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

1138.82

Total PnL

138.82 (13.88%)

Total Trades (Win/Los)

20 (6/14)

Win Rate

30.00%

Max Drawdown

231.30 (18.63%)

Total Fees

4.72

Position avg (max), %

30.91 (44.10)

Profit Factor

1.69

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%	-4.65%	-3.41%	0.62%	-3.17%	3.33%	12.28%	-1.43%	16.30%
2025	3.62%	-4.48%	0.56%	-2.92%	-1.76%	0.57%	1.05%	-2.13%	0.63%	-7.97%	5.79%	0.86%	-6.70%
2026	2.56%	3.24%	-0.26%	0.43%	-1.03%	0.00%	—	—	—	—	—	—	4.96%

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	1138.82
Min balance	960.60
Max balance	1241.64

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.43
Average monthly return (arithmetic), %	0.54
Best month, %	13.37
Worst month, %	-7.97

PnL, Volume & Fees

Metric	Value
Total PnL	138.82
Total PnL, %	13.88
Gross profit	390.54
Gross loss	231.50
Trading volume (USDT)	13128.54
Total transactions (buy/sell)	21
Total fees	4.72
Funding net	-15.50
Funding accrued (received)	12.23
Funding paid	27.73

Trades

Metric	Value
Total Trades	20
Win Trades	6
Los Trades	14
Win Rate, %	30.00
Expectancy per trade	7.9521
Max consecutive wins	2
Max consecutive losses	8

Risk & Exposure

Metric	Value
Position avg, % of margin balance	30.91
Position max, % of margin balance	44.10
Max Drawdown	231.30
Max Drawdown, %	18.63

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.6870
Recovery Factor (Total PnL / Max DD)	0.6002
Sharpe ratio (monthly)	0.4002
Sortino ratio (monthly)	0.7233
CAGR, %	5.53
Calmar ratio (CAGR / Max DD%)	0.2969

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 159.04 | Fee: 4.72 | Vol: 13128.54

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": 19,
    "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	61288.54150	0.2647664992800	123.853719745	1087.68175100088900	-0.005	short	735.46249800
2024-07-19 19:35:00	BTCUSDT	4	buy	reversed	0.010	67364.56935	0.2425124496600	-30.38013925	1058.09013093122900	0.005	long	673.64569350
2024-08-01 17:40:00	BTCUSDT	5	sell	reversed	0.010	62328.477395	0.22438251862200	-25.180459775	1032.10008073760700	-0.005	short	623.284773950
2024-09-23 03:17:00	BTCUSDT	6	buy	reversed	0.010	64470.156660	0.23209256397600	-10.708396325	1023.25596553863100	0.005	long	644.701566600
2025-02-25 07:25:00	BTCUSDT	7	sell	reversed	0.008	89068.81500	0.2565181872000	122.993291700	1136.79825481143100	-0.003	short	712.55052000
2025-05-08 20:55:00	BTCUSDT	8	buy	reversed	0.006	102493.660230	0.22138630609680	-40.274535690	1098.85534527433420	0.003	long	614.961961380
2025-07-01 14:46:00	BTCUSDT	9	sell	reversed	0.006	105712.98750	0.2283400530000	9.657981810	1105.98679031233420	-0.003	short	634.27792500
2025-07-02 09:00:00	BTCUSDT	10	buy	reversed	0.006	107762.603715	0.23276722402440	-6.148848645	1099.64821390130980	0.003	long	646.575622290
2025-09-22 06:01:00	BTCUSDT	11	sell	reversed	0.006	113202.36530	0.2445171090480	16.319284755	1111.92682524676180	-0.003	short	679.21419180
2025-09-29 14:41:00	BTCUSDT	12	buy	reversed	0.006	113939.86500	0.2461101084000	-2.21249910	1109.79846096286180	0.003	long	683.63919000
2025-09-30 09:09:00	BTCUSDT	13	sell	reversed	0.006	113202.36530	0.2445171090480	-2.21249910	1107.29531201381380	-0.003	short	679.21419180
2025-09-30 19:21:00	BTCUSDT	14	buy	reversed	0.006	113939.86500	0.2461101084000	-2.21249910	1104.85196205791380	0.003	long	683.63919000
2025-10-10 21:16:00	BTCUSDT	15	sell	reversed	0.006	109095.603170	0.23564650284720	-14.532785490	1089.59265077356660	-0.003	short	654.573619020
2025-10-10 22:48:00	BTCUSDT	16	buy	reversed	0.006	113939.86500	0.2461101084000	-14.532785490	1074.81375517516660	0.003	long	683.63919000
2025-10-16 15:41:00	BTCUSDT	17	sell	reversed	0.006	109095.603170	0.23564650284720	-14.532785490	1059.78729217431940	-0.003	short	654.573619020
2025-10-27 06:48:00	BTCUSDT	18	buy	reversed	0.006	115991.182710	0.25054095465360	-20.686738620	1039.32263310066580	0.003	long	695.947096260
2025-10-29 18:40:00	BTCUSDT	19	sell	reversed	0.006	109095.603170	0.23564650284720	-20.686738620	1018.27730488181860	-0.003	short	654.573619020
2026-04-07 23:20:00	BTCUSDT	20	buy	reversed	0.007	72009.994680	0.18146518659360	111.256825470	1134.72010595972500	0.004	long	504.069962760
2026-06-01 00:00:00	BTCUSDT	22	sell	closed	0.004	73624.22250	0.1030739115000	6.456911280	1138.82078708222500	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	20	30.00%	1.69	159.04	4.72	13128.54	30.91%	44.10%

Run Tag: run_345_of_380
Run Parameters:
settings[*].zigzag.detection=5, settings[*].zigzag.length=19
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