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

1070.27

Total PnL

70.27 (7.03%)

Total Trades (Win/Los)

21 (7/14)

Win Rate

33.33%

Max Drawdown

750.30 (50.44%)

Total Fees

13.83

Position avg (max), %

90.38 (138.33)

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%	20.55%	17.70%	-16.68%	12.07%	-14.06%	-1.96%	7.39%	-8.14%	10.92%	37.46%	-3.55%	27.84%
2025	-9.31%	-9.20%	2.46%	-12.10%	10.56%	-9.48%	4.25%	1.70%	-4.26%	-18.56%	17.52%	2.34%	-26.21%
2026	6.88%	8.35%	-0.65%	1.68%	-2.97%	0.00%	—	—	—	—	—	—	13.51%

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	1070.27
Min balance	704.32
Max balance	1487.55

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.23
Average monthly return (arithmetic), %	1.00
Best month, %	37.46
Worst month, %	-21.05

PnL, Volume & Fees

Metric	Value
Total PnL	70.27
Total PnL, %	7.03
Gross profit	1066.94
Gross loss	954.49
Trading volume (USDT)	38445.09
Total transactions (buy/sell)	22
Total fees	13.83
Funding net	-28.34
Funding accrued (received)	40.05
Funding paid	68.39

Trades

Metric	Value
Total Trades	21
Win Trades	7
Los Trades	14
Win Rate, %	33.33
Expectancy per trade	5.3547
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	90.38
Position max, % of margin balance	138.33
Max Drawdown	750.30
Max Drawdown, %	50.44

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.1178
Recovery Factor (Total PnL / Max DD)	0.0937
Sharpe ratio (monthly)	0.2731
Sortino ratio (monthly)	0.4473
CAGR, %	2.85
Calmar ratio (CAGR / Max DD%)	0.0565

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 112.45 | Fee: 13.83 | Vol: 38445.09

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": 15,
    "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
2024-02-09 08:58:00	BTCUSDT	5	buy	reversed	0.038	46566.29250	0.6370268814000	-111.35753580	705.6124300751440	0.017	long	1769.51911500
2024-06-24 09:33:00	BTCUSDT	6	sell	reversed	0.028	60545.401690	0.61029764903520	237.644856230	922.57761696410880	-0.011	short	1695.271247320
2024-09-23 03:17:00	BTCUSDT	7	buy	reversed	0.025	64470.156660	0.58023140994000	-43.172304670	886.99282996816880	0.014	long	1611.753916500
2025-01-09 13:37:00	BTCUSDT	8	sell	reversed	0.023	92346.167525	0.76462626710700	390.264152110	1259.47779864306180	-0.009	short	2123.961853075
2025-01-17 12:41:00	BTCUSDT	9	buy	reversed	0.021	102738.045735	0.77669962575660	-93.526903890	1166.10629894180520	0.012	long	2157.498960435
2025-02-25 07:25:00	BTCUSDT	10	sell	reversed	0.024	89068.81500	0.7695545616000	-164.030768820	995.06592461420520	-0.012	short	2137.65156000
2025-04-02 20:16:00	BTCUSDT	11	buy	reversed	0.023	88530.97500	0.7330364730000	6.45408000	1005.83856780920520	0.011	long	2036.21242500
2025-04-02 22:12:00	BTCUSDT	12	sell	reversed	0.023	83586.73440	0.6920981608320	-54.38664660	950.75982304837320	-0.012	short	1922.49489120
2025-04-22 01:19:00	BTCUSDT	13	buy	reversed	0.022	88530.97500	0.7011653220000	-59.33088720	893.32638315037320	0.010	long	1947.68145000
2025-06-22 13:43:00	BTCUSDT	14	sell	reversed	0.018	100314.87750	0.6500404062000	117.83902500	1002.00833068417320	-0.008	short	1805.66779500
2025-07-02 16:05:00	BTCUSDT	15	buy	reversed	0.017	108993.634425	0.66704104268100	-69.430055400	933.09592515749220	0.009	long	1852.891785225
2025-08-19 16:50:00	BTCUSDT	16	sell	reversed	0.017	113260.544930	0.69315453497160	38.402194545	964.03688182302060	-0.008	short	1925.429263810
2025-10-01 08:46:00	BTCUSDT	17	buy	reversed	0.016	115820.122860	0.66712390767360	-20.476623440	948.08764154334700	0.008	long	1853.121965760
2025-10-10 21:16:00	BTCUSDT	18	sell	reversed	0.016	108949.85420	0.6275511601920	-54.962149280	891.27119462715500	-0.008	short	1743.19766720
2025-10-13 00:20:00	BTCUSDT	19	buy	reversed	0.015	115820.122860	0.62542866344400	-54.962149280	835.96615469171100	0.007	long	1737.301842900
2025-10-16 15:43:00	BTCUSDT	20	sell	reversed	0.014	108949.85420	0.5491072651680	-48.091880620	786.97031521154300	-0.007	short	1525.29795880
2026-04-07 23:20:00	BTCUSDT	21	buy	reversed	0.018	72009.994680	0.46662476552640	258.579016640	1058.99638399951660	0.011	long	1296.179904240
2026-06-01 00:00:00	BTCUSDT	23	sell	closed	0.011	73624.22250	0.2834532566250	17.756506020	1070.27325708639160	0		809.86644750

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	33.33%	1.12	112.45	13.83	38445.09	90.38%	138.33%

Run Tag: run_266_of_380
Run Parameters:
settings[*].zigzag.detection=6, settings[*].zigzag.length=15
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