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

1304.36

Total PnL

304.36 (30.44%)

Total Trades (Win/Los)

28 (7/21)

Win Rate

25.00%

Max Drawdown

137.49 (10.56%)

Total Fees

6.70

Position avg (max), %

29.49 (43.73)

Profit Factor

2.94

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	-3.46%	13.37%	6.34%	-6.61%	4.27%	-1.30%	-2.85%	0.72%	-1.54%	3.15%	11.61%	-1.36%	22.38%
2025	3.44%	-0.48%	0.69%	-3.55%	-1.86%	0.52%	1.28%	-1.95%	0.65%	-2.43%	5.00%	0.75%	1.75%
2026	2.23%	2.83%	-0.23%	1.03%	-1.13%	0.00%	—	—	—	—	—	—	4.77%

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	1304.36
Min balance	960.60
Max balance	1351.67

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.89
Average monthly return (arithmetic), %	0.97
Best month, %	13.37
Worst month, %	-6.61

PnL, Volume & Fees

Metric	Value
Total PnL	304.36
Total PnL, %	30.44
Gross profit	488.90
Gross loss	166.05
Trading volume (USDT)	18621.38
Total transactions (buy/sell)	29
Total fees	6.70
Funding net	-11.79
Funding accrued (received)	14.46
Funding paid	26.25

Trades

Metric	Value
Total Trades	28
Win Trades	7
Los Trades	21
Win Rate, %	25.00
Expectancy per trade	11.5304
Max consecutive wins	2
Max consecutive losses	7

Risk & Exposure

Metric	Value
Position avg, % of margin balance	29.49
Position max, % of margin balance	43.73
Max Drawdown	137.49
Max Drawdown, %	10.56

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	2.9443
Recovery Factor (Total PnL / Max DD)	2.2136
Sharpe ratio (monthly)	0.8197
Sortino ratio (monthly)	1.8709
CAGR, %	11.63
Calmar ratio (CAGR / Max DD%)	1.1017

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 322.85 | Fee: 6.70 | Vol: 18621.38

