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

1194.34

Total PnL

194.34 (19.43%)

Total Trades (Win/Los)

16 (5/11)

Win Rate

31.25%

Max Drawdown

743.92 (46.61%)

Total Fees

12.02

Position avg (max), %

90.15 (130.20)

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	-10.48%	45.31%	16.76%	-15.92%	11.42%	-12.25%	-11.98%	-3.49%	-13.09%	11.03%	37.81%	-3.58%	36.01%
2025	9.30%	-10.57%	1.62%	-8.34%	-5.06%	2.13%	8.11%	-7.36%	-0.41%	-27.51%	18.09%	2.41%	-22.81%
2026	7.06%	8.56%	-0.66%	1.53%	-2.90%	0.00%	—	—	—	—	—	—	13.82%

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	1194.34
Min balance	851.97
Max balance	1595.89

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.60
Average monthly return (arithmetic), %	1.58
Best month, %	45.31
Worst month, %	-27.51

PnL, Volume & Fees

Metric	Value
Total PnL	194.34
Total PnL, %	19.43
Gross profit	1158.12
Gross loss	900.44
Trading volume (USDT)	33408.52
Total transactions (buy/sell)	17
Total fees	12.02
Funding net	-51.32
Funding accrued (received)	38.52
Funding paid	89.85

Trades

Metric	Value
Total Trades	16
Win Trades	5
Los Trades	11
Win Rate, %	31.25
Expectancy per trade	16.1052
Max consecutive wins	2
Max consecutive losses	6

Risk & Exposure

Metric	Value
Position avg, % of margin balance	90.15
Position max, % of margin balance	130.20
Max Drawdown	743.92
Max Drawdown, %	46.61

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.2862
Recovery Factor (Total PnL / Max DD)	0.2612
Sharpe ratio (monthly)	0.3747
Sortino ratio (monthly)	0.6935
CAGR, %	7.63
Calmar ratio (CAGR / Max DD%)	0.1637

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 257.68 | Fee: 12.02 | Vol: 33408.52

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": 6,
    "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
2024-09-26 14:20:00	BTCUSDT	6	buy	reversed	0.034	65015.347410	0.79578785229840	-84.258503425	948.48119287015260	0.015	long	2210.521811940
2025-02-25 07:25:00	BTCUSDT	7	sell	reversed	0.025	89068.81500	0.8016193350000	360.802013850	1281.32719524265260	-0.010	short	2226.72037500
2025-05-08 20:55:00	BTCUSDT	8	buy	reversed	0.022	102493.660230	0.81174978902160	-134.248452300	1154.77703468363100	0.012	long	2254.860525060
2025-09-25 12:30:00	BTCUSDT	9	sell	reversed	0.022	110826.19725	0.8777434822200	99.990444240	1228.73201040341100	-0.010	short	2438.17633950
2025-10-01 08:39:00	BTCUSDT	10	buy	reversed	0.020	115380.569070	0.83074009730400	-45.543718200	1183.25904376610700	0.010	long	2307.611381400
2025-10-10 21:16:00	BTCUSDT	11	sell	reversed	0.020	108949.85420	0.7844389502400	-64.307148700	1116.63402302086700	-0.010	short	2178.99708400
2025-10-12 20:28:00	BTCUSDT	12	buy	reversed	0.019	115380.569070	0.78920309243880	-64.307148700	1051.83917298342820	0.009	long	2192.230812330
2025-10-16 15:43:00	BTCUSDT	13	sell	reversed	0.018	108949.85420	0.7059950552160	-57.876433830	992.75400265371220	-0.009	short	1961.09737560
2025-10-27 06:48:00	BTCUSDT	14	buy	reversed	0.017	115991.182710	0.70986603818520	-63.371956590	930.09004152852700	0.008	long	1971.850106070
2025-10-30 04:26:00	BTCUSDT	15	sell	reversed	0.016	108949.85420	0.6275511601920	-56.330628080	872.76443386833500	-0.008	short	1743.19766720
2026-04-07 23:20:00	BTCUSDT	16	buy	reversed	0.020	72009.994680	0.51847196169600	295.518876160	1182.03843335463900	0.012	long	1440.199893600
2026-06-01 00:00:00	BTCUSDT	18	sell	closed	0.012	73624.22250	0.3092217345000	19.370733840	1194.34047672213900	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	16	31.25%	1.29	257.68	12.02	33408.52	90.15%	130.20%

Run Tag: run_346_of_380
Run Parameters:
settings[*].zigzag.detection=6, 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