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

1078.14

Total PnL

78.14 (7.81%)

Total Trades (Win/Los)

12 (5/7)

Win Rate

41.67%

Max Drawdown

811.61 (57.31%)

Total Fees

7.61

Position avg (max), %

92.60 (162.70)

Profit Factor

1.14

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	-5.57%	22.04%	18.06%	-16.96%	12.32%	-14.22%	-16.45%	-14.25%	-15.61%	12.37%	41.87%	-3.85%	0.87%
2025	10.03%	-11.76%	1.54%	-7.93%	-10.44%	2.04%	7.76%	0.38%	-4.14%	-8.69%	17.34%	2.32%	-5.70%
2026	6.82%	8.28%	-0.65%	1.67%	-2.95%	0.00%	—	—	—	—	—	—	13.40%

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	1078.14
Min balance	604.62
Max balance	1416.24

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.25
Average monthly return (arithmetic), %	1.05
Best month, %	41.87
Worst month, %	-16.96

PnL, Volume & Fees

Metric	Value
Total PnL	78.14
Total PnL, %	7.81
Gross profit	907.50
Gross loss	795.26
Trading volume (USDT)	21160.69
Total transactions (buy/sell)	13
Total fees	7.61
Funding net	-26.49
Funding accrued (received)	39.39
Funding paid	65.88

Trades

Metric	Value
Total Trades	12
Win Trades	5
Los Trades	7
Win Rate, %	41.67
Expectancy per trade	9.3534
Max consecutive wins	2
Max consecutive losses	3

Risk & Exposure

Metric	Value
Position avg, % of margin balance	92.60
Position max, % of margin balance	162.70
Max Drawdown	811.61
Max Drawdown, %	57.31

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.1411
Recovery Factor (Total PnL / Max DD)	0.0963
Sharpe ratio (monthly)	0.2781
Sortino ratio (monthly)	0.4864
CAGR, %	3.16
Calmar ratio (CAGR / Max DD%)	0.0552

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 112.24 | Fee: 7.61 | Vol: 21160.69

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": 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
2024-01-22 18:49:00	BTCUSDT	1	sell	opened	0.024	40195.92650	0.3472928049600	0	999.6527071950400	-0.024	short	964.70223600
2024-02-09 08:58:00	BTCUSDT	2	buy	reversed	0.045	46566.29250	0.7543739385000	-152.88878400	848.4337063485400	0.021	long	2095.48316250
2024-06-24 09:33:00	BTCUSDT	3	sell	reversed	0.034	60545.401690	0.74107571668560	293.561292990	1116.46234682585440	-0.013	short	2058.543657460
2024-07-29 13:06:00	BTCUSDT	4	buy	reversed	0.029	70024.50000	0.7310557800000	-123.228278030	996.32003137035440	0.016	long	2030.71050000
2024-08-04 17:43:00	BTCUSDT	5	sell	reversed	0.033	57691.001080	0.68536909283040	-197.335982720	797.42348744552400	-0.017	short	1903.803035640
2024-09-26 14:20:00	BTCUSDT	6	buy	reversed	0.029	65015.347410	0.67876022696040	-124.513887610	679.41861605156360	0.012	long	1885.445074890
2025-02-25 07:25:00	BTCUSDT	7	sell	reversed	0.019	89068.81500	0.6092306946000	288.641611080	945.72748272296360	-0.007	short	1692.30748500
2025-05-18 23:50:00	BTCUSDT	8	buy	reversed	0.015	106035.09930	0.5725895362200	-118.76399010	833.32615785374360	0.008	long	1590.52648950
2025-08-20 01:38:00	BTCUSDT	9	sell	reversed	0.015	112538.297805	0.60770680814700	52.025588040	873.52286316959660	-0.007	short	1688.074467075
2025-10-01 08:49:00	BTCUSDT	10	buy	reversed	0.014	116134.232760	0.58531653311040	-25.171544685	852.27563109648620	0.007	long	1625.879258640
2025-10-10 21:17:00	BTCUSDT	11	sell	reversed	0.014	108512.00750	0.5469005178000	-53.355576820	797.29975059218620	-0.007	short	1519.16810500
2026-04-07 23:20:00	BTCUSDT	12	buy	reversed	0.018	72009.994680	0.46662476552640	255.514089740	1066.86296483215980	0.011	long	1296.179904240
2026-06-01 00:00:00	BTCUSDT	14	sell	closed	0.011	73624.22250	0.2834532566250	17.756506020	1078.13983791903480	0		809.86644750

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	12	41.67%	1.14	112.24	7.61	21160.69	92.60%	162.70%

Run Tag: run_327_of_380
Run Parameters:
settings[*].zigzag.detection=7, 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