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

1002.58

Total PnL

2.58 (0.26%)

Total Trades (Win/Los)

13 (5/8)

Win Rate

38.46%

Max Drawdown

484.01 (46.93%)

Total Fees

7.18

Position avg (max), %

90.25 (175.43)

Profit Factor

1.04

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	-31.36%	5.58%	19.15%	-17.82%	13.08%	-16.07%	-1.91%	7.17%	-9.20%	10.55%	36.31%	-3.47%	-6.49%
2025	9.01%	-10.12%	1.65%	-8.47%	-11.95%	2.22%	8.46%	-0.13%	-3.87%	-10.17%	19.15%	2.53%	-6.24%
2026	7.40%	8.94%	-0.69%	1.40%	-2.88%	0.00%	—	—	—	—	—	—	14.42%

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	1002.58
Min balance	547.30
Max balance	1097.21

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.01
Average monthly return (arithmetic), %	0.82
Best month, %	36.31
Worst month, %	-31.36

PnL, Volume & Fees

Metric	Value
Total PnL	2.58
Total PnL, %	0.26
Gross profit	715.09
Gross loss	684.91
Trading volume (USDT)	19952.33
Total transactions (buy/sell)	14
Total fees	7.18
Funding net	-20.42
Funding accrued (received)	34.05
Funding paid	54.47

Trades

Metric	Value
Total Trades	13
Win Trades	5
Los Trades	8
Win Rate, %	38.46
Expectancy per trade	2.3213
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	90.25
Position max, % of margin balance	175.43
Max Drawdown	484.01
Max Drawdown, %	46.93

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.0441
Recovery Factor (Total PnL / Max DD)	0.0053
Sharpe ratio (monthly)	0.2234
Sortino ratio (monthly)	0.3375
CAGR, %	0.11
Calmar ratio (CAGR / Max DD%)	0.0023

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 30.18 | Fee: 7.18 | Vol: 19952.33

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": 8,
    "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
2024-01-02 00:06:00	BTCUSDT	1	buy	opened	0.022	44489.465865	0.35235656965080	0	999.64764343034920	0.022	long	978.768249030
2024-01-03 12:09:00	BTCUSDT	2	sell	reversed	0.045	40551.80190	0.6569391907800	-86.628607230	912.18293611556920	-0.023	short	1824.83108550
2024-01-04 19:31:00	BTCUSDT	3	buy	reversed	0.043	44489.465865	0.68869693159020	-90.566271195	821.10688988797900	0.020	long	1913.047032195
2024-01-22 18:49:00	BTCUSDT	4	sell	reversed	0.040	40195.92650	0.5788213416000	-85.870787300	732.54300673637900	-0.020	short	1607.83706000
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.034	49071.569040	0.60063600504960	-177.512850800	556.83613316132940	0.014	long	1668.433347360
2024-06-24 16:53:00	BTCUSDT	6	sell	reversed	0.022	60089.96115	0.4759124923080	154.257489540	694.32224669602140	-0.008	short	1321.97914530
2024-09-26 14:20:00	BTCUSDT	7	buy	reversed	0.018	65015.347410	0.42129945121680	-39.403090080	660.64499446880460	0.010	long	1170.276253380
2025-02-25 07:25:00	BTCUSDT	8	sell	reversed	0.017	89068.81500	0.5451011478000	240.534675900	882.53164112600460	-0.007	short	1514.16985500
2025-05-18 23:53:00	BTCUSDT	9	buy	reversed	0.015	106458.347385	0.57487507587900	-121.726726695	767.16529412212560	0.008	long	1596.875210775
2025-08-20 01:38:00	BTCUSDT	10	sell	reversed	0.014	112538.297805	0.56719302093720	48.639603360	804.01652854518840	-0.006	short	1575.536169270
2025-10-01 15:28:00	BTCUSDT	11	buy	reversed	0.012	117458.696160	0.50742156741120	-29.522390130	777.85211325777720	0.006	long	1409.504353920
2025-10-10 21:17:00	BTCUSDT	12	sell	reversed	0.013	108512.00750	0.5078361951000	-53.680131960	722.74408524567720	-0.007	short	1410.65609750
2026-04-07 23:20:00	BTCUSDT	13	buy	reversed	0.017	72009.994680	0.44070116744160	255.514089740	992.33322308373560	0.010	long	1224.169909560
2026-06-01 00:00:00	BTCUSDT	15	sell	closed	0.010	73624.22250	0.2576847787500	16.142278200	1002.58492588998560	0		736.24222500

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%	1.04	30.18	7.18	19952.33	90.25%	175.43%

Run Tag: run_288_of_380
Run Parameters:
settings[*].zigzag.detection=8, 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