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

1451.92

Total PnL

451.92 (45.19%)

Total Trades (Win/Los)

20 (6/14)

Win Rate

30.00%

Max Drawdown

783.70 (43.38%)

Total Fees

17.32

Position avg (max), %

88.94 (120.27)

Profit Factor

1.66

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%	5.36%	-6.64%	2.12%	-23.74%	18.78%	2.49%	-17.35%
2026	7.29%	8.81%	-0.68%	1.30%	-2.79%	0.00%	—	—	—	—	—	—	14.17%

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	1451.92
Min balance	880.04
Max balance	1806.70

Monthly Performance

Metric	Value
Average monthly return (geometric), %	1.25
Average monthly return (arithmetic), %	2.16
Best month, %	45.31
Worst month, %	-23.74

PnL, Volume & Fees

Metric	Value
Total PnL	451.92
Total PnL, %	45.19
Gross profit	1325.94
Gross loss	800.76
Trading volume (USDT)	48142.01
Total transactions (buy/sell)	21
Total fees	17.32
Funding net	-55.95
Funding accrued (received)	42.20
Funding paid	98.14

Trades

Metric	Value
Total Trades	20
Win Trades	6
Los Trades	14
Win Rate, %	30.00
Expectancy per trade	26.2592
Max consecutive wins	2
Max consecutive losses	8

Risk & Exposure

Metric	Value
Position avg, % of margin balance	88.94
Position max, % of margin balance	120.27
Max Drawdown	783.70
Max Drawdown, %	43.38

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.6559
Recovery Factor (Total PnL / Max DD)	0.5766
Sharpe ratio (monthly)	0.5287
Sortino ratio (monthly)	1.0507
CAGR, %	16.70
Calmar ratio (CAGR / Max DD%)	0.3849

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 525.18 | Fee: 17.32 | Vol: 48142.01

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": 20,
    "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 05:15:00	BTCUSDT	10	buy	reversed	0.024	106537.174965	0.92048119169760	-9.890249580	1333.62391366317680	0.012	long	2556.892199160
2025-09-22 06:01:00	BTCUSDT	11	sell	reversed	0.023	113202.36530	0.9373155846840	79.982284020	1397.42634983449280	-0.011	short	2603.65440190
2025-09-29 14:41:00	BTCUSDT	12	buy	reversed	0.023	113939.86500	0.9434220822000	-8.11249670	1389.58132910879280	0.012	long	2620.61689500
2025-09-30 09:09:00	BTCUSDT	13	sell	reversed	0.024	113202.36530	0.9780684361920	-8.84999640	1379.56873331260080	-0.012	short	2716.85676720
2025-09-30 19:21:00	BTCUSDT	14	buy	reversed	0.024	113939.86500	0.9844404336000	-8.84999640	1369.79533348900080	0.012	long	2734.55676000
2025-10-10 21:16:00	BTCUSDT	15	sell	reversed	0.024	109095.603170	0.94258601138880	-58.131141960	1308.75808835161200	-0.012	short	2618.294476080
2025-10-10 22:48:00	BTCUSDT	16	buy	reversed	0.023	113939.86500	0.9434220822000	-58.131141960	1249.68352430941200	0.011	long	2620.61689500
2025-10-16 15:41:00	BTCUSDT	17	sell	reversed	0.022	109095.603170	0.86403717710640	-53.286880130	1194.58649330630560	-0.011	short	2400.103269740
2025-10-27 06:48:00	BTCUSDT	18	buy	reversed	0.021	115991.182710	0.87689334128760	-75.851374940	1119.59116686201800	0.010	long	2435.814836910
2025-10-29 18:40:00	BTCUSDT	19	sell	reversed	0.020	109095.603170	0.78548834282400	-68.955795400	1049.44007279919400	-0.010	short	2181.912063400
2026-04-07 23:20:00	BTCUSDT	20	buy	reversed	0.024	72009.994680	0.62216635403520	370.856084900	1437.56546066015880	0.014	long	1728.239872320
2026-06-01 00:00:00	BTCUSDT	22	sell	closed	0.014	73624.22250	0.3607586902500	22.599189480	1451.91784458890880	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%	1.66	525.18	17.32	48142.01	88.94%	120.27%

Run Tag: run_365_of_380
Run Parameters:
settings[*].zigzag.detection=5, settings[*].zigzag.length=20
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