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

1142.11

Total PnL

142.11 (14.21%)

Total Trades (Win/Los)

10 (4/6)

Win Rate

40.00%

Max Drawdown

582.79 (40.91%)

Total Fees

6.72

Position avg (max), %

91.91 (148.69)

Profit Factor

1.29

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%	8.92%	19.27%	-17.92%	13.16%	-8.91%	-20.87%	9.37%	-11.48%	11.94%	40.58%	-3.77%	20.44%
2025	9.80%	-11.58%	1.48%	-7.59%	-12.13%	2.17%	8.25%	-1.17%	-4.07%	-11.36%	17.54%	2.35%	-10.56%
2026	6.88%	8.36%	-0.65%	-4.92%	-3.03%	0.00%	—	—	—	—	—	—	6.08%

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	1142.11
Min balance	732.91
Max balance	1424.42

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.45
Average monthly return (arithmetic), %	1.17
Best month, %	40.58
Worst month, %	-20.87

PnL, Volume & Fees

Metric	Value
Total PnL	142.11
Total PnL, %	14.21
Gross profit	796.70
Gross loss	618.99
Trading volume (USDT)	18689.24
Total transactions (buy/sell)	11
Total fees	6.72
Funding net	-28.88
Funding accrued (received)	42.25
Funding paid	71.13

Trades

Metric	Value
Total Trades	10
Win Trades	4
Los Trades	6
Win Rate, %	40.00
Expectancy per trade	17.7712
Max consecutive wins	1
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	91.91
Position max, % of margin balance	148.69
Max Drawdown	582.79
Max Drawdown, %	40.91

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.2871
Recovery Factor (Total PnL / Max DD)	0.2438
Sharpe ratio (monthly)	0.3271
Sortino ratio (monthly)	0.5664
CAGR, %	5.66
Calmar ratio (CAGR / Max DD%)	0.1383

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 177.71 | Fee: 6.72 | Vol: 18689.24

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": 17,
    "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
2024-02-12 15:10:00	BTCUSDT	2	buy	reversed	0.044	49071.569040	0.77729365359360	-213.015420960	788.74792845744640	0.020	long	2159.149037760
2024-07-04 13:20:00	BTCUSDT	3	sell	reversed	0.033	56867.389445	0.67558458660660	155.916408100	919.10792608083980	-0.013	short	1876.623851685
2024-09-26 14:22:00	BTCUSDT	4	buy	reversed	0.027	65064.664665	0.63242854054380	-106.564577860	820.85898280429600	0.014	long	1756.745945955
2025-02-25 07:25:00	BTCUSDT	5	sell	reversed	0.022	89068.81500	0.7054250148000	336.058104690	1130.86756314649600	-0.008	short	1959.51393000
2025-05-20 20:49:00	BTCUSDT	6	buy	reversed	0.018	107303.142960	0.69532436638080	-145.874623680	992.45053783611520	0.010	long	1931.456573280
2025-08-22 12:32:00	BTCUSDT	7	sell	reversed	0.018	111830.84550	0.7246638788400	45.277025400	1022.90321981727520	-0.008	short	2012.95521900
2025-10-01 16:37:00	BTCUSDT	8	buy	reversed	0.016	117925.25940	0.6792494941440	-48.75531120	978.37929301513120	0.008	long	1886.80415040
2025-10-10 21:17:00	BTCUSDT	9	sell	reversed	0.016	108512.00750	0.6250291632000	-75.30601520	901.26375919193120	-0.008	short	1736.19212000
2026-04-17 09:28:00	BTCUSDT	10	buy	reversed	0.020	76080.518865	0.54777973582800	259.451909080	1177.51758532810320	0.012	long	1521.610377300
2026-06-01 00:00:00	BTCUSDT	12	sell	closed	0.012	73624.22250	0.3092217345000	-29.475556380	1142.11374206560320	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	10	40.00%	1.29	177.71	6.72	18689.24	91.91%	148.69%

Run Tag: run_337_of_380
Run Parameters:
settings[*].zigzag.detection=17, 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