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

983.21

Total PnL

-16.79 (-1.68%)

Total Trades (Win/Los)

29 (13/16)

Win Rate

44.83%

Max Drawdown

703.36 (50.20%)

Total Fees

5.65

Position avg (max), %

82.23 (129.96)

Profit Factor

1.02

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	-6.65%	19.00%	25.93%	-24.45%	21.91%	-9.66%	-11.04%	-5.93%	-9.08%	-1.26%	43.02%	-11.94%	10.13%
2025	-4.88%	-18.05%	9.38%	-5.37%	-14.22%	1.65%	-3.02%	11.47%	-1.70%	-3.61%	19.32%	2.09%	-12.21%
2026	7.33%	7.40%	-0.60%	-3.80%	-7.69%	0.01%	—	—	—	—	—	—	1.75%

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	983.21
Min balance	697.71
Max balance	1401.07

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.05
Average monthly return (arithmetic), %	0.85
Best month, %	43.02
Worst month, %	-24.45

PnL, Volume & Fees

Metric	Value
Total PnL	-16.79
Total PnL, %	-1.68
Gross profit	668.68
Gross loss	658.65
Trading volume (USDT)	15734.32
Total transactions (buy/sell)	33
Total fees	5.65
Funding net	-21.17
Funding accrued (received)	37.80
Funding paid	58.97

Trades

Metric	Value
Total Trades	29
Win Trades	13
Los Trades	16
Win Rate, %	44.83
Expectancy per trade	0.3458
Max consecutive wins	3
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	82.23
Position max, % of margin balance	129.96
Max Drawdown	703.36
Max Drawdown, %	50.20

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.0152
Recovery Factor (Total PnL / Max DD)	-0.0239
Sharpe ratio (monthly)	0.2113
Sortino ratio (monthly)	0.3811
CAGR, %	-0.70
Calmar ratio (CAGR / Max DD%)	-0.0139

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

SOLUSDT 1d zigzag | PnL: -140.63 | Fee: 2.01 | Vol: 5598.53

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": 16,
    "detection": 19,
    "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": 16,
    "detection": 19,
    "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": 16,
    "detection": 19,
    "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
2024-02-14 13:23:00	SOLUSDT	8	buy	opened	2.5	117.1809990	0.1054628991000	0	903.21382645403860	2.5	long	292.95249750
2024-08-05 01:10:00	SOLUSDT	1	sell	reversed	5.0	120.3978460	0.2167161228000	8.04211750	985.52471689240280	-2.5	short	601.98923000
2024-10-20 20:40:00	SOLUSDT	13	buy	reversed	4.4	162.0667035	0.2567136583440	-104.17214375	845.34554488626480	1.9	long	713.09349540
2025-01-13 12:55:00	SOLUSDT	15	sell	reversed	3.4	174.9887325	0.2141862085800	24.55185510	868.99744049309280	-1.5	short	594.96169050
2025-01-18 03:09:00	SOLUSDT	17	buy	reversed	2.7	223.2481095	0.2169971624340	-72.38906550	796.06189041815880	1.2	long	602.76989565
2025-02-18 06:10:00	SOLUSDT	18	sell	reversed	2.6	168.2011090	0.1574362380240	-66.05640060	688.92521802455080	-1.4	short	437.32288340
2025-07-21 05:51:00	SOLUSDT	20	buy	reversed	2.6	187.7356845	0.1757206006920	-27.34840570	694.57193136361480	1.2	long	488.11277970
2025-10-10 21:12:00	SOLUSDT	24	sell	reversed	2.5	190.6532480	0.1715879232000	3.50107620	790.07362110565880	-1.3	short	476.63312000
2026-05-08 17:30:00	SOLUSDT	28	buy	reversed	4.7	90.7517520	0.1535519643840	129.87194480	1067.29330611001780	3.4	long	426.53323440
2026-05-23 07:50:00	SOLUSDT	32	sell	reversed	7.6	81.3215275	0.2224956992400	-32.06276330	1033.53087554027780	-4.2	short	618.04360900
2026-06-01 00:00:00	SOLUSDT	34	buy	closed	4.2	82.4088330	0.1211409845100	-4.56668310	1028.74605187226780	0		346.11709860

