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

1219.97

Total PnL

219.97 (22.00%)

Total Trades (Win/Los)

18 (6/12)

Win Rate

33.33%

Max Drawdown

733.58 (45.58%)

Total Fees

13.54

Position avg (max), %

87.77 (129.25)

Profit Factor

1.30

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	-10.48%	45.31%	16.76%	-15.92%	11.42%	-12.25%	-15.78%	-3.82%	-7.50%	10.87%	37.31%	-3.54%	37.38%
2025	9.20%	-10.48%	1.61%	-8.25%	-5.00%	2.11%	0.95%	3.50%	-4.22%	-26.46%	17.57%	2.35%	-21.71%
2026	6.90%	8.37%	-0.65%	1.50%	-2.84%	0.00%	—	—	—	—	—	—	13.49%

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	1219.97
Min balance	868.70
Max balance	1609.61

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.67
Average monthly return (arithmetic), %	1.62
Best month, %	45.31
Worst month, %	-26.46

PnL, Volume & Fees

Metric	Value
Total PnL	219.97
Total PnL, %	22.00
Gross profit	1176.62
Gross loss	904.38
Trading volume (USDT)	37630.68
Total transactions (buy/sell)	19
Total fees	13.54
Funding net	-38.74
Funding accrued (received)	43.14
Funding paid	81.88

Trades

Metric	Value
Total Trades	18
Win Trades	6
Los Trades	12
Win Rate, %	33.33
Expectancy per trade	15.1244
Max consecutive wins	2
Max consecutive losses	6

Risk & Exposure

Metric	Value
Position avg, % of margin balance	87.77
Position max, % of margin balance	129.25
Max Drawdown	733.58
Max Drawdown, %	45.58

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.3010
Recovery Factor (Total PnL / Max DD)	0.2999
Sharpe ratio (monthly)	0.3894
Sortino ratio (monthly)	0.7285
CAGR, %	8.58
Calmar ratio (CAGR / Max DD%)	0.1883

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 272.24 | Fee: 13.54 | Vol: 37630.68

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": 17,
    "detection": 5,
    "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
2024-01-22 18:49:00	BTCUSDT	1	sell	opened	0.024	40195.92650	0.3472928049600	0	999.6527071950400	-0.024	short	964.70223600
2024-01-30 02:37:00	BTCUSDT	2	buy	reversed	0.046	43595.152965	0.72193573310040	-81.581435160	918.32324401393960	0.022	long	2005.377036390
2024-06-24 09:33:00	BTCUSDT	3	sell	reversed	0.036	60978.749965	0.79028459954640	382.439134000	1272.67057007739320	-0.014	short	2195.234998740
2024-07-29 13:06:00	BTCUSDT	4	buy	reversed	0.032	70024.50000	0.8066822400000	-126.640500490	1149.33402249839320	0.018	long	2240.78400000
2024-08-03 01:10:00	BTCUSDT	5	sell	reversed	0.036	60580.689335	0.78512573378160	-169.988591970	977.82087248061160	-0.018	short	2180.904816060
2024-09-19 13:14:00	BTCUSDT	6	buy	reversed	0.033	63225.321120	0.75111681490560	-47.603372130	936.24471188170600	0.015	long	2086.435596960
2025-02-25 07:25:00	BTCUSDT	7	sell	reversed	0.025	89068.81500	0.8016193350000	387.652408200	1295.04326086420600	-0.010	short	2226.72037500
2025-05-08 20:55:00	BTCUSDT	8	buy	reversed	0.022	102493.660230	0.81174978902160	-134.248452300	1168.49310030518440	0.012	long	2254.860525060
2025-07-01 14:46:00	BTCUSDT	9	sell	reversed	0.022	105712.98750	0.8372468610000	38.631927240	1197.09499380818440	-0.010	short	2325.68572500
2025-07-02 16:05:00	BTCUSDT	10	buy	reversed	0.020	108993.634425	0.78475416786000	-32.806469250	1163.69615074532440	0.010	long	2179.872688500
2025-08-19 14:28:00	BTCUSDT	11	sell	reversed	0.020	114178.02370	0.8220817706400	51.843892750	1207.24906764468440	-0.010	short	2283.56047400
2025-10-01 08:39:00	BTCUSDT	12	buy	reversed	0.020	115380.569070	0.83074009730400	-12.025453700	1200.93720620738040	0.010	long	2307.611381400
2025-10-10 21:16:00	BTCUSDT	13	sell	reversed	0.020	109095.603170	0.78548834282400	-62.849659000	1135.76862576955640	-0.010	short	2181.912063400
2025-10-12 20:28:00	BTCUSDT	14	buy	reversed	0.019	115380.569070	0.78920309243880	-62.849659000	1072.43126543211760	0.009	long	2192.230812330
2025-10-16 15:41:00	BTCUSDT	15	sell	reversed	0.018	109095.603170	0.70693950854160	-56.564693100	1014.65689137907600	-0.009	short	1963.720857060
2025-10-27 06:48:00	BTCUSDT	16	buy	reversed	0.017	115991.182710	0.70986603818520	-62.060215860	953.30467098389080	0.008	long	1971.850106070
2025-10-29 18:40:00	BTCUSDT	17	sell	reversed	0.016	109095.603170	0.62839067425920	-55.164636320	897.18379573363160	-0.008	short	1745.529650720
2026-04-07 23:20:00	BTCUSDT	18	buy	reversed	0.020	72009.994680	0.51847196169600	296.684867920	1207.66336714393560	0.012	long	1440.199893600
2026-06-01 00:00:00	BTCUSDT	20	sell	closed	0.012	73624.22250	0.3092217345000	19.370733840	1219.96541051143560	0		883.49067000

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	18	33.33%	1.30	272.24	13.54	37630.68	87.77%	129.25%

Run Tag: run_305_of_380
Run Parameters:
settings[*].zigzag.detection=5, settings[*].zigzag.length=17
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