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

1068.46

Total PnL

68.46 (6.85%)

Total Trades (Win/Los)

27 (8/19)

Win Rate

29.63%

Max Drawdown

535.25 (43.63%)

Total Fees

19.07

Position avg (max), %

96.60 (161.86)

Profit Factor

1.08

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%	21.44%	17.83%	-6.11%	-14.88%	-14.76%	-3.20%	12.19%	-7.73%	10.95%	37.56%	-3.56%	18.47%
2025	-2.46%	-8.05%	2.44%	-9.26%	11.16%	-8.17%	3.62%	3.11%	-3.98%	-3.09%	17.63%	2.36%	1.87%
2026	-1.66%	13.17%	-16.88%	0.05%	-4.27%	0.00%	—	—	—	—	—	—	-11.39%

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	1068.46
Min balance	691.61
Max balance	1430.13

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.22
Average monthly return (arithmetic), %	0.93
Best month, %	37.56
Worst month, %	-17.60

PnL, Volume & Fees

Metric	Value
Total PnL	68.46
Total PnL, %	6.85
Gross profit	1381.02
Gross loss	1281.10
Trading volume (USDT)	53015.25
Total transactions (buy/sell)	28
Total fees	19.07
Funding net	-12.39
Funding accrued (received)	53.39
Funding paid	65.78

Trades

Metric	Value
Total Trades	27
Win Trades	8
Los Trades	19
Win Rate, %	29.63
Expectancy per trade	3.7008
Max consecutive wins	1
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	96.60
Position max, % of margin balance	161.86
Max Drawdown	535.25
Max Drawdown, %	43.63

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.0780
Recovery Factor (Total PnL / Max DD)	0.1279
Sharpe ratio (monthly)	0.2626
Sortino ratio (monthly)	0.4668
CAGR, %	2.78
Calmar ratio (CAGR / Max DD%)	0.0637

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 99.92 | Fee: 19.07 | Vol: 53015.25

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": 11,
    "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
2024-02-09 08:58:00	BTCUSDT	5	buy	reversed	0.039	46566.29250	0.6537907467000	-105.555167340	740.16197748719080	0.018	long	1816.08540750
2024-04-12 18:35:00	BTCUSDT	6	sell	reversed	0.028	65012.937505	0.65533041005040	332.039610090	1061.88324998214040	-0.010	short	1820.362250140
2024-05-20 23:27:00	BTCUSDT	7	buy	reversed	0.025	71366.669595	0.64230002635500	-63.537320900	1000.96501589078540	0.015	long	1784.166739875
2024-06-24 09:33:00	BTCUSDT	8	sell	reversed	0.031	60686.552270	0.67726192333320	-160.201759875	835.32231119245220	-0.016	short	1881.283120370
2024-09-19 13:14:00	BTCUSDT	9	buy	reversed	0.029	63225.321120	0.66007235249280	-40.620301600	805.42225990395940	0.013	long	1833.534312480
2025-01-08 04:47:00	BTCUSDT	10	sell	reversed	0.021	96028.478265	0.72597529568340	426.441042885	1215.15357800377600	-0.008	short	2016.598043565
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.019	102738.045735	0.70272823282740	-53.676539760	1161.73931711894860	0.011	long	1952.022868965
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.023	89068.81500	0.7374897882000	-150.361538085	1004.92024254524860	-0.012	short	2048.58274500
2025-04-02 20:14:00	BTCUSDT	13	buy	reversed	0.023	87758.604765	0.72664124745420	15.722522820	1024.96772378579440	0.011	long	2018.447909595
2025-04-02 22:34:00	BTCUSDT	14	sell	reversed	0.023	83107.202295	0.68812763500260	-51.165427170	973.11416898079180	-0.012	short	1911.465652785
2025-04-21 05:50:00	BTCUSDT	15	buy	reversed	0.023	87758.604765	0.72664124745420	-55.816829640	919.02733418733760	0.011	long	2018.447909595
2025-06-13 00:25:00	BTCUSDT	16	sell	reversed	0.019	103774.66615	0.7098187164660	176.176675235	1086.46014864587160	-0.008	short	1971.71865685
2025-06-16 04:21:00	BTCUSDT	17	buy	reversed	0.018	106315.497405	0.68892442318440	-20.326650040	1065.78579957068720	0.010	long	1913.678953290
2025-06-17 16:49:00	BTCUSDT	18	sell	reversed	0.020	103774.66615	0.7471775962800	-25.408312550	1039.39085888940720	-0.010	short	2075.49332300
2025-07-02 16:05:00	BTCUSDT	19	buy	reversed	0.019	108993.634425	0.74551645946700	-52.189682750	988.59221728994020	0.009	long	2070.879054075
2025-08-19 14:28:00	BTCUSDT	20	sell	reversed	0.017	114178.02370	0.6987695050440	46.659503475	1027.83094658789620	-0.008	short	1941.02640290
2025-10-01 08:46:00	BTCUSDT	21	buy	reversed	0.016	115820.122860	0.66712390767360	-13.136793280	1019.26249528822260	0.008	long	1853.121965760
2025-10-10 21:13:00	BTCUSDT	22	sell	reversed	0.017	111448.179480	0.68206285841760	-34.975547040	982.37813891380500	-0.009	short	1894.619051160
2026-01-05 14:55:00	BTCUSDT	23	buy	reversed	0.019	93577.640715	0.64007106249060	160.834848885	1152.78316741381440	0.010	long	1777.975173585
2026-01-25 18:44:00	BTCUSDT	24	sell	reversed	0.023	86748.827280	0.71828028987840	-68.288134350	1081.24783804893600	-0.013	short	1995.223027440
2026-03-25 11:29:00	BTCUSDT	25	buy	reversed	0.028	71813.12580	0.7238763080640	194.164119240	1282.02480729337200	0.015	long	2010.76752240
2026-03-29 22:45:00	BTCUSDT	26	sell	reversed	0.034	64978.24965	0.7953337757160	-102.52314225	1178.10987730515600	-0.019	short	2209.26048810
2026-04-07 23:20:00	BTCUSDT	27	buy	reversed	0.035	71813.12580	0.9048453850800	-129.86264685	1048.90394826357600	0.016	long	2513.45940300
2026-06-01 00:00:00	BTCUSDT	29	sell	closed	0.016	73624.22250	0.4122956460000	28.97754720	1068.45657483357600	0		1177.98756000

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%	1.08	99.92	19.07	53015.25	96.60%	161.86%

Run Tag: run_184_of_380
Run Parameters:
settings[*].zigzag.detection=4, settings[*].zigzag.length=11
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