hb/tester/1

hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-btc-1d-notp-100 | exchange: Bybit

Pairs

Initial Balance

1000.00

Final Balance

1299.64

Total PnL

299.64 (29.96%)

Total Trades (Win/Los)

22 (11/11)

Win Rate

50.00%

Max Drawdown

484.67 (33.45%)

Total Fees

15.82

Position avg (max), %

90.98 (154.52)

Profit Factor

1.38

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	-23.80%	8.16%	19.24%	-8.09%	-2.17%	3.94%	-2.10%	7.90%	-9.82%	10.07%	34.83%	-3.37%	25.49%
2025	-10.94%	8.73%	1.95%	-0.34%	9.73%	-9.50%	0.95%	-0.74%	-4.36%	-12.20%	19.03%	-7.57%	-9.55%
2026	7.23%	12.84%	-13.15%	9.76%	-0.68%	0.00%	—	—	—	—	—	—	14.57%

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	1299.64
Min balance	621.51
Max balance	1460.50

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.88
Average monthly return (arithmetic), %	1.52
Best month, %	34.83
Worst month, %	-23.80

PnL, Volume & Fees

Metric	Value
Total PnL	299.64
Total PnL, %	29.96
Gross profit	1210.55
Gross loss	877.97
Trading volume (USDT)	43983.21
Total transactions (buy/sell)	23
Total fees	15.82
Funding net	-17.12
Funding accrued (received)	51.09
Funding paid	68.21

Trades

Metric	Value
Total Trades	22
Win Trades	11
Los Trades	11
Win Rate, %	50.00
Expectancy per trade	15.1171
Max consecutive wins	3
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	90.98
Position max, % of margin balance	154.52
Max Drawdown	484.67
Max Drawdown, %	33.45

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.3788
Recovery Factor (Total PnL / Max DD)	0.6182
Sharpe ratio (monthly)	0.4574
Sortino ratio (monthly)	0.7819
CAGR, %	11.46
Calmar ratio (CAGR / Max DD%)	0.3427

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 332.58 | Fee: 15.82 | Vol: 43983.21

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": 100.0,
    "balance_percentage_short": 100.0,
    "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": 7,
    "detection": 11,
    "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	0.022	44489.465865	0.35235656965080	0	999.64764343034920	0.022	long	978.768249030
2024-01-03 12:09:00	BTCUSDT	2	sell	reversed	0.045	41263.55270	0.6684695537400	-70.970089630	927.82992335260920	-0.023	short	1856.85987150
2024-01-04 19:31:00	BTCUSDT	3	buy	reversed	0.043	44489.465865	0.68869693159020	-74.196002795	853.12414552501900	0.020	long	1913.047032195
2024-01-18 19:12:00	BTCUSDT	4	sell	reversed	0.040	41263.55270	0.5941951588800	-64.518263300	786.34445353613900	-0.020	short	1650.54210800
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.036	49071.569040	0.63596753475840	-156.160326800	632.40181341138060	0.016	long	1766.576485440
2024-04-13 19:56:00	BTCUSDT	6	sell	reversed	0.025	64383.45790	0.5794511211000	244.990221760	868.38688729828060	-0.009	short	1609.58644750
2024-05-15 18:57:00	BTCUSDT	7	buy	reversed	0.022	65562.93900	0.5192584768800	-10.61532990	859.70104390090060	0.013	long	1442.38465800
2024-06-11 13:48:00	BTCUSDT	8	sell	reversed	0.025	66636.66900	0.5997300210000	13.95849000	869.84475982690060	-0.012	short	1665.91672500
2024-09-26 14:22:00	BTCUSDT	9	buy	reversed	0.025	65064.664665	0.58558198198500	18.864052020	898.75947713291560	0.013	long	1626.616616625
2025-01-09 20:20:00	BTCUSDT	10	sell	reversed	0.022	91431.687705	0.72413896662360	342.771299520	1225.32413871929200	-0.009	short	2011.497129510
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.020	102738.045735	0.73971392929200	-101.757222270	1123.72114646500000	0.011	long	2054.760914700
2025-02-02 17:24:00	BTCUSDT	12	sell	reversed	0.022	97660.007030	0.77346725567760	-55.858425755	1064.57866805282240	-0.011	short	2148.520154660
2025-04-22 01:21:00	BTCUSDT	13	buy	reversed	0.023	88771.05900	0.7350243685200	97.778428330	1171.84422791430240	0.012	long	2041.73435700
2025-06-22 13:43:00	BTCUSDT	14	sell	reversed	0.023	100314.87750	0.8306071857000	138.52582200	1299.33099825660240	-0.011	short	2307.24218250
2025-07-09 19:37:00	BTCUSDT	15	buy	reversed	0.022	110699.531280	0.87674028773760	-114.231191580	1186.98058283736480	0.011	long	2435.389688160
2025-08-22 12:32:00	BTCUSDT	16	sell	reversed	0.021	111830.84550	0.8454411919800	12.444456420	1190.98763362488480	-0.010	short	2348.44775550
2025-10-01 16:37:00	BTCUSDT	17	buy	reversed	0.020	117925.25940	0.8490618676800	-60.94413900	1135.33272512220480	0.010	long	2358.50518800
2025-10-10 21:17:00	BTCUSDT	18	sell	reversed	0.020	108512.00750	0.7812864540000	-94.13251900	1038.93830784320480	-0.010	short	2170.24015000
2025-12-03 04:27:00	BTCUSDT	19	buy	reversed	0.021	93113.57835	0.7039386523260	153.98429150	1199.54979271587880	0.011	long	1955.38514535
2026-01-25 19:32:00	BTCUSDT	20	sell	reversed	0.024	86333.072845	0.74591774938080	-74.585560555	1117.02155816899800	-0.013	short	2071.993748280
2026-03-16 03:38:00	BTCUSDT	21	buy	reversed	0.028	74047.707630	0.74640089291040	159.709747795	1282.15851888108760	0.015	long	2073.335813640
2026-05-23 07:50:00	BTCUSDT	22	sell	reversed	0.031	74743.430640	0.83413668594240	10.435845150	1281.50789379264520	-0.016	short	2317.046349840
2026-06-01 00:00:00	BTCUSDT	24	buy	closed	0.016	73675.77750	0.4125843540000	17.082450240	1299.63730343064520	0		1178.81244000

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	22	50.00%	1.38	332.58	15.82	43983.21	90.98%	154.52%

Run Tag: run_111_of_380
Run Parameters:
settings[*].zigzag.detection=11, settings[*].zigzag.length=7
config_tester.json:
{
  "name_comment": "zz-btc-1d-notp-100",
  "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