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

1002.99

Total PnL

2.99 (0.30%)

Total Trades (Win/Los)

11 (4/7)

Win Rate

36.36%

Max Drawdown

503.95 (40.56%)

Total Fees

6.63

Position avg (max), %

92.03 (169.66)

Profit Factor

1.06

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	-15.35%	7.12%	19.67%	-18.23%	13.44%	-9.07%	-20.73%	8.98%	-11.07%	11.57%	39.46%	-3.69%	5.39%
2025	9.60%	-11.30%	1.47%	-7.58%	-12.19%	2.23%	8.47%	-1.28%	-4.06%	-11.33%	17.49%	2.34%	-10.36%
2026	6.87%	8.34%	-0.65%	-4.91%	-2.88%	0.00%	—	—	—	—	—	—	6.22%

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	1002.99
Min balance	649.79
Max balance	1242.52

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.01
Average monthly return (arithmetic), %	0.76
Best month, %	39.46
Worst month, %	-20.73

PnL, Volume & Fees

Metric	Value
Total PnL	2.99
Total PnL, %	0.30
Gross profit	696.14
Gross loss	658.40
Trading volume (USDT)	18432.61
Total transactions (buy/sell)	12
Total fees	6.63
Funding net	-28.13
Funding accrued (received)	37.07
Funding paid	65.20

Trades

Metric	Value
Total Trades	11
Win Trades	4
Los Trades	7
Win Rate, %	36.36
Expectancy per trade	3.4313
Max consecutive wins	1
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	92.03
Position max, % of margin balance	169.66
Max Drawdown	503.95
Max Drawdown, %	40.56

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.0573
Recovery Factor (Total PnL / Max DD)	0.0059
Sharpe ratio (monthly)	0.2098
Sortino ratio (monthly)	0.3459
CAGR, %	0.12
Calmar ratio (CAGR / Max DD%)	0.0030

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 37.74 | Fee: 6.63 | Vol: 18432.61

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": 16,
    "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
2024-01-22 18:49:00	BTCUSDT	2	sell	reversed	0.046	40195.92650	0.6656445428400	-94.457866030	901.84812731650920	-0.024	short	1849.01261900
2024-02-12 15:10:00	BTCUSDT	3	buy	reversed	0.042	49071.569040	0.74196212388480	-213.015420960	690.97868010862440	0.018	long	2061.005899680
2024-07-04 13:20:00	BTCUSDT	4	sell	reversed	0.029	56867.389445	0.59369554580580	140.324767290	808.31700855181860	-0.011	short	1649.154293905
2024-09-26 14:22:00	BTCUSDT	5	buy	reversed	0.023	65064.664665	0.53873542342620	-90.170027420	725.17968373639240	0.012	long	1496.487287295
2025-02-25 07:25:00	BTCUSDT	6	sell	reversed	0.019	89068.81500	0.6092306946000	288.049804020	990.89674334779240	-0.007	short	1692.30748500
2025-05-20 20:49:00	BTCUSDT	7	buy	reversed	0.016	107303.142960	0.61806610344960	-127.640295720	869.77218891834280	0.009	long	1716.850287360
2025-08-22 12:32:00	BTCUSDT	8	sell	reversed	0.016	111830.84550	0.6441456700800	40.749322860	897.18765452226280	-0.007	short	1789.29352800
2025-10-01 16:37:00	BTCUSDT	9	buy	reversed	0.014	117925.25940	0.5943433073760	-42.66089730	858.22921857038680	0.007	long	1650.95363160
2025-10-10 21:17:00	BTCUSDT	10	sell	reversed	0.014	108512.00750	0.5469005178000	-65.89276330	790.75312647508680	-0.007	short	1519.16810500
2026-04-17 09:28:00	BTCUSDT	11	buy	reversed	0.017	76080.518865	0.46561277545380	227.020420445	1032.48891883763300	0.010	long	1293.368820705
2026-06-01 00:00:00	BTCUSDT	13	sell	closed	0.010	73624.22250	0.2576847787500	-24.562963650	1002.98571611888300	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	11	36.36%	1.06	37.74	6.63	18432.61	92.03%	169.66%

Run Tag: run_296_of_380
Run Parameters:
settings[*].zigzag.detection=16, 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