hb/tester/3

hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-1d-notp | exchange: Bybit

Pairs

Initial Balance

1000.00

Final Balance

994.66

Total PnL

-5.34 (-0.53%)

Total Trades (Win/Los)

35 (16/19)

Win Rate

45.71%

Max Drawdown

579.76 (44.53%)

Total Fees

6.64

Position avg (max), %

81.28 (124.04)

Profit Factor

1.03

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	-11.26%	16.81%	25.30%	-24.06%	21.57%	-9.60%	-12.16%	-5.31%	-8.76%	-1.88%	41.11%	-12.04%	0.17%
2025	-17.07%	1.74%	9.60%	-3.72%	-6.53%	-1.71%	-5.09%	11.44%	-1.56%	-3.70%	18.67%	2.03%	-0.70%
2026	7.12%	7.20%	-7.39%	-0.91%	-5.07%	0.01%	—	—	—	—	—	—	0.06%

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	3

Balance & Equity

Metric	Value
Initial balance	1000.00
Final balance	994.66
Min balance	722.32
Max balance	1302.08

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.02
Average monthly return (arithmetic), %	0.83
Best month, %	41.11
Worst month, %	-24.06

PnL, Volume & Fees

Metric	Value
Total PnL	-5.34
Total PnL, %	-0.53
Gross profit	706.38
Gross loss	685.60
Trading volume (USDT)	18465.32
Total transactions (buy/sell)	39
Total fees	6.64
Funding net	-19.49
Funding accrued (received)	36.49
Funding paid	55.99

Trades

Metric	Value
Total Trades	35
Win Trades	16
Los Trades	19
Win Rate, %	45.71
Expectancy per trade	0.5938
Max consecutive wins	4
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	81.28
Position max, % of margin balance	124.04
Max Drawdown	579.76
Max Drawdown, %	44.53

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.0303
Recovery Factor (Total PnL / Max DD)	-0.0092
Sharpe ratio (monthly)	0.2130
Sortino ratio (monthly)	0.3831
CAGR, %	-0.22
Calmar ratio (CAGR / Max DD%)	-0.0050

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

SOLUSDT 1d zigzag | PnL: -190.23 | Fee: 2.04 | Vol: 5677.07

Realized PnL by Symbol

Details

{
  "name": "1",
  "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": "SOLUSDT",
    "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": 33.0,
    "balance_percentage_short": 33.0,
    "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": 14,
    "detection": 20,
    "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
}

{
  "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": 33.0,
    "balance_percentage_short": 33.0,
    "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": 14,
    "detection": 20,
    "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
}

{
  "name": "3",
  "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": "ETHUSDT",
    "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": 33.0,
    "balance_percentage_short": 33.0,
    "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": 14,
    "detection": 20,
    "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
2024-02-29 08:07:00	SOLUSDT	10	buy	opened	2.2	127.2545235	0.1007855826120	0	860.53004911251940	2.2	long	279.95995170
2024-08-05 01:10:00	SOLUSDT	1	sell	reversed	4.6	120.3978460	0.1993788329760	-15.08469050	913.72763513500100	-2.4	short	553.83009160
2024-10-20 20:40:00	SOLUSDT	15	buy	reversed	4.2	162.0667035	0.2450448556920	-100.00525800	785.99464144407380	1.8	long	680.68015470
2025-01-13 12:55:00	SOLUSDT	17	sell	reversed	3.5	174.9887325	0.2204858029500	23.25965220	944.22646534181860	-1.7	short	612.46056375
2025-01-18 03:09:00	SOLUSDT	21	buy	reversed	3.0	223.2481095	0.2411079582600	-82.04094090	839.62400362373560	1.3	long	669.74432850
2025-02-18 06:10:00	SOLUSDT	23	sell	reversed	2.9	168.2011090	0.1756019577960	-71.56110065	766.54896241943960	-1.6	short	487.78321610
2025-07-21 05:51:00	SOLUSDT	24	buy	reversed	2.9	187.7356845	0.1959960546180	-31.25532080	723.78134659889160	1.3	long	544.43348505
2025-10-10 21:12:00	SOLUSDT	30	sell	reversed	2.6	190.6532480	0.1784514401280	3.79283255	817.92525083900760	-1.3	short	495.69844480
2026-03-16 04:55:00	SOLUSDT	34	buy	reversed	4.3	94.0629105	0.1456093854540	125.56743875	1003.53877158151960	3.0	long	404.47051515
2026-05-23 07:50:00	SOLUSDT	37	sell	reversed	7.3	81.3215275	0.2137129742700	-38.22414900	1050.48572501144960	-4.3	short	593.64715075
2026-06-01 00:00:00	SOLUSDT	40	buy	closed	4.3	82.4088330	0.1240252936650	-4.67541365	1045.52456972528460	0		354.35798190

