927294475
2024-06-24 09:33:00	BTCUSDT	4	sell	reversed	0.012	60978.749965	0.26342819984880	121.685179000	1058.75487772178120	-0.005	short	731.744999580
2024-07-29 13:06:00	BTCUSDT	5	buy	reversed	0.010	70024.50000	0.2520882000000	-45.228750175	1014.74212332928120	0.005	long	700.24500000
2024-08-03 01:10:00	BTCUSDT	6	sell	reversed	0.010	60580.689335	0.21809048160600	-47.219053325	967.09958165767520	-0.005	short	605.806893350
2024-09-17 15:15:00	BTCUSDT	7	buy	reversed	0.010	61170.102045	0.22021236736200	-2.947063550	965.73308739031320	0.005	long	611.701020450
2024-09-17 19:48:00	BTCUSDT	8	sell	reversed	0.010	59603.031635	0.21457091388600	-7.835352050	957.66941555392720	-0.005	short	596.030316350
2024-09-18 18:34:00	BTCUSDT	9	buy	reversed	0.010	61170.102045	0.22021236736200	-7.835352050	949.65435230656520	0.005	long	611.701020450
2024-09-18 20:02:00	BTCUSDT	10	sell	reversed	0.010	59603.031635	0.21457091388600	-7.835352050	941.60442934267920	-0.005	short	596.030316350
2024-09-18 23:26:00	BTCUSDT	11	buy	reversed	0.010	61170.102045	0.22021236736200	-7.835352050	933.54886492531720	0.005	long	611.701020450
2025-02-03 01:42:00	BTCUSDT	12	sell	reversed	0.008	94297.284395	0.27157617905760	165.635911750	1090.97148111125960	-0.003	short	754.378275160
2025-02-03 19:00:00	BTCUSDT	13	buy	reversed	0.006	99984.98250	0.2159675622000	-17.063094315	1073.71862941655960	0.003	long	599.90989500
2025-02-12 13:37:00	BTCUSDT	14	sell	reversed	0.006	94297.284395	0.20368213429320	-17.063094315	1056.11032196176640	-0.003	short	565.783706370
2025-05-08 20:55:00	BTCUSDT	15	buy	reversed	0.006	102493.660230	0.22138630609680	-24.589127505	1034.34719814266960	0.003	long	614.961961380
2025-07-01 14:46:00	BTCUSDT	16	sell	reversed	0.006	105712.98750	0.2283400530000	9.657981810	1041.47864318066960	-0.003	short	634.27792500
2025-07-02 16:05:00	BTCUSDT	17	buy	reversed	0.006	108993.634425	0.23542625035800	-9.841940775	1031.45899026181160	0.003	long	653.961806550
2025-08-18 02:16:00	BTCUSDT	18	sell	reversed	0.005	115813.651030	0.20846457185400	20.460049815	1049.53232436895760	-0.002	short	579.068255150
2025-08-18 02:38:00	BTCUSDT	19	buy	reversed	0.004	116040.499965	0.16709831994960	-0.453697870	1048.91152817900800	0.002	long	464.161999860
2025-08-18 02:41:00	BTCUSDT	20	sell	reversed	0.004	115813.651030	0.16677165748320	-0.453697870	1048.29105865152480	-0.002	short	463.254604120
2025-08-18 15:50:00	BTCUSDT	21	buy	reversed	0.004	116040.499965	0.16709831994960	-0.453697870	1047.68062831057520	0.002	long	464.161999860
2025-08-18 16:37:00	BTCUSDT	22	sell	reversed	0.004	115813.651030	0.16677165748320	-0.453697870	1047.04970882909200	-0.002	short	463.254604120
2025-08-18 16:44:00	BTCUSDT	23	buy	reversed	0.004	116040.499965	0.16709831994960	-0.453697870	1046.42891263914240	0.002	long	464.161999860
2025-08-19 00:23:00	BTCUSDT	24	sell	reversed	0.004	115813.651030	0.16677165748320	-0.453697870	1045.79798917965920	-0.002	short	463.254604120
2025-08-19 00:28:00	BTCUSDT	25	buy	reversed	0.004	116040.499965	0.16709831994960	-0.453697870	1045.17719298970960	0.002	long	464.161999860
2025-08-19 00:30:00	BTCUSDT	26	sell	reversed	0.004	115813.651030	0.16677165748320	-0.453697870	1044.55672346222640	-0.002	short	463.254604120
2025-08-19 00:35:00	BTCUSDT	27	buy	reversed	0.004	116040.499965	0.16709831994960	-0.453697870	1043.93592727227680	0.002	long	464.161999860
2025-08-19 01:47:00	BTCUSDT	28	sell	reversed	0.004	115813.651030	0.16677165748320	-0.453697870	1043.31545774479360	-0.002	short	463.254604120
2025-08-19 02:51:00	BTCUSDT	29	buy	reversed	0.004	116040.499965	0.16709831994960	-0.453697870	1042.69466155484400	0.002	long	464.161999860
2025-08-19 02:55:00	BTCUSDT	30	sell	reversed	0.004	115813.651030	0.16677165748320	-0.453697870	1042.07419202736080	-0.002	short	463.254604120
2025-09-18 03:14:00	BTCUSDT	31	buy	reversed	0.004	117550.728360	0.16927304883840	-3.474154660	1039.34287785052240	0.002	long	470.202913440
2025-09-25 12:30:00	BTCUSDT	32	sell	reversed	0.005	110826.19725	0.1994871550500	-13.449062220	1025.46753221047240	-0.003	short	554.13098625
2025-09-29 14:41:00	BTCUSDT	33	buy	reversed	0.005	113939.86500	0.2050917570000	-9.34100325	1016.09964334597240	0.002	long	569.69932500
2025-10-10 21:13:00	BTCUSDT	34	sell	reversed	0.004	111448.179480	0.16048537845120	-4.983371040	1010.58760607152120	-0.002	short	445.792717920
2025-10-10 22:48:00	BTCUSDT	35	buy	reversed	0.004	113939.86500	0.1640734056000	-4.983371040	1005.44016162592120	0.002	long	455.75946000
2025-10-11 01:19:00	BTCUSDT	36	sell	reversed	0.004	111448.179480	0.16048537845120	-4.983371040	1000.28618199847000	-0.002	short	445.792717920
2025-10-12 16:04:00	BTCUSDT	37	buy	reversed	0.004	113939.86500	0.1640734056000	-4.983371040	995.18891469487000	0.002	long	455.75946000
2025-10-14 06:47:00	BTCUSDT	38	sell	reversed	0.004	111448.179480	0.16048537845120	-4.983371040	990.00370669641880	-0.002	short	445.792717920
2025-10-27 06:48:00	BTCUSDT	39	buy	reversed	0.004	115991.182710	0.16702730310240	-9.086006460	981.13612200831640	0.002	long	463.964730840
2025-10-29 15:48:00	BTCUSDT	40	sell	reversed	0.004	111448.179480	0.16048537845120	-9.086006460	971.81768947086520	-0.002	short	445.792717920
2026-04-07 23:20:00	BTCUSDT	41	buy	reversed	0.006	72009.994680	0.15554158850880	78.876369600	1054.12683271035640	0.004	long	432.059968080
2026-06-01 00:00:00	BTCUSDT	43	sell	closed	0.004	73624.22250	0.1030739115000	6.456911280	1058.22751383285640	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	41	14.63%	1.25	79.81	7.94	22074.97	29.87%	46.87%

Run Tag: run_284_of_380
Run Parameters:
settings[*].zigzag.detection=4, settings[*].zigzag.length=16
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