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": 18,
    "detection": 3,
    "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
2024-01-22 18:49:00	BTCUSDT	1	sell	opened	0.008	40195.92650	0.1157642683200	0	999.8842357316800	-0.008	short	321.56741200
2024-01-30 02:37:00	BTCUSDT	2	buy	reversed	0.015	43595.152965	0.23541382601100	-27.193811720	972.77964608966900	0.007	long	653.927294475
2024-06-18 01:45:00	BTCUSDT	3	sell	reversed	0.011	64557.796860	0.25564887556560	146.738507265	1110.96159480610340	-0.004	short	710.135765460
2024-07-19 19:35:00	BTCUSDT	4	buy	reversed	0.009	67313.451465	0.21809558274660	-11.022618420	1100.76624248535680	0.005	long	605.821063185
2024-08-01 15:21:00	BTCUSDT	5	sell	reversed	0.010	63177.88000	0.2274403680000	-20.677857325	1079.28987490235680	-0.005	short	631.77880000
2024-08-27 00:01:00	BTCUSDT	6	buy	reversed	0.010	62798.97195	0.2260762990200	1.89454025	1081.99729007833680	0.005	long	627.98971950
2024-08-27 12:44:00	BTCUSDT	7	sell	reversed	0.010	62132.24610	0.2236760859600	-3.33362925	1078.42583604487680	-0.005	short	621.32246100
2024-09-19 12:03:00	BTCUSDT	8	buy	reversed	0.010	62798.97195	0.2260762990200	-3.33362925	1075.76727988585680	0.005	long	627.98971950
2025-02-02 22:40:00	BTCUSDT	9	sell	reversed	0.008	96416.24250	0.2776787784000	168.08635275	1235.68405327495680	-0.003	short	771.32994000
2025-02-03 19:00:00	BTCUSDT	10	buy	reversed	0.007	99984.98250	0.2519621559000	-10.70622000	1224.76527020755680	0.004	long	699.89487750
2025-02-04 21:56:00	BTCUSDT	11	sell	reversed	0.008	96416.24250	0.2776787784000	-14.27496000	1210.15878721915680	-0.004	short	771.32994000
2025-05-08 17:28:00	BTCUSDT	12	buy	reversed	0.007	101720.289645	0.25633512990540	-21.216188580	1193.15098062925140	0.003	long	712.042027515
2025-07-01 10:49:00	BTCUSDT	13	sell	reversed	0.006	106242.80200	0.2294844523200	13.567537065	1204.19083652293140	-0.003	short	637.45681200
2025-07-01 11:02:00	BTCUSDT	14	buy	reversed	0.006	106537.174965	0.23012029792440	-0.883118895	1203.07759733000700	0.003	long	639.223049790
2025-07-01 11:14:00	BTCUSDT	15	sell	reversed	0.006	106242.80200	0.2294844523200	-0.883118895	1201.96499398268700	-0.003	short	637.45681200
2025-07-01 11:32:00	BTCUSDT	16	buy	reversed	0.006	106537.174965	0.23012029792440	-0.883118895	1200.85175478976260	0.003	long	639.223049790
2025-07-01 13:43:00	BTCUSDT	17	sell	reversed	0.006	106242.80200	0.2294844523200	-0.883118895	1199.73915144244260	-0.003	short	637.45681200
2025-07-01 13:46:00	BTCUSDT	18	buy	reversed	0.006	106537.174965	0.23012029792440	-0.883118895	1198.62591224951820	0.003	long	639.223049790
2025-07-01 14:37:00	BTCUSDT	19	sell	reversed	0.006	106242.80200	0.2294844523200	-0.883118895	1197.51330890219820	-0.003	short	637.45681200
2025-07-02 05:15:00	BTCUSDT	20	buy	reversed	0.006	106537.174965	0.23012029792440	-0.883118895	1196.42863240177380	0.003	long	639.223049790
2025-09-15 08:55:00	BTCUSDT	21	sell	reversed	0.006	114660.654720	0.24766701419520	24.370439265	1217.05419368857860	-0.003	short	687.963928320
2025-09-16 17:24:00	BTCUSDT	22	buy	reversed	0.006	116722.738665	0.25212111551640	-6.186251835	1210.67817687356220	0.003	long	700.336431990
2025-09-22 00:33:00	BTCUSDT	23	sell	reversed	0.006	114660.654720	0.24766701419520	-6.186251835	1203.99319205786700	-0.003	short	687.963928320
2025-10-01 11:56:00	BTCUSDT	24	buy	reversed	0.006	116722.738665	0.25212111551640	-6.186251835	1197.97730538735060	0.003	long	700.336431990
2025-10-10 20:56:00	BTCUSDT	25	sell	reversed	0.006	112564.488635	0.24313929545160	-12.474750090	1184.79938607339900	-0.003	short	675.386931810
2025-10-26 22:03:00	BTCUSDT	26	buy	reversed	0.006	115410.879675	0.24928750009800	-8.539173120	1176.72614241230100	0.003	long	692.465278050
2025-10-28 20:17:00	BTCUSDT	27	sell	reversed	0.006	112564.488635	0.24313929545160	-8.539173120	1167.85102493534940	-0.003	short	675.386931810
2026-04-07 22:58:00	BTCUSDT	28	buy	reversed	0.008	71445.897315	0.20576418426720	123.355773960	1296.41404809008220	0.005	long	571.567178520
2026-06-01 00:00:00	BTCUSDT	30	sell	closed	0.005	73624.22250	0.1288423893750	10.891625925	1304.36038631820720	0		368.12111250

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	28	25.00%	2.94	322.85	6.70	18621.38	29.49%	43.73%

Run Tag: run_323_of_380
Run Parameters:
settings[*].zigzag.detection=3, settings[*].zigzag.length=18
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