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

1306.73

Total PnL

306.73 (30.67%)

Total Trades (Win/Los)

18 (6/12)

Win Rate

33.33%

Max Drawdown

779.32 (45.85%)

Total Fees

14.36

Position avg (max), %

88.60 (130.20)

Profit Factor

1.41

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%	-11.98%	-3.49%	-7.55%	11.06%	37.91%	-3.59%	44.81%
2025	9.31%	-10.79%	1.53%	-7.86%	-4.61%	2.15%	3.11%	1.63%	-3.97%	-27.41%	18.79%	2.49%	-20.95%
2026	7.29%	8.81%	-0.68%	1.42%	-2.88%	0.00%	—	—	—	—	—	—	14.21%

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	1306.73
Min balance	880.04
Max balance	1699.61

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.90
Average monthly return (arithmetic), %	1.85
Best month, %	45.31
Worst month, %	-27.41

PnL, Volume & Fees

Metric	Value
Total PnL	306.73
Total PnL, %	30.67
Gross profit	1253.02
Gross loss	890.57
Trading volume (USDT)	39908.84
Total transactions (buy/sell)	19
Total fees	14.36
Funding net	-41.37
Funding accrued (received)	45.15
Funding paid	86.52

Trades

Metric	Value
Total Trades	18
Win Trades	6
Los Trades	12
Win Rate, %	33.33
Expectancy per trade	20.1360
Max consecutive wins	2
Max consecutive losses	6

Risk & Exposure

Metric	Value
Position avg, % of margin balance	88.60
Position max, % of margin balance	130.20
Max Drawdown	779.32
Max Drawdown, %	45.85

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.4070
Recovery Factor (Total PnL / Max DD)	0.3936
Sharpe ratio (monthly)	0.4449
Sortino ratio (monthly)	0.8484
CAGR, %	11.72
Calmar ratio (CAGR / Max DD%)	0.2555

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 362.45 | Fee: 14.36 | Vol: 39908.84

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": 18,
    "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
2024-07-27 13:09:00	BTCUSDT	4	buy	reversed	0.032	68523.97500	0.7893961920000	-105.633150490	1170.10060298639320	0.018	long	2192.76720000
2024-08-03 01:10:00	BTCUSDT	5	sell	reversed	0.037	60580.689335	0.80693478194220	-142.979141970	1025.24330820045100	-0.019	short	2241.485505395
2024-09-19 13:14:00	BTCUSDT	6	buy	reversed	0.035	63225.321120	0.79663904611200	-50.248003915	981.35356738233900	0.016	long	2212.886239200
2025-02-25 07:25:00	BTCUSDT	7	sell	reversed	0.026	89068.81500	0.8336841084000	413.495902080	1364.09339614593900	-0.010	short	2315.78919000
2025-05-08 20:55:00	BTCUSDT	8	buy	reversed	0.023	102493.660230	0.84864750670440	-134.248452300	1237.50633786923460	0.013	long	2357.354185290
2025-07-01 14:46:00	BTCUSDT	9	sell	reversed	0.024	105712.98750	0.9133602120000	41.851254510	1268.48537971823460	-0.011	short	2537.11170000
2025-07-02 09:00:00	BTCUSDT	10	buy	reversed	0.022	107762.603715	0.85347982142280	-22.545778365	1245.24393287781180	0.011	long	2370.777281730
2025-08-19 16:50:00	BTCUSDT	11	sell	reversed	0.021	113260.544930	0.85624971967080	60.477353365	1296.53912761314100	-0.010	short	2378.471443530
2025-10-01 08:39:00	BTCUSDT	12	buy	reversed	0.021	115380.569070	0.87227710216920	-21.200241400	1280.95974294597180	0.011	long	2422.991950470
2025-10-10 21:16:00	BTCUSDT	13	sell	reversed	0.022	109095.603170	0.86403717710640	-69.134624900	1209.27430446436540	-0.011	short	2400.103269740
2025-10-12 20:28:00	BTCUSDT	14	buy	reversed	0.021	115380.569070	0.87227710216920	-69.134624900	1139.59905439269620	0.010	long	2422.991950470
2025-10-16 15:41:00	BTCUSDT	15	sell	reversed	0.020	109095.603170	0.78548834282400	-62.849659000	1075.40530544487220	-0.010	short	2181.912063400
2025-10-27 06:48:00	BTCUSDT	16	buy	reversed	0.019	115991.182710	0.79337968973640	-68.955795400	1007.23153202513580	0.009	long	2203.832471490
2025-10-29 18:40:00	BTCUSDT	17	sell	reversed	0.018	109095.603170	0.70693950854160	-62.060215860	944.09554736859420	-0.009	short	1963.720857060
2026-04-07 23:20:00	BTCUSDT	18	buy	reversed	0.022	72009.994680	0.57031915786560	333.770476410	1293.39802700422860	0.013	long	1584.219882960
2026-06-01 00:00:00	BTCUSDT	20	sell	closed	0.013	73624.22250	0.3349902123750	20.984961660	1306.72524065235360	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	18	33.33%	1.41	362.45	14.36	39908.84	88.60%	130.20%

Run Tag: run_325_of_380
Run Parameters:
settings[*].zigzag.detection=5, settings[*].zigzag.length=18
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