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
2024-01-22 18:49:00	BTCUSDT	4	sell	reversed	0.015	40195.92650	0.2170580031000	-30.054775555	974.62738852510020	-0.008	short	602.93889750
2024-02-12 15:10:00	BTCUSDT	9	buy	reversed	0.014	49071.569040	0.24732070796160	-71.005140320	903.49226814713860	0.006	long	687.001966560
2024-07-05 02:53:00	BTCUSDT	10	sell	reversed	0.011	56485.22325	0.2236814840700	44.481925260	924.36290919446860	-0.005	short	621.33745575
2024-09-26 14:22:00	BTCUSDT	11	buy	reversed	0.010	65064.664665	0.23423279279400	-42.897207075	948.77001912460880	0.005	long	650.646646650
2025-02-25 07:25:00	BTCUSDT	14	sell	reversed	0.007	89068.81500	0.2244534138000	120.020751675	808.74618089825080	-0.002	short	623.48170500
2025-05-21 23:23:00	BTCUSDT	21	buy	reversed	0.004	109990.183095	0.15838586365680	-41.842736190	773.36790112959400	0.002	long	439.960732380
2025-08-22 12:32:00	BTCUSDT	22	sell	reversed	0.004	111830.84550	0.1610364175200	3.681324810	694.73002706209480	-0.002	short	447.32338200
2025-10-01 16:37:00	BTCUSDT	25	buy	reversed	0.004	117925.25940	0.1698123735360	-12.18882780	787.09893382135880	0.002	long	471.70103760
2025-10-10 21:17:00	BTCUSDT	27	sell	reversed	0.004	108512.00750	0.1562572908000	-18.82650380	771.09086001485880	-0.002	short	434.04803000
2026-04-17 09:28:00	BTCUSDT	29	buy	reversed	0.005	76080.518865	0.13694493395700	64.862977270	938.59587527240180	0.003	long	380.402594325
2026-06-01 00:00:00	BTCUSDT	35	sell	closed	0.003	73624.22250	0.0773054336250	-7.368889095	1021.29985734364280	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	999.71666759564020	-0.15	short	317.25892050
2024-01-03 12:09:00	ETHUSDT	5	buy	closed	0.15	2070.0842760	0.10867942449000	6.746279100	1006.35426727115020	0		310.512641400
2024-01-10 15:39:00	ETHUSDT	7	buy	opened	0.13	2453.358375	0.1148171719500	0	1005.94531289570020	0.13	long	318.93658875
2024-07-05 04:17:00	ETHUSDT	6	sell	reversed	0.23	2857.7894235	0.23662496426580	52.576036305	976.70232053520280	-0.10	short	657.291567405
2024-10-20 22:02:00	ETHUSDT	12	buy	reversed	0.20	2728.9147860	0.19648186459200	12.887463750	858.03652677167280	0.10	long	545.782957200
2025-02-03 02:07:00	ETHUSDT	16	sell	reversed	0.20	2355.0054595	0.16956039308400	-37.390932650	756.05524147507480	-0.10	short	471.001091900
2025-07-10 21:23:00	ETHUSDT	19	buy	reversed	0.18	2879.5474890	0.18659467728720	-52.454202950	722.45809224930680	0.08	long	518.318548020
2025-09-22 05:59:00	ETHUSDT	23	sell	reversed	0.13	4208.52650	0.196959040200	106.318320880	799.22457150089480	-0.05	short	547.1084450
2026-04-13 23:26:00	ETHUSDT	26	buy	reversed	0.15	2385.83475	0.128835076500	91.1345875	873.85697551035880	0.10	long	357.8752125
2026-06-01 00:00:00	ETHUSDT	36	sell	closed	0.10	2005.6077915	0.07019627270250	-38.022695850	983.20696522094030	0		200.560779150

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	11	36.36%	1.04	8.86	2.12	5891.14	28.75%	62.50%
ETHUSDT	zigzag	8	62.50%	2.11	141.79	1.52	4244.65	27.57%	45.40%
SOLUSDT	zigzag	10	40.00%	0.54	-140.63	2.01	5598.53	27.67%	47.61%

Run Tag: run_299_of_380
Run Parameters:
settings[*].zigzag.detection=19, settings[*].zigzag.length=16
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