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

1024.75

Total PnL

24.75 (2.47%)

Total Trades (Win/Los)

23 (8/15)

Win Rate

34.78%

Max Drawdown

490.68 (39.66%)

Total Fees

13.98

Position avg (max), %

96.17 (153.04)

Profit Factor

1.05

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	-17.60%	8.22%	18.89%	-3.88%	-15.39%	-14.46%	-3.04%	11.59%	-11.35%	11.50%	39.25%	-3.68%	5.81%
2025	-8.08%	-9.14%	2.44%	-9.31%	10.98%	-8.44%	4.33%	3.24%	-4.17%	-7.81%	17.31%	2.32%	-9.95%
2026	-1.94%	12.87%	-8.20%	9.62%	-3.37%	0.00%	—	—	—	—	—	—	7.61%

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	1024.75
Min balance	640.00
Max balance	1237.34

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.08
Average monthly return (arithmetic), %	0.76
Best month, %	39.25
Worst month, %	-17.60

PnL, Volume & Fees

Metric	Value
Total PnL	24.75
Total PnL, %	2.47
Gross profit	1084.17
Gross loss	1029.97
Trading volume (USDT)	38851.73
Total transactions (buy/sell)	24
Total fees	13.98
Funding net	-15.47
Funding accrued (received)	43.63
Funding paid	59.10

Trades

Metric	Value
Total Trades	23
Win Trades	8
Los Trades	15
Win Rate, %	34.78
Expectancy per trade	2.3562
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	96.17
Position max, % of margin balance	153.04
Max Drawdown	490.68
Max Drawdown, %	39.66

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.0526
Recovery Factor (Total PnL / Max DD)	0.0504
Sharpe ratio (monthly)	0.2183
Sortino ratio (monthly)	0.3851
CAGR, %	1.02
Calmar ratio (CAGR / Max DD%)	0.0257

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 54.19 | Fee: 13.98 | Vol: 38851.73

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": 4,
    "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 12:08:00	BTCUSDT	2	sell	reversed	0.045	41539.855960	0.67294566655200	-51.149810030	947.60687621863400	-0.023	short	1869.293518200
2024-01-04 15:14:00	BTCUSDT	3	buy	reversed	0.044	43864.847325	0.69481918162800	-53.474801395	893.57048436100600	0.021	long	1930.053282300
2024-01-12 22:22:00	BTCUSDT	4	sell	reversed	0.042	41539.855960	0.62808262211520	-48.824818665	843.05283654839080	-0.021	short	1744.673950320
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.038	49071.569040	0.67129906446720	-158.165974680	687.93946826542360	0.017	long	1864.719623520
2024-04-12 18:33:00	BTCUSDT	6	sell	reversed	0.027	65919.91995	0.6407416219140	286.421965470	964.92302863300960	-0.010	short	1779.83783865
2024-05-20 23:27:00	BTCUSDT	7	buy	reversed	0.023	71366.669595	0.59091602424660	-54.467496450	913.12600299376300	0.013	long	1641.433400685
2024-06-24 09:33:00	BTCUSDT	8	sell	reversed	0.027	60545.401690	0.58850130442680	-140.676482765	767.73249374433620	-0.014	short	1634.725845630
2024-09-23 03:17:00	BTCUSDT	9	buy	reversed	0.026	64470.156660	0.60344066633760	-54.946569580	722.57780051399860	0.012	long	1676.224073160
2025-01-08 17:29:00	BTCUSDT	10	sell	reversed	0.019	92807.50600	0.6348033410400	340.048192080	1047.50888945495860	-0.007	short	1763.34261400
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.017	102738.045735	0.62875683989820	-69.513778145	978.15059447206040	0.010	long	1746.546777495
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.020	89068.81500	0.6412954680000	-136.692307350	835.61694919906040	-0.010	short	1781.37630000
2025-04-02 20:14:00	BTCUSDT	13	buy	reversed	0.019	87758.604765	0.60026885659260	13.102102350	852.32844908246780	0.009	long	1667.413490535
2025-04-02 22:34:00	BTCUSDT	14	sell	reversed	0.019	83107.202295	0.56845326369780	-41.862622230	809.89737358877000	-0.010	short	1579.036843605
2025-04-21 05:50:00	BTCUSDT	15	buy	reversed	0.019	87758.604765	0.60026885659260	-46.514024700	764.83027677717740	0.009	long	1667.413490535
2025-06-21 21:34:00	BTCUSDT	16	sell	reversed	0.016	101010.63390	0.5818212512640	119.268262215	875.83678139191340	-0.007	short	1616.17014240
2025-07-02 16:05:00	BTCUSDT	17	buy	reversed	0.015	108993.634425	0.58856562589500	-55.881003675	820.46827840001840	0.008	long	1634.904516375
2025-08-19 14:28:00	BTCUSDT	18	sell	reversed	0.015	114178.02370	0.6165613279800	41.475114200	855.35171600803840	-0.007	short	1712.67035550
2025-10-01 08:49:00	BTCUSDT	19	buy	reversed	0.014	116134.232760	0.58531653311040	-13.693463420	845.65396870692800	0.007	long	1625.879258640
2025-10-10 21:16:00	BTCUSDT	20	sell	reversed	0.014	109095.603170	0.54984183997680	-49.270407130	794.76031657045120	-0.007	short	1527.338444380
2026-01-05 14:55:00	BTCUSDT	21	buy	reversed	0.015	93577.640715	0.50531925986100	108.625737185	910.82204057809020	0.008	long	1403.664610725
2026-01-25 18:44:00	BTCUSDT	22	sell	reversed	0.018	86722.63645	0.5619626841960	-54.840034120	853.39691199389420	-0.010	short	1561.00745610
2026-03-23 14:01:00	BTCUSDT	23	buy	reversed	0.022	71613.255870	0.56717698649040	151.093805800	1009.37653010740380	0.012	long	1575.491629140
2026-06-01 00:00:00	BTCUSDT	25	sell	closed	0.012	73624.22250	0.3092217345000	24.131599560	1024.74724999690380	0		883.49067000

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	23	34.78%	1.05	54.19	13.98	38851.73	96.17%	153.04%

Run Tag: run_144_of_380
Run Parameters:
settings[*].zigzag.detection=4, 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