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

1098.18

Total PnL

98.18 (9.82%)

Total Trades (Win/Los)

11 (5/6)

Win Rate

45.45%

Max Drawdown

163.67 (14.62%)

Total Fees

2.28

Position avg (max), %

30.01 (43.45)

Profit Factor

1.56

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	-4.66%	2.11%	6.11%	-6.38%	4.11%	-5.29%	-0.67%	2.50%	-3.17%	2.89%	10.67%	-1.26%	5.70%
2025	3.19%	-3.70%	0.62%	-3.20%	-4.18%	0.64%	2.47%	-0.15%	-1.06%	-2.23%	6.03%	0.89%	-1.18%
2026	2.66%	3.36%	-0.27%	0.45%	-1.07%	0.00%	—	—	—	—	—	—	5.16%

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	1098.18
Min balance	897.49
Max balance	1136.02

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.31
Average monthly return (arithmetic), %	0.38
Best month, %	10.67
Worst month, %	-6.38

PnL, Volume & Fees

Metric	Value
Total PnL	98.18
Total PnL, %	9.82
Gross profit	298.63
Gross loss	190.85
Trading volume (USDT)	6353.36
Total transactions (buy/sell)	12
Total fees	2.28
Funding net	-7.31
Funding accrued (received)	14.53
Funding paid	21.84

Trades

Metric	Value
Total Trades	11
Win Trades	5
Los Trades	6
Win Rate, %	45.45
Expectancy per trade	9.7976
Max consecutive wins	2
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	30.01
Position max, % of margin balance	43.45
Max Drawdown	163.67
Max Drawdown, %	14.62

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.5647
Recovery Factor (Total PnL / Max DD)	0.5998
Sharpe ratio (monthly)	0.3576
Sortino ratio (monthly)	0.5866
CAGR, %	3.95
Calmar ratio (CAGR / Max DD%)	0.2706

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 107.77 | Fee: 2.28 | Vol: 6353.36

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": 7,
    "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	44044.610220	0.11099241775440	0	999.88900758224560	0.007	long	308.312271540
2024-01-22 18:49:00	BTCUSDT	2	sell	reversed	0.015	40195.92650	0.2170580031000	-26.940786040	971.86577163064560	-0.008	short	602.93889750
2024-02-12 15:10:00	BTCUSDT	3	buy	reversed	0.014	49071.569040	0.24732070796160	-71.005140320	901.57595589468400	0.006	long	687.001966560
2024-06-24 09:37:00	BTCUSDT	4	sell	reversed	0.010	60439.83865	0.2175834191400	68.209617660	962.60062717554400	-0.004	short	604.39838650
2024-09-26 14:20:00	BTCUSDT	5	buy	reversed	0.008	65015.347410	0.18724420054080	-18.302035040	947.19585466500320	0.004	long	520.122779280
2025-02-25 07:25:00	BTCUSDT	6	sell	reversed	0.007	89068.81500	0.2244534138000	96.213870360	1035.94410037320320	-0.003	short	623.48170500
2025-05-18 23:53:00	BTCUSDT	7	buy	reversed	0.006	106458.347385	0.22995003035160	-52.168597155	986.51780523085160	0.003	long	638.750084310
2025-08-20 01:38:00	BTCUSDT	8	sell	reversed	0.005	112538.297805	0.20256893604900	18.239851260	1000.34714658630260	-0.002	short	562.691489025
2025-10-01 08:49:00	BTCUSDT	9	buy	reversed	0.004	116134.232760	0.16723329517440	-7.191869910	994.27650885112820	0.002	long	464.536931040
2025-10-10 21:17:00	BTCUSDT	10	sell	reversed	0.005	108512.00750	0.1953216135000	-15.244450520	978.53005009862820	-0.003	short	542.56003750
2026-04-07 23:20:00	BTCUSDT	11	buy	reversed	0.007	72009.994680	0.18146518659360	109.506038460	1094.07565877153460	0.004	long	504.069962760
2026-06-01 00:00:00	BTCUSDT	13	sell	closed	0.004	73624.22250	0.1030739115000	6.456911280	1098.17633989403460	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	11	45.45%	1.56	107.77	2.28	6353.36	30.01%	43.45%

Run Tag: run_287_of_380
Run Parameters:
settings[*].zigzag.detection=7, 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