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

1117.12

Total PnL

117.12 (11.71%)

Total Trades (Win/Los)

18 (6/12)

Win Rate

33.33%

Max Drawdown

232.93 (19.07%)

Total Fees

4.15

Position avg (max), %

31.33 (44.82)

Profit Factor

1.51

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%	-4.98%	-4.43%	-1.08%	-2.08%	3.40%	12.52%	-1.45%	14.30%
2025	3.69%	-4.56%	0.57%	-2.97%	-1.79%	0.58%	1.07%	0.66%	-1.45%	-8.96%	5.92%	0.88%	-6.96%
2026	2.62%	3.31%	-0.27%	0.44%	-1.05%	0.00%	—	—	—	—	—	—	5.07%

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	1117.12
Min balance	960.60
Max balance	1221.57

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.37
Average monthly return (arithmetic), %	0.48
Best month, %	13.37
Worst month, %	-8.96

PnL, Volume & Fees

Metric	Value
Total PnL	117.12
Total PnL, %	11.71
Gross profit	394.77
Gross loss	261.69
Trading volume (USDT)	11536.18
Total transactions (buy/sell)	19
Total fees	4.15
Funding net	-11.81
Funding accrued (received)	14.06
Funding paid	25.87

Trades

Metric	Value
Total Trades	18
Win Trades	6
Los Trades	12
Win Rate, %	33.33
Expectancy per trade	7.3935
Max consecutive wins	2
Max consecutive losses	6

Risk & Exposure

Metric	Value
Position avg, % of margin balance	31.33
Position max, % of margin balance	44.82
Max Drawdown	232.93
Max Drawdown, %	19.07

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.5086
Recovery Factor (Total PnL / Max DD)	0.5028
Sharpe ratio (monthly)	0.3483
Sortino ratio (monthly)	0.6121
CAGR, %	4.69
Calmar ratio (CAGR / Max DD%)	0.2461

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 133.08 | Fee: 4.15 | Vol: 11536.18

Realized PnL by Symbol

Details

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  "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": 5,
    "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
2024-06-24 09:33:00	BTCUSDT	3	sell	reversed	0.012	60978.749965	0.26342819984880	121.685179000	1085.51454855532020	-0.005	short	731.744999580
2024-07-27 13:09:00	BTCUSDT	4	buy	reversed	0.010	68523.97500	0.2466863100000	-37.726125175	1048.91765835282020	0.005	long	685.23975000
2024-08-03 01:10:00	BTCUSDT	5	sell	reversed	0.010	60580.689335	0.21809048160600	-39.716428325	1008.68557898121420	-0.005	short	605.806893350
2024-09-19 13:14:00	BTCUSDT	6	buy	reversed	0.010	63225.321120	0.22761115603200	-13.223158925	997.11767788518220	0.005	long	632.253211200
2025-02-25 07:25:00	BTCUSDT	7	sell	reversed	0.008	89068.81500	0.2565181872000	129.217469400	1116.72788247048220	-0.003	short	712.55052000
2025-05-08 20:55:00	BTCUSDT	8	buy	reversed	0.006	102493.660230	0.22138630609680	-40.274535690	1078.78497293338540	0.003	long	614.961961380
2025-07-01 14:46:00	BTCUSDT	9	sell	reversed	0.006	105712.98750	0.2283400530000	9.657981810	1085.91641797138540	-0.003	short	634.27792500
2025-07-02 09:00:00	BTCUSDT	10	buy	reversed	0.006	107762.603715	0.23276722402440	-6.148848645	1079.57784156036100	0.003	long	646.575622290
2025-08-19 16:50:00	BTCUSDT	11	sell	reversed	0.006	113260.544930	0.24464277704880	16.493823645	1093.55631999831220	-0.003	short	679.563269580
2025-10-01 08:39:00	BTCUSDT	12	buy	reversed	0.006	115380.569070	0.24922202919120	-6.360072420	1088.89496569962100	0.003	long	692.283414420
2025-10-10 21:16:00	BTCUSDT	13	sell	reversed	0.006	109095.603170	0.23564650284720	-18.854897700	1069.34439156827380	-0.003	short	654.573619020
2025-10-12 20:28:00	BTCUSDT	14	buy	reversed	0.006	115380.569070	0.24922202919120	-18.854897700	1050.33072236558260	0.003	long	692.283414420
2025-10-16 15:41:00	BTCUSDT	15	sell	reversed	0.006	109095.603170	0.23564650284720	-18.854897700	1031.07259768123540	-0.003	short	654.573619020
2025-10-27 06:48:00	BTCUSDT	16	buy	reversed	0.005	115991.182710	0.20878412887800	-20.686738620	1010.64969543335740	0.002	long	579.955913550
2025-10-29 18:40:00	BTCUSDT	17	sell	reversed	0.005	109095.603170	0.19637208570600	-13.791159080	996.58020220365140	-0.003	short	545.478015850
2026-04-07 23:20:00	BTCUSDT	18	buy	reversed	0.007	72009.994680	0.18146518659360	111.256825470	1113.02300328155780	0.004	long	504.069962760
2026-06-01 00:00:00	BTCUSDT	20	sell	closed	0.004	73624.22250	0.1030739115000	6.456911280	1117.12368440405780	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	18	33.33%	1.51	133.08	4.15	11536.18	31.33%	44.82%

Run Tag: run_325_of_380
Run Parameters:
settings[*].zigzag.detection=5, 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