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

1427.70

Total PnL

427.70 (42.77%)

Total Trades (Win/Los)

20 (6/14)

Win Rate

30.00%

Max Drawdown

807.92 (44.72%)

Total Fees

17.25

Position avg (max), %

89.43 (120.27)

Profit Factor

1.62

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%	-11.46%	-9.33%	2.14%	-10.62%	11.06%	37.88%	-3.58%	53.95%
2025	9.31%	-10.68%	1.58%	-8.12%	-4.81%	2.19%	3.22%	-6.78%	2.16%	-23.88%	19.23%	2.54%	-18.92%
2026	7.43%	8.97%	-0.69%	1.32%	-2.84%	0.00%	—	—	—	—	—	—	14.44%

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	1427.70
Min balance	880.04
Max balance	1806.70

Monthly Performance

Metric	Value
Average monthly return (geometric), %	1.20
Average monthly return (arithmetic), %	2.11
Best month, %	45.31
Worst month, %	-23.88

PnL, Volume & Fees

Metric	Value
Total PnL	427.70
Total PnL, %	42.77
Gross profit	1311.23
Gross loss	810.62
Trading volume (USDT)	47948.38
Total transactions (buy/sell)	21
Total fees	17.25
Funding net	-55.67
Funding accrued (received)	42.26
Funding paid	97.92

Trades

Metric	Value
Total Trades	20
Win Trades	6
Los Trades	14
Win Rate, %	30.00
Expectancy per trade	25.0309
Max consecutive wins	2
Max consecutive losses	8

Risk & Exposure

Metric	Value
Position avg, % of margin balance	89.43
Position max, % of margin balance	120.27
Max Drawdown	807.92
Max Drawdown, %	44.72

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.6176
Recovery Factor (Total PnL / Max DD)	0.5294
Sharpe ratio (monthly)	0.5146
Sortino ratio (monthly)	1.0216
CAGR, %	15.89
Calmar ratio (CAGR / Max DD%)	0.3553

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 500.62 | Fee: 17.25 | Vol: 47948.38

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": 19,
    "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	61288.54150	0.7942994978400	389.254547770	1279.48196894909960	-0.014	short	2206.38749400
2024-07-19 19:35:00	BTCUSDT	4	buy	reversed	0.033	67364.56935	0.8002910838780	-85.06438990	1196.50417652922160	0.019	long	2223.03078855
2024-08-01 17:40:00	BTCUSDT	5	sell	reversed	0.038	62328.477395	0.85265357076360	-95.685747145	1097.74198579345800	-0.019	short	2368.482141010
2024-09-23 03:17:00	BTCUSDT	6	buy	reversed	0.036	64470.156660	0.83553323031360	-40.691906035	1064.18076655014440	0.017	long	2320.925639760
2025-02-25 07:25:00	BTCUSDT	7	sell	reversed	0.028	89068.81500	0.8978136552000	418.177191780	1450.19889825894440	-0.011	short	2493.92682000
2025-05-08 20:55:00	BTCUSDT	8	buy	reversed	0.025	102493.660230	0.92244294207000	-147.673297530	1310.96420346987440	0.014	long	2562.341505750
2025-07-01 14:46:00	BTCUSDT	9	sell	reversed	0.026	105712.98750	0.9894735630000	45.070581780	1344.32039366487440	-0.012	short	2748.53767500
2025-07-02 09:00:00	BTCUSDT	10	buy	reversed	0.024	107762.603715	0.93106889609760	-24.595394580	1318.96608802077680	0.012	long	2586.302489160
2025-09-22 06:01:00	BTCUSDT	11	sell	reversed	0.023	113202.36530	0.9373155846840	65.277139020	1368.12128625409280	-0.011	short	2603.65440190
2025-09-29 14:41:00	BTCUSDT	12	buy	reversed	0.023	113939.86500	0.9434220822000	-8.11249670	1360.27626552839280	0.012	long	2620.61689500
2025-09-30 09:09:00	BTCUSDT	13	sell	reversed	0.024	113202.36530	0.9780684361920	-8.84999640	1350.26366973220080	-0.012	short	2716.85676720
2025-09-30 19:21:00	BTCUSDT	14	buy	reversed	0.023	113939.86500	0.9434220822000	-8.84999640	1340.53128826000080	0.011	long	2620.61689500
2025-10-10 21:16:00	BTCUSDT	15	sell	reversed	0.023	109095.603170	0.90331159424760	-53.286880130	1284.54120580025320	-0.012	short	2509.198872910
2025-10-10 22:48:00	BTCUSDT	16	buy	reversed	0.023	113939.86500	0.9434220822000	-58.131141960	1225.46664175805320	0.011	long	2620.61689500
2025-10-16 15:41:00	BTCUSDT	17	sell	reversed	0.022	109095.603170	0.86403717710640	-53.286880130	1170.36961075494680	-0.011	short	2400.103269740
2025-10-27 06:48:00	BTCUSDT	18	buy	reversed	0.021	115991.182710	0.87689334128760	-75.851374940	1095.37428431065920	0.010	long	2435.814836910
2025-10-29 18:40:00	BTCUSDT	19	sell	reversed	0.020	109095.603170	0.78548834282400	-68.955795400	1025.22319024783520	-0.010	short	2181.912063400
2026-04-07 23:20:00	BTCUSDT	20	buy	reversed	0.024	72009.994680	0.62216635403520	370.856084900	1413.34857810880000	0.014	long	1728.239872320
2026-06-01 00:00:00	BTCUSDT	22	sell	closed	0.014	73624.22250	0.3607586902500	22.599189480	1427.70096203755000	0		1030.73911500

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	20	30.00%	1.62	500.62	17.25	47948.38	89.43%	120.27%

Run Tag: run_345_of_380
Run Parameters:
settings[*].zigzag.detection=5, settings[*].zigzag.length=19
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