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

1300.38

Total PnL

300.38 (30.04%)

Total Trades (Win/Los)

11 (5/6)

Win Rate

45.45%

Max Drawdown

529.15 (37.73%)

Total Fees

7.35

Position avg (max), %

90.81 (167.31)

Profit Factor

1.56

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	-14.38%	7.04%	19.46%	-18.07%	13.30%	-15.49%	-2.05%	7.74%	-9.73%	10.77%	37.00%	-3.52%	19.82%
2025	9.15%	-10.30%	1.66%	-8.50%	-11.95%	2.17%	8.27%	0.09%	-4.03%	-8.51%	18.92%	2.50%	-4.99%
2026	7.33%	8.86%	-0.69%	1.43%	-2.89%	0.00%	—	—	—	—	—	—	14.29%

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	1300.38
Min balance	688.47
Max balance	1423.39

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.88
Average monthly return (arithmetic), %	1.52
Best month, %	37.00
Worst month, %	-18.07

PnL, Volume & Fees

Metric	Value
Total PnL	300.38
Total PnL, %	30.04
Gross profit	927.63
Gross loss	594.27
Trading volume (USDT)	20444.22
Total transactions (buy/sell)	12
Total fees	7.35
Funding net	-25.63
Funding accrued (received)	44.10
Funding paid	69.73

Trades

Metric	Value
Total Trades	11
Win Trades	5
Los Trades	6
Win Rate, %	45.45
Expectancy per trade	30.3053
Max consecutive wins	2
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	90.81
Position max, % of margin balance	167.31
Max Drawdown	529.15
Max Drawdown, %	37.73

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.5610
Recovery Factor (Total PnL / Max DD)	0.5677
Sharpe ratio (monthly)	0.4535
Sortino ratio (monthly)	0.7987
CAGR, %	11.49
Calmar ratio (CAGR / Max DD%)	0.3046

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 333.36 | Fee: 7.35 | Vol: 20444.22

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": 7,
    "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	44044.610220	0.34883331294240	0	999.65116668705760	0.022	long	968.981424840
2024-01-22 18:49:00	BTCUSDT	2	sell	reversed	0.046	40195.92650	0.6656445428400	-84.671041840	911.59467716321760	-0.024	short	1849.01261900
2024-02-12 15:10:00	BTCUSDT	3	buy	reversed	0.042	49071.569040	0.74196212388480	-213.015420960	700.72522995533280	0.018	long	2061.005899680
2024-06-24 09:37:00	BTCUSDT	4	sell	reversed	0.029	60439.83865	0.6309919155060	204.628852980	883.82100213982680	-0.011	short	1752.75532085
2024-09-26 14:20:00	BTCUSDT	5	buy	reversed	0.024	65015.347410	0.56173260162240	-50.330596360	841.41106668570440	0.013	long	1560.368337840
2025-02-25 07:25:00	BTCUSDT	6	sell	reversed	0.022	89068.81500	0.7054250148000	312.695078670	1129.86691381740440	-0.009	short	1959.51393000
2025-05-18 23:53:00	BTCUSDT	7	buy	reversed	0.019	106458.347385	0.72817509611340	-156.505791465	981.54970338529100	0.010	long	2022.708600315
2025-08-20 01:38:00	BTCUSDT	8	sell	reversed	0.018	112538.297805	0.72924816977640	60.799504200	1027.59348952051460	-0.008	short	2025.689360490
2025-10-01 08:49:00	BTCUSDT	9	buy	reversed	0.016	116134.232760	0.66893318069760	-28.767479640	1003.31093857981700	0.008	long	1858.147724160
2025-10-10 21:17:00	BTCUSDT	10	sell	reversed	0.017	108512.00750	0.6640934859000	-60.977802080	940.44229653791700	-0.009	short	1844.70412750
2026-04-07 23:20:00	BTCUSDT	11	buy	reversed	0.022	72009.994680	0.57031915786560	328.518115380	1287.05319895855140	0.013	long	1584.219882960
2026-06-01 00:00:00	BTCUSDT	13	sell	closed	0.013	73624.22250	0.3349902123750	20.984961660	1300.38041260667640	0		957.11489250

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	11	45.45%	1.56	333.36	7.35	20444.22	90.81%	167.31%

Run Tag: run_287_of_380
Run Parameters:
settings[*].zigzag.detection=7, 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