Timestamp	Symbol	Order ID	Side	Action	Size	Price	Fee	PnL	Balance	Post Size	Post Side	Cost
2024-01-02 00:06:00	BTCUSDT	2	buy	opened	0.007	44489.465865	0.11211345397980	0	999.88788654602020	0.007	long	311.426261055
2024-01-03 12:09:00	BTCUSDT	4	sell	reversed	0.014	40551.80190	0.2043810815760	-27.563647755	972.06285197044420	-0.007	short	567.72522660
2024-01-04 19:31:00	BTCUSDT	5	buy	reversed	0.014	44489.465865	0.22422690795960	-27.563647755	950.85281826261460	0.007	long	622.852522110
2024-01-19 16:23:00	BTCUSDT	8	sell	reversed	0.014	40551.80190	0.2043810815760	-27.563647755	921.97191649673860	-0.007	short	567.72522660
2024-02-12 15:10:00	BTCUSDT	11	buy	reversed	0.013	49071.569040	0.22965494310720	-59.638369980	862.16414638913140	0.006	long	637.930397520
2024-07-05 02:53:00	BTCUSDT	12	sell	reversed	0.010	56485.22325	0.2033468037000	44.481925260	885.07203408981940	-0.004	short	564.85223250
2024-09-26 14:22:00	BTCUSDT	13	buy	reversed	0.008	65064.664665	0.18738623423520	-34.317765660	885.07910707876580	0.004	long	520.517317320
2025-01-09 20:20:00	BTCUSDT	16	sell	reversed	0.006	91431.687705	0.19749244544280	105.468092160	888.30691745126860	-0.002	short	548.590126230
2025-01-17 12:41:00	BTCUSDT	19	buy	reversed	0.005	102738.045735	0.18492848232300	-22.612716060	921.87268795649560	0.003	long	513.690228675
2025-02-25 07:25:00	BTCUSDT	22	sell	reversed	0.005	89068.81500	0.1603238670000	-41.007692205	725.59342941293960	-0.002	short	445.34407500
2025-04-22 01:21:00	BTCUSDT	25	buy	reversed	0.004	88771.05900	0.1278303249600	0.59551200	730.21148722847960	0.002	long	355.08423600
2025-06-22 13:43:00	BTCUSDT	26	sell	reversed	0.004	100314.87750	0.1444534236000	23.08763700	755.29827527987960	-0.002	short	401.25951000
2025-07-09 19:37:00	BTCUSDT	27	buy	reversed	0.004	110699.531280	0.15940732504320	-20.769307560	735.94309696783640	0.002	long	442.798125120
2025-08-22 12:32:00	BTCUSDT	28	sell	reversed	0.004	111830.84550	0.1610364175200	2.262628440	722.44149750737160	-0.002	short	447.32338200
2025-10-01 16:37:00	BTCUSDT	31	buy	reversed	0.004	117925.25940	0.1698123735360	-12.18882780	814.69319605163560	0.002	long	471.70103760
2025-10-10 21:17:00	BTCUSDT	33	sell	reversed	0.004	108512.00750	0.1562572908000	-18.82650380	798.94248974820760	-0.002	short	434.04803000
2026-03-16 03:38:00	BTCUSDT	35	buy	reversed	0.005	74047.707630	0.13328587373400	68.928599740	878.11694221697360	0.003	long	370.238538150
2026-06-01 00:00:00	BTCUSDT	41	sell	closed	0.003	73624.22250	0.0773054336250	-1.270455390	1044.17680890165960	0		220.87266750

Timestamp	Symbol	Order ID	Side	Action	Size	Price	Fee	PnL	Balance	Post Size	Post Side	Cost
2024-01-03 12:09:00	ETHUSDT	3	sell	opened	0.15	2115.059470	0.1142132113800	0	971.94863875906420	-0.15	short	317.25892050
2024-01-03 12:09:00	ETHUSDT	6	buy	closed	0.15	2070.0842760	0.10867942449000	6.746279100	978.58623843457420	0		310.512641400
2024-01-10 15:39:00	ETHUSDT	9	buy	opened	0.12	2453.358375	0.1059850818000	0	950.50715046831460	0.12	long	294.40300500
2024-07-05 04:19:00	ETHUSDT	7	sell	reversed	0.22	2813.5948970	0.22283671584240	43.228382640	928.07758001397700	-0.10	short	618.990877340
2024-10-20 22:02:00	ETHUSDT	14	buy	reversed	0.19	2728.9147860	0.18665777136240	8.468011100	794.27599477271140	0.09	long	518.493809340
2025-01-13 11:32:00	ETHUSDT	18	sell	reversed	0.18	3098.91500	0.200809692000	33.300019260	921.18729894476860	-0.09	short	557.8047000
2025-07-10 21:23:00	ETHUSDT	20	buy	reversed	0.17	2879.5474890	0.17622830632680	19.743075990	755.54756314850960	0.08	long	489.523073130
2025-09-22 05:59:00	ETHUSDT	29	sell	reversed	0.13	4208.52650	0.196959040200	106.318320880	826.84607614617160	-0.05	short	547.1084450
2026-04-13 23:26:00	ETHUSDT	32	buy	reversed	0.18	2385.83475	0.154602091800	91.1345875	1093.13251066421960	0.13	long	429.4502550
2026-06-01 00:00:00	ETHUSDT	42	sell	closed	0.13	2005.6077915	0.09125515451325	-49.429504605	994.65604914214635	0		260.729012895

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
ETHUSDT	2000.00	100.00	0.01	2006.31	4012620.00	20.0631
SOLUSDT	12000.0	100.00	0.1	82.38	988560.00	8.238

Symbol	Strategy	Trades	Win Rate	Profit Factor	PnL	Fee	Volume (USDT)	Pos Avg %	Pos Max %
BTCUSDT	zigzag	17	35.29%	0.83	-48.50	3.04	8443.98	27.02%	39.34%
ETHUSDT	zigzag	8	87.50%	6.25	259.51	1.56	4344.27	27.32%	43.93%
SOLUSDT	zigzag	10	30.00%	0.45	-190.23	2.04	5677.07	29.23%	49.46%

Run Tag: run_260_of_380
Run Parameters:
settings[*].zigzag.detection=20, settings[*].zigzag.length=14
config_tester.json:
{
  "name_comment": "zz-3-1d-notp",
  "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