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

1134.41

Total PnL

134.41 (13.44%)

Total Trades (Win/Los)

27 (8/19)

Win Rate

29.63%

Max Drawdown

543.83 (35.88%)

Total Fees

19.97

Position avg (max), %

94.37 (152.99)

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	-13.42%	20.41%	17.11%	0.21%	-14.65%	-14.20%	-3.04%	11.59%	-7.39%	10.58%	36.39%	-3.48%	30.67%
2025	-5.64%	-8.26%	2.48%	-8.90%	10.43%	-12.08%	3.56%	5.71%	-3.82%	-3.39%	16.94%	2.28%	-4.54%
2026	-0.88%	12.64%	-16.12%	1.52%	-4.27%	0.00%	—	—	—	—	—	—	-8.99%

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	1134.41
Min balance	777.39
Max balance	1515.87

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.42
Average monthly return (arithmetic), %	1.08
Best month, %	36.39
Worst month, %	-16.12

PnL, Volume & Fees

Metric	Value
Total PnL	134.41
Total PnL, %	13.44
Gross profit	1477.77
Gross loss	1309.53
Trading volume (USDT)	55516.17
Total transactions (buy/sell)	28
Total fees	19.97
Funding net	-13.86
Funding accrued (received)	55.18
Funding paid	69.04

Trades

Metric	Value
Total Trades	27
Win Trades	8
Los Trades	19
Win Rate, %	29.63
Expectancy per trade	6.2312
Max consecutive wins	1
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	94.37
Position max, % of margin balance	152.99
Max Drawdown	543.83
Max Drawdown, %	35.88

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.1285
Recovery Factor (Total PnL / Max DD)	0.2472
Sharpe ratio (monthly)	0.3166
Sortino ratio (monthly)	0.5659
CAGR, %	5.36
Calmar ratio (CAGR / Max DD%)	0.1494

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 168.24 | Fee: 19.97 | Vol: 55516.17

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": 9,
    "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
2024-01-01 20:44:00	BTCUSDT	1	buy	opened	0.022	43864.847325	0.34740959081400	0	999.65259040918600	0.022	long	965.026641150
2024-01-03 12:01:00	BTCUSDT	2	sell	reversed	0.044	41997.795625	0.66524508270000	-41.075137400	957.68924943248600	-0.022	short	1847.903007500
2024-01-04 15:14:00	BTCUSDT	3	buy	reversed	0.043	43864.847325	0.67902783659100	-41.075137400	916.06252036189500	0.021	long	1886.188434975
2024-01-12 22:04:00	BTCUSDT	4	sell	reversed	0.042	41997.795625	0.63500666985000	-39.208085700	875.15468146654500	-0.021	short	1763.907416250
2024-02-09 08:58:00	BTCUSDT	5	buy	reversed	0.039	46566.29250	0.6537907467000	-95.938434375	781.88055537034500	0.018	long	1816.08540750
2024-04-12 17:28:00	BTCUSDT	6	sell	reversed	0.029	67434.289735	0.70401398483340	375.623950230	1147.13748443051160	-0.011	short	1955.594402315
2024-05-20 23:27:00	BTCUSDT	7	buy	reversed	0.027	71366.669595	0.69368402846340	-43.256178460	1106.77514746054820	0.016	long	1926.900079065
2024-06-24 09:33:00	BTCUSDT	8	sell	reversed	0.033	60686.552270	0.72095624096760	-170.881877200	930.09105225958060	-0.017	short	2002.656224910
2024-09-19 13:14:00	BTCUSDT	9	buy	reversed	0.031	63225.321120	0.70559458369920	-43.159070450	898.31798005638140	0.014	long	1959.984954720
2025-01-08 17:03:00	BTCUSDT	10	sell	reversed	0.023	94306.881035	0.78086097496980	435.141838810	1315.34540677541160	-0.009	short	2169.058263805
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.021	102738.045735	0.77669962575660	-75.880482300	1239.69653342365500	0.012	long	2157.498960435
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.025	89068.81500	0.8016193350000	-164.030768820	1068.62409432265500	-0.013	short	2226.72037500
2025-04-02 20:14:00	BTCUSDT	13	buy	reversed	0.025	87510.017790	0.78759016011000	20.264363730	1093.57343419954500	0.012	long	2187.750444750
2025-04-02 22:34:00	BTCUSDT	14	sell	reversed	0.025	83107.202295	0.74796482065500	-52.833785940	1039.99168343889000	-0.013	short	2077.680057375
2025-04-21 02:22:00	BTCUSDT	15	buy	reversed	0.024	87510.017790	0.75608655370560	-57.236601435	984.66035121868440	0.011	long	2100.240426960
2025-06-13 00:25:00	BTCUSDT	16	sell	reversed	0.020	103774.66615	0.7471775962800	178.911131960	1154.79026352240440	-0.009	short	2075.49332300
2025-06-16 19:17:00	BTCUSDT	17	buy	reversed	0.019	108888.09750	0.7447945869000	-46.02088215	1108.49534400300440	0.010	long	2068.87385250
2025-06-17 16:49:00	BTCUSDT	18	sell	reversed	0.020	103774.66615	0.7471775962800	-51.13431350	1056.47093421172440	-0.010	short	2075.49332300
2025-07-02 16:05:00	BTCUSDT	19	buy	reversed	0.019	108993.634425	0.74551645946700	-52.189682750	1005.67229261225740	0.009	long	2070.879054075
2025-08-18 02:16:00	BTCUSDT	20	sell	reversed	0.017	115813.651030	0.70877954430360	61.380149445	1059.80890910495380	-0.008	short	1968.832067510
2025-10-01 08:46:00	BTCUSDT	21	buy	reversed	0.017	115820.122860	0.70881915190320	-0.051774640	1064.45022676905060	0.009	long	1968.942088620
2025-10-10 21:13:00	BTCUSDT	22	sell	reversed	0.018	111448.179480	0.72218420303040	-39.347490420	1023.00046236052020	-0.009	short	2006.067230640
2026-01-05 01:07:00	BTCUSDT	23	buy	reversed	0.020	92762.45550	0.6678896796000	168.171515820	1200.67685776492020	0.011	long	1855.24911000
2026-01-25 18:44:00	BTCUSDT	24	sell	reversed	0.024	86748.827280	0.74950986769920	-66.149910420	1130.94982066322100	-0.013	short	2081.971854720
2026-03-23 11:12:00	BTCUSDT	25	buy	reversed	0.029	71368.870365	0.74509100661060	199.939439895	1337.23305564161040	0.016	long	2069.697240585
2026-03-29 22:45:00	BTCUSDT	26	sell	reversed	0.036	64978.24965	0.8421181154640	-102.249931440	1233.19975440614640	-0.020	short	2339.21698740
2026-04-07 22:58:00	BTCUSDT	27	buy	reversed	0.037	71368.870365	0.95063335326180	-127.812414300	1106.08045748288460	0.017	long	2640.648203505
2026-06-01 00:00:00	BTCUSDT	29	sell	closed	0.017	73624.22250	0.4380641238750	38.340986295	1134.40746560850960	0		1251.61178250

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	27	29.63%	1.13	168.24	19.97	55516.17	94.37%	152.99%

Run Tag: run_143_of_380
Run Parameters:
settings[*].zigzag.detection=3, settings[*].zigzag.length=9
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