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

1126.70

Total PnL

126.70 (12.67%)

Total Trades (Win/Los)

13 (5/8)

Win Rate

38.46%

Max Drawdown

219.11 (18.20%)

Total Fees

2.89

Position avg (max), %

30.69 (45.48)

Profit Factor

1.67

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	-4.63%	5.76%	5.90%	-6.17%	3.97%	-5.01%	-0.65%	2.41%	-2.77%	3.46%	12.74%	-1.47%	12.52%
2025	3.75%	-4.62%	0.58%	-3.02%	-3.70%	0.60%	2.31%	0.68%	-1.48%	-5.88%	5.86%	0.87%	-4.64%
2026	2.59%	3.28%	-0.27%	0.44%	-1.05%	0.00%	—	—	—	—	—	—	5.02%

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	1126.70
Min balance	921.32
Max balance	1203.79

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.40
Average monthly return (arithmetic), %	0.48
Best month, %	12.74
Worst month, %	-6.17

PnL, Volume & Fees

Metric	Value
Total PnL	126.70
Total PnL, %	12.67
Gross profit	345.82
Gross loss	206.85
Trading volume (USDT)	8047.93
Total transactions (buy/sell)	14
Total fees	2.89
Funding net	-9.38
Funding accrued (received)	14.77
Funding paid	24.15

Trades

Metric	Value
Total Trades	13
Win Trades	5
Los Trades	8
Win Rate, %	38.46
Expectancy per trade	10.6903
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	30.69
Position max, % of margin balance	45.48
Max Drawdown	219.11
Max Drawdown, %	18.20

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.6719
Recovery Factor (Total PnL / Max DD)	0.5782
Sharpe ratio (monthly)	0.4061
Sortino ratio (monthly)	0.6872
CAGR, %	5.06
Calmar ratio (CAGR / Max DD%)	0.2782

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 138.97 | Fee: 2.89 | Vol: 8047.93

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": 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
2024-01-22 18:49:00	BTCUSDT	2	sell	reversed	0.015	40195.92650	0.2170580031000	-26.64528265	972.1613814018660	-0.008	short	602.93889750
2024-02-09 08:58:00	BTCUSDT	3	buy	reversed	0.014	46566.29250	0.2346941142000	-50.96292800	921.7718116516660	0.006	long	651.92809500
2024-06-24 09:33:00	BTCUSDT	4	sell	reversed	0.010	60545.401690	0.21796344608400	83.874655140	998.34519568958200	-0.004	short	605.454016900
2024-09-23 03:17:00	BTCUSDT	5	buy	reversed	0.009	64470.156660	0.20888330757840	-15.699019880	985.40738307800360	0.005	long	580.231409940
2025-02-25 07:25:00	BTCUSDT	6	sell	reversed	0.008	89068.81500	0.2565181872000	122.993291700	1098.94967235080360	-0.003	short	712.55052000
2025-05-18 23:50:00	BTCUSDT	7	buy	reversed	0.006	106035.09930	0.2290358144880	-50.89885290	1050.79403567931560	0.003	long	636.21059580
2025-08-19 16:50:00	BTCUSDT	8	sell	reversed	0.006	113260.544930	0.24464277704880	21.676336890	1068.03303076926680	-0.003	short	679.563269580
2025-10-01 08:46:00	BTCUSDT	9	buy	reversed	0.006	115820.122860	0.25017146537760	-7.678733790	1062.05206566438920	0.003	long	694.920737160
2025-10-10 21:16:00	BTCUSDT	10	sell	reversed	0.006	108949.85420	0.2353316850720	-20.610805980	1040.74589807081720	-0.003	short	653.69912520
2025-10-13 00:20:00	BTCUSDT	11	buy	reversed	0.005	115820.122860	0.20847622114800	-20.610805980	1020.03256762266920	0.002	long	579.100614300
2025-10-16 15:43:00	BTCUSDT	12	sell	reversed	0.005	108949.85420	0.1961097375600	-13.740537320	1005.99453439510920	-0.003	short	544.74927100
2026-04-07 23:20:00	BTCUSDT	13	buy	reversed	0.007	72009.994680	0.18146518659360	110.819578560	1122.59565216001560	0.004	long	504.069962760
2026-06-01 00:00:00	BTCUSDT	15	sell	closed	0.004	73624.22250	0.1030739115000	6.456911280	1126.69633328251560	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	13	38.46%	1.67	138.97	2.89	8047.93	30.69%	45.48%

Run Tag: run_286_of_380
Run Parameters:
settings[*].zigzag.detection=6, 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