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

1085.83

Total PnL

85.83 (8.58%)

Total Trades (Win/Los)

21 (8/13)

Win Rate

38.10%

Max Drawdown

600.67 (42.92%)

Total Fees

13.42

Position avg (max), %

90.46 (157.03)

Profit Factor

1.12

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	-21.05%	7.06%	18.76%	-13.52%	-7.63%	6.33%	-1.88%	7.08%	-7.86%	10.68%	36.72%	-3.50%	20.52%
2025	-8.04%	-8.39%	2.55%	-12.56%	11.00%	-9.84%	3.75%	1.52%	-3.91%	-7.54%	18.42%	2.45%	-14.18%
2026	-3.93%	13.31%	-0.99%	0.66%	-3.18%	0.00%	—	—	—	—	—	—	5.04%

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	1085.83
Min balance	642.50
Max balance	1399.42

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.28
Average monthly return (arithmetic), %	0.88
Best month, %	36.72
Worst month, %	-21.05

PnL, Volume & Fees

Metric	Value
Total PnL	85.83
Total PnL, %	8.58
Gross profit	1031.03
Gross loss	922.96
Trading volume (USDT)	37298.87
Total transactions (buy/sell)	22
Total fees	13.42
Funding net	-8.82
Funding accrued (received)	47.62
Funding paid	56.44

Trades

Metric	Value
Total Trades	21
Win Trades	8
Los Trades	13
Win Rate, %	38.10
Expectancy per trade	5.1465
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	90.46
Position max, % of margin balance	157.03
Max Drawdown	600.67
Max Drawdown, %	42.92

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.1171
Recovery Factor (Total PnL / Max DD)	0.1429
Sharpe ratio (monthly)	0.2697
Sortino ratio (monthly)	0.4732
CAGR, %	3.47
Calmar ratio (CAGR / Max DD%)	0.0808

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 108.08 | Fee: 13.42 | Vol: 37298.87

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": 6,
    "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 23:27:00	BTCUSDT	1	buy	opened	0.022	44002.39545	0.3484989719640	0	999.6515010280360	0.022	long	968.05269990
2024-01-03 12:09:00	BTCUSDT	2	sell	reversed	0.045	41263.55270	0.6684695537400	-60.25454050	938.5055324802960	-0.023	short	1856.85987150
2024-01-04 15:15:00	BTCUSDT	3	buy	reversed	0.044	44002.39545	0.6969979439280	-62.99338325	874.9483800053680	0.021	long	1936.10539980
2024-01-18 19:12:00	BTCUSDT	4	sell	reversed	0.042	41263.55270	0.6239049168240	-57.51569775	815.0164622720440	-0.021	short	1733.06921340
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.037	49071.569040	0.65363329961280	-163.968343140	653.39082275293120	0.016	long	1815.648054480
2024-04-13 20:07:00	BTCUSDT	6	sell	reversed	0.026	62076.26570	0.5810338469520	208.075146560	852.45923871397920	-0.010	short	1613.98290820
2024-09-23 03:17:00	BTCUSDT	7	buy	reversed	0.023	64470.156660	0.53381289714480	-23.938909600	841.75795378683440	0.013	long	1482.813603180
2025-01-08 17:29:00	BTCUSDT	8	sell	reversed	0.021	92807.50600	0.7016247453600	368.385541420	1193.75271234697440	-0.008	short	1948.95762600
2025-01-17 12:41:00	BTCUSDT	9	buy	reversed	0.019	102738.045735	0.70272823282740	-79.444317880	1114.50194052214700	0.011	long	1952.022868965
2025-02-25 07:25:00	BTCUSDT	10	sell	reversed	0.023	89068.81500	0.7374897882000	-150.361538085	957.68286594844700	-0.012	short	2048.58274500
2025-04-02 20:16:00	BTCUSDT	11	buy	reversed	0.022	88530.97500	0.7011653220000	6.45408000	968.48738029444700	0.010	long	1947.68145000
2025-04-02 22:34:00	BTCUSDT	12	sell	reversed	0.021	83107.202295	0.62829044935020	-54.237727050	913.62136279509680	-0.011	short	1745.251248195
2025-04-22 01:19:00	BTCUSDT	13	buy	reversed	0.021	88530.97500	0.6692941710000	-59.661499755	855.67263044109680	0.010	long	1859.15047500
2025-06-22 13:43:00	BTCUSDT	14	sell	reversed	0.018	100314.87750	0.6500404062000	117.83902500	964.35457797489680	-0.008	short	1805.66779500
2025-07-02 16:05:00	BTCUSDT	15	buy	reversed	0.016	108993.634425	0.62780333428800	-69.430055400	895.48141015660880	0.008	long	1743.898150800
2025-08-19 16:50:00	BTCUSDT	16	sell	reversed	0.015	113260.544930	0.61160694262200	34.135284040	922.98901316998680	-0.007	short	1698.908173950
2025-10-01 08:49:00	BTCUSDT	17	buy	reversed	0.014	116134.232760	0.58531653311040	-20.115814810	906.83307551137640	0.007	long	1625.879258640
2025-10-10 21:16:00	BTCUSDT	18	sell	reversed	0.015	108949.85420	0.5883292126800	-50.290649920	854.88069321219640	-0.008	short	1634.24781300
2026-01-05 20:25:00	BTCUSDT	19	buy	reversed	0.017	94583.09250	0.5788485261000	114.93409360	978.34551865009640	0.009	long	1607.91257250
2026-01-25 18:44:00	BTCUSDT	20	sell	reversed	0.020	86722.63645	0.6244029824400	-70.74410445	904.73901519715640	-0.011	short	1734.45272900
2026-04-07 23:20:00	BTCUSDT	21	buy	reversed	0.023	72009.994680	0.59624275595040	161.839059470	1073.53129357270600	0.012	long	1656.229877640
2026-06-01 00:00:00	BTCUSDT	23	sell	closed	0.012	73624.22250	0.3092217345000	19.370733840	1085.83333694020600	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	21	38.10%	1.12	108.08	13.42	37298.87	90.46%	157.03%

Run Tag: run_206_of_380
Run Parameters:
settings[*].zigzag.detection=6, 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