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

1020.74

Total PnL

20.74 (2.07%)

Total Trades (Win/Los)

16 (5/11)

Win Rate

31.25%

Max Drawdown

257.87 (21.81%)

Total Fees

3.46

Position avg (max), %

30.87 (46.74)

Profit Factor

1.13

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%	-5.29%	-5.83%	-2.53%	-3.90%	3.58%	13.15%	-1.52%	9.29%
2025	3.86%	-4.76%	0.60%	-3.11%	-2.04%	0.61%	2.34%	-2.25%	-0.36%	-9.37%	4.18%	0.63%	-10.00%
2026	1.88%	2.40%	-0.20%	0.85%	-1.15%	0.00%	—	—	—	—	—	—	3.79%

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	1020.74
Min balance	924.55
Max balance	1182.42

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.07
Average monthly return (arithmetic), %	0.19
Best month, %	13.37
Worst month, %	-9.37

PnL, Volume & Fees

Metric	Value
Total PnL	20.74
Total PnL, %	2.07
Gross profit	343.06
Gross loss	302.70
Trading volume (USDT)	9622.69
Total transactions (buy/sell)	17
Total fees	3.46
Funding net	-16.15
Funding accrued (received)	10.89
Funding paid	27.04

Trades

Metric	Value
Total Trades	16
Win Trades	5
Los Trades	11
Win Rate, %	31.25
Expectancy per trade	2.5222
Max consecutive wins	2
Max consecutive losses	6

Risk & Exposure

Metric	Value
Position avg, % of margin balance	30.87
Position max, % of margin balance	46.74
Max Drawdown	257.87
Max Drawdown, %	21.81

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.1333
Recovery Factor (Total PnL / Max DD)	0.0804
Sharpe ratio (monthly)	0.1322
Sortino ratio (monthly)	0.2183
CAGR, %	0.85
Calmar ratio (CAGR / Max DD%)	0.0392

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 40.35 | Fee: 3.46 | Vol: 9622.69

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": 20,
    "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
2024-01-22 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	60686.552270	0.26216590580640	119.639795135	1083.47042698436260	-0.005	short	728.238627240
2024-07-29 13:06:00	BTCUSDT	4	buy	reversed	0.010	70024.50000	0.2520882000000	-46.689738650	1037.99668411686260	0.005	long	700.24500000
2024-08-04 15:04:00	BTCUSDT	5	sell	reversed	0.010	59149.590395	0.21293852542200	-54.374548025	983.14900587894060	-0.005	short	591.495903950
2024-09-26 14:20:00	BTCUSDT	6	buy	reversed	0.010	65015.347410	0.23405525067600	-29.328785075	955.71352329576460	0.005	long	650.153474100
2025-02-25 07:25:00	BTCUSDT	7	sell	reversed	0.008	89068.81500	0.2565181872000	120.267337950	1066.67287901106460	-0.003	short	712.55052000
2025-05-08 20:56:00	BTCUSDT	8	buy	reversed	0.006	102770.95725	0.2219852676600	-41.10642675	1027.89747945240460	0.003	long	616.62574350
2025-09-25 13:43:00	BTCUSDT	9	sell	reversed	0.006	110667.652760	0.23904212996160	23.690086530	1045.05909259294300	-0.003	short	664.005916560
2025-10-01 08:46:00	BTCUSDT	10	buy	reversed	0.005	115820.122860	0.20847622114800	-15.457410300	1029.66365356979500	0.002	long	579.100614300
2025-10-10 21:17:00	BTCUSDT	11	sell	reversed	0.005	108512.00750	0.1953216135000	-14.616230720	1014.54541461729500	-0.003	short	542.56003750
2025-10-13 00:20:00	BTCUSDT	12	buy	reversed	0.005	115820.122860	0.20847622114800	-21.924346080	992.51854406914700	0.002	long	579.100614300
2025-10-16 15:49:00	BTCUSDT	13	sell	reversed	0.005	108512.00750	0.1953216135000	-14.616230720	977.60560556564700	-0.003	short	542.56003750
2025-10-27 06:48:00	BTCUSDT	14	buy	reversed	0.005	115991.182710	0.20878412887800	-22.437525630	955.43191630776900	0.002	long	579.955913550
2025-10-30 04:27:00	BTCUSDT	15	sell	reversed	0.004	108512.00750	0.1562572908000	-14.958350420	940.22545149196900	-0.002	short	434.04803000
2026-04-07 23:20:00	BTCUSDT	16	buy	reversed	0.006	72009.994680	0.15554158850880	73.004025640	1016.64233436546020	0.004	long	432.059968080
2026-06-01 00:00:00	BTCUSDT	18	sell	closed	0.004	73624.22250	0.1030739115000	6.456911280	1020.74301548796020	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	16	31.25%	1.13	40.35	3.46	9622.69	30.87%	46.74%

Run Tag: run_367_of_380
Run Parameters:
settings[*].zigzag.detection=7, settings[*].zigzag.length=20
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