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

1000.46

Total PnL

0.46 (0.05%)

Total Trades (Win/Los)

11 (4/7)

Win Rate

36.36%

Max Drawdown

171.20 (15.57%)

Total Fees

2.23

Position avg (max), %

28.93 (43.60)

Profit Factor

1.05

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	-4.97%	2.11%	6.13%	-6.40%	4.13%	-6.98%	-0.69%	2.55%	-3.28%	2.95%	10.90%	-1.28%	3.66%
2025	3.25%	-3.77%	0.63%	-3.26%	-4.68%	0.66%	2.53%	-0.53%	-1.09%	-2.96%	4.17%	0.63%	-4.77%
2026	1.88%	2.39%	-0.20%	-1.48%	-1.18%	0.00%	—	—	—	—	—	—	1.36%

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	1000.46
Min balance	894.39
Max balance	1099.52

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.00
Average monthly return (arithmetic), %	0.07
Best month, %	10.90
Worst month, %	-6.98

PnL, Volume & Fees

Metric	Value
Total PnL	0.46
Total PnL, %	0.05
Gross profit	233.03
Gross loss	221.38
Trading volume (USDT)	6191.78
Total transactions (buy/sell)	12
Total fees	2.23
Funding net	-8.96
Funding accrued (received)	12.59
Funding paid	21.55

Trades

Metric	Value
Total Trades	11
Win Trades	4
Los Trades	7
Win Rate, %	36.36
Expectancy per trade	1.0589
Max consecutive wins	1
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	28.93
Position max, % of margin balance	43.60
Max Drawdown	171.20
Max Drawdown, %	15.57

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.0526
Recovery Factor (Total PnL / Max DD)	0.0027
Sharpe ratio (monthly)	0.0666
Sortino ratio (monthly)	0.1003
CAGR, %	0.02
Calmar ratio (CAGR / Max DD%)	0.0012

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 11.65 | Fee: 2.23 | Vol: 6191.78

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": 15,
    "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
2024-01-02 00:06:00	BTCUSDT	1	buy	opened	0.007	44489.465865	0.11211345397980	0	999.88788654602020	0.007	long	311.426261055
2024-01-22 18:49:00	BTCUSDT	2	sell	reversed	0.015	40195.92650	0.2170580031000	-30.054775555	968.76459667942020	-0.008	short	602.93889750
2024-02-12 15:10:00	BTCUSDT	3	buy	reversed	0.014	49071.569040	0.24732070796160	-71.005140320	898.47478094345860	0.006	long	687.001966560
2024-06-24 20:29:00	BTCUSDT	4	sell	reversed	0.010	58759.42700	0.2115339372000	58.127147760	949.40662468925860	-0.004	short	587.59427000
2024-09-26 14:22:00	BTCUSDT	5	buy	reversed	0.008	65064.664665	0.18738623423520	-25.220950660	927.07185644702340	0.004	long	520.517317320
2025-02-25 07:25:00	BTCUSDT	6	sell	reversed	0.007	89068.81500	0.2244534138000	96.016601340	1015.62283313522340	-0.003	short	623.48170500
2025-05-19 00:08:00	BTCUSDT	7	buy	reversed	0.006	107156.091510	0.23145715766160	-54.261829530	964.11618211956180	0.003	long	642.936549060
2025-08-22 12:32:00	BTCUSDT	8	sell	reversed	0.005	111830.84550	0.2012955219000	14.024261970	973.63853435166180	-0.002	short	559.15422750
2025-10-01 16:37:00	BTCUSDT	9	buy	reversed	0.004	117925.25940	0.1698123735360	-12.18882780	962.50755265112580	0.002	long	471.70103760
2025-10-10 21:17:00	BTCUSDT	10	sell	reversed	0.004	108512.00750	0.1562572908000	-18.82650380	943.22866919532580	-0.002	short	434.04803000
2026-04-17 09:28:00	BTCUSDT	11	buy	reversed	0.006	76080.518865	0.16433392074840	64.862977270	1012.26473674257740	0.004	long	456.483113190
2026-06-01 00:00:00	BTCUSDT	13	sell	closed	0.004	73624.22250	0.1030739115000	-9.825185460	1000.46345565507740	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	36.36%	1.05	11.65	2.23	6191.78	28.93%	43.60%

Run Tag: run_295_of_380
Run Parameters:
settings[*].zigzag.detection=15, 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