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

1360.29

Total PnL

360.29 (36.03%)

Total Trades (Win/Los)

13 (5/8)

Win Rate

38.46%

Max Drawdown

691.15 (42.57%)

Total Fees

9.52

Position avg (max), %

87.68 (146.50)

Profit Factor

1.60

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	-14.28%	20.91%	18.17%	-17.05%	12.40%	-14.15%	-1.80%	6.77%	-7.62%	10.71%	36.82%	-3.51%	38.76%
2025	9.11%	-10.38%	1.59%	-8.17%	-10.86%	2.22%	8.45%	1.10%	-3.81%	-18.37%	17.79%	2.37%	-13.72%
2026	6.97%	8.45%	-0.66%	1.66%	-2.97%	0.00%	—	—	—	—	—	—	13.67%

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	1360.29
Min balance	759.90
Max balance	1623.41

Monthly Performance

Metric	Value
Average monthly return (geometric), %	1.03
Average monthly return (arithmetic), %	1.73
Best month, %	36.82
Worst month, %	-18.37

PnL, Volume & Fees

Metric	Value
Total PnL	360.29
Total PnL, %	36.03
Gross profit	1076.35
Gross loss	671.74
Trading volume (USDT)	26478.19
Total transactions (buy/sell)	14
Total fees	9.52
Funding net	-34.79
Funding accrued (received)	44.59
Funding paid	79.38

Trades

Metric	Value
Total Trades	13
Win Trades	5
Los Trades	8
Win Rate, %	38.46
Expectancy per trade	31.1235
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	87.68
Position max, % of margin balance	146.50
Max Drawdown	691.15
Max Drawdown, %	42.57

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.6023
Recovery Factor (Total PnL / Max DD)	0.5213
Sharpe ratio (monthly)	0.4955
Sortino ratio (monthly)	0.8693
CAGR, %	13.59
Calmar ratio (CAGR / Max DD%)	0.3192

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 404.61 | Fee: 9.52 | Vol: 26478.19

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": 16,
    "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
2024-01-22 18:49:00	BTCUSDT	2	sell	reversed	0.046	40195.92650	0.6656445428400	-83.74231690	912.5237364441960	-0.024	short	1849.01261900
2024-02-09 08:58:00	BTCUSDT	3	buy	reversed	0.043	46566.29250	0.7208462079000	-152.88878400	761.3382633282960	0.019	long	2002.35057750
2024-06-24 09:33:00	BTCUSDT	4	sell	reversed	0.030	60545.401690	0.65389033825200	265.603074610	1003.85697335604400	-0.011	short	1816.362050700
2024-09-23 03:17:00	BTCUSDT	5	buy	reversed	0.026	64470.156660	0.60344066633760	-43.172304670	968.24897710370640	0.015	long	1676.224073160
2025-02-25 07:25:00	BTCUSDT	6	sell	reversed	0.025	89068.81500	0.8016193350000	368.979875100	1308.84378014870640	-0.010	short	2226.72037500
2025-05-18 23:50:00	BTCUSDT	7	buy	reversed	0.022	106035.09930	0.8397979864560	-169.66284300	1148.24864597225040	0.012	long	2332.77218460
2025-08-19 16:50:00	BTCUSDT	8	sell	reversed	0.021	113260.544930	0.85624971967080	86.705347560	1217.32694772057960	-0.009	short	2378.471443530
2025-10-01 08:46:00	BTCUSDT	9	buy	reversed	0.019	115820.122860	0.79220964036240	-23.036201370	1199.34235716171720	0.010	long	2200.582334340
2025-10-10 21:16:00	BTCUSDT	10	sell	reversed	0.020	108949.85420	0.7844389502400	-68.702686600	1128.32179851647720	-0.010	short	2178.99708400
2025-10-13 00:20:00	BTCUSDT	11	buy	reversed	0.019	115820.122860	0.79220964036240	-68.702686600	1059.18007478611480	0.009	long	2200.582334340
2025-10-16 15:43:00	BTCUSDT	12	sell	reversed	0.018	108949.85420	0.7059950552160	-61.832417940	996.18542402589880	-0.009	short	1961.09737560
2026-04-07 23:20:00	BTCUSDT	13	buy	reversed	0.023	72009.994680	0.59624275595040	332.458735680	1345.93693012444840	0.014	long	1656.229877640
2026-06-01 00:00:00	BTCUSDT	15	sell	closed	0.014	73624.22250	0.3607586902500	22.599189480	1360.28931405319840	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	13	38.46%	1.60	404.61	9.52	26478.19	87.68%	146.50%

Run Tag: run_286_of_380
Run Parameters:
settings[*].zigzag.detection=6, settings[*].zigzag.length=16
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