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

1204.73

Total PnL

204.73 (20.47%)

Total Trades (Win/Los)

27 (9/18)

Win Rate

33.33%

Max Drawdown

580.50 (47.32%)

Total Fees

18.07

Position avg (max), %

93.28 (162.36)

Profit Factor

1.22

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%	-10.76%	-16.29%	-14.75%	-3.20%	12.22%	-1.00%	10.08%	34.83%	-3.37%	15.82%
2025	-2.14%	-8.21%	2.49%	-8.63%	10.28%	-8.49%	3.91%	5.93%	-3.96%	-9.20%	16.64%	2.24%	-2.82%
2026	-1.97%	13.08%	-0.98%	0.95%	-3.34%	0.00%	—	—	—	—	—	—	7.11%

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	1204.73
Min balance	646.35
Max balance	1337.46

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.62
Average monthly return (arithmetic), %	1.27
Best month, %	34.83
Worst month, %	-17.60

PnL, Volume & Fees

Metric	Value
Total PnL	204.73
Total PnL, %	20.47
Gross profit	1296.89
Gross loss	1062.34
Trading volume (USDT)	50233.50
Total transactions (buy/sell)	28
Total fees	18.07
Funding net	-11.74
Funding accrued (received)	50.35
Funding paid	62.09

Trades

Metric	Value
Total Trades	27
Win Trades	9
Los Trades	18
Win Rate, %	33.33
Expectancy per trade	8.6869
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	93.28
Position max, % of margin balance	162.36
Max Drawdown	580.50
Max Drawdown, %	47.32

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.2208
Recovery Factor (Total PnL / Max DD)	0.3527
Sharpe ratio (monthly)	0.3768
Sortino ratio (monthly)	0.6762
CAGR, %	8.02
Calmar ratio (CAGR / Max DD%)	0.1695

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 234.55 | Fee: 18.07 | Vol: 50233.50

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": 12,
    "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
2024-04-13 20:07:00	BTCUSDT	6	sell	reversed	0.029	62979.049615	0.65750127798060	295.429628070	1025.10736134521020	-0.011	short	1826.392438835
2024-05-20 23:27:00	BTCUSDT	7	buy	reversed	0.025	71366.669595	0.64230002635500	-92.263819780	935.68870632185520	0.014	long	1784.166739875
2024-06-24 09:33:00	BTCUSDT	8	sell	reversed	0.029	60686.552270	0.63356760569880	-149.521642550	781.08739212615640	-0.015	short	1759.910015830
2024-09-17 15:15:00	BTCUSDT	9	buy	reversed	0.027	61170.102045	0.59457339187740	-7.253246625	783.66236260177900	0.012	long	1651.592755215
2025-01-08 04:47:00	BTCUSDT	10	sell	reversed	0.019	96028.478265	0.65683479133260	418.300514640	1186.35480254844640	-0.007	short	1824.541087035
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.018	102738.045735	0.66574253636280	-46.966972290	1139.56646894158360	0.011	long	1849.284823230
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.023	89068.81500	0.7374897882000	-150.361538085	982.74739436788360	-0.012	short	2048.58274500
2025-04-02 20:14:00	BTCUSDT	13	buy	reversed	0.023	87758.604765	0.72664124745420	15.722522820	1002.79487560842940	0.011	long	2018.447909595
2025-04-02 22:12:00	BTCUSDT	14	sell	reversed	0.022	83586.73440	0.6620069364480	-45.890574015	956.24229465698140	-0.011	short	1838.90815680
2025-04-21 05:50:00	BTCUSDT	15	buy	reversed	0.021	87758.604765	0.66345505202340	-45.890574015	911.94018200945800	0.010	long	1842.930700065
2025-06-13 00:25:00	BTCUSDT	16	sell	reversed	0.018	103774.66615	0.6724598366520	160.160613850	1064.12466142280600	-0.008	short	1867.94399070
2025-06-16 07:27:00	BTCUSDT	17	buy	reversed	0.017	106811.070795	0.65368375326540	-24.291237160	1039.52096589754060	0.009	long	1815.788203515
2025-06-17 16:49:00	BTCUSDT	18	sell	reversed	0.018	103774.66615	0.6724598366520	-27.327641805	1011.30535877438860	-0.009	short	1867.94399070
2025-07-02 16:05:00	BTCUSDT	19	buy	reversed	0.018	108993.634425	0.70627875107400	-46.970714475	965.55126739731460	0.009	long	1961.885419650
2025-08-18 02:16:00	BTCUSDT	20	sell	reversed	0.017	115813.651030	0.70877954430360	61.380149445	1019.68788389001100	-0.008	short	1968.832067510
2025-10-01 08:39:00	BTCUSDT	21	buy	reversed	0.016	115380.569070	0.66459207784320	3.464655680	1027.88985894816780	0.008	long	1846.089105120
2025-10-10 21:13:00	BTCUSDT	22	sell	reversed	0.017	111448.179480	0.68206285841760	-31.459116720	994.52193289375020	-0.009	short	1894.619051160
2025-10-12 20:28:00	BTCUSDT	23	buy	reversed	0.017	115380.569070	0.70612908270840	-35.391506310	958.69564908054180	0.008	long	1961.469674190
2025-10-14 06:47:00	BTCUSDT	24	sell	reversed	0.016	111448.179480	0.64194151380480	-31.459116720	926.42918452673700	-0.008	short	1783.170871680
2026-01-05 14:55:00	BTCUSDT	25	buy	reversed	0.018	93577.640715	0.60638311183320	142.964310120	1077.45628219090380	0.010	long	1684.397532870
2026-01-25 18:44:00	BTCUSDT	26	sell	reversed	0.022	86748.827280	0.68705071205760	-68.288134350	1005.95218240384620	-0.012	short	1908.474200160
2026-04-07 23:20:00	BTCUSDT	27	buy	reversed	0.026	72009.994680	0.67401355020480	176.865991200	1190.37993641164140	0.014	long	1872.259861680
2026-06-01 00:00:00	BTCUSDT	29	sell	closed	0.014	73624.22250	0.3607586902500	22.599189480	1204.73232034039140	0		1030.73911500

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	33.33%	1.22	234.55	18.07	50233.50	93.28%	162.36%

Run Tag: run_204_of_380
Run Parameters:
settings[*].zigzag.detection=4, settings[*].zigzag.length=12
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