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

1220.20

Total PnL

220.20 (22.02%)

Total Trades (Win/Los)

32 (14/18)

Win Rate

43.75%

Max Drawdown

645.88 (44.31%)

Total Fees

6.78

Position avg (max), %

81.14 (127.60)

Profit Factor

1.37

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	-7.85%	23.35%	28.03%	-25.61%	22.81%	-15.31%	-16.92%	0.42%	-9.30%	3.25%	39.83%	-11.87%	8.40%
2025	9.92%	-17.80%	9.12%	-5.95%	-13.19%	1.53%	5.32%	11.57%	-1.12%	-9.01%	18.81%	1.92%	4.63%
2026	7.36%	7.29%	-0.70%	0.71%	-6.56%	0.01%	—	—	—	—	—	—	7.66%

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	1220.20
Min balance	811.73
Max balance	1457.61

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.67
Average monthly return (arithmetic), %	1.67
Best month, %	39.83
Worst month, %	-25.61

PnL, Volume & Fees

Metric	Value
Total PnL	220.20
Total PnL, %	22.02
Gross profit	901.78
Gross loss	657.87
Trading volume (USDT)	18859.78
Total transactions (buy/sell)	36
Total fees	6.78
Funding net	-16.94
Funding accrued (received)	42.80
Funding paid	59.74

Trades

Metric	Value
Total Trades	32
Win Trades	14
Los Trades	18
Win Rate, %	43.75
Expectancy per trade	7.6221
Max consecutive wins	3
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	81.14
Position max, % of margin balance	127.60
Max Drawdown	645.88
Max Drawdown, %	44.31

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.3708
Recovery Factor (Total PnL / Max DD)	0.3409
Sharpe ratio (monthly)	0.3991
Sortino ratio (monthly)	0.6880
CAGR, %	8.59
Calmar ratio (CAGR / Max DD%)	0.1939

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

SOLUSDT 1d zigzag | PnL: 13.53 | Fee: 2.25 | Vol: 6271.90

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": 17,
    "detection": 9,
    "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": 17,
    "detection": 9,
    "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": 17,
    "detection": 9,
    "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
2024-02-09 21:40:00	SOLUSDT	9	buy	opened	2.9	107.437590	0.112164843960	0	957.87361009301670	2.9	long	311.5690110
2024-06-18 01:23:00	SOLUSDT	1	sell	reversed	4.9	137.7317770	0.2429588546280	87.85314230	961.28074454128150	-2.0	short	674.88570730
2024-07-21 15:32:00	SOLUSDT	11	buy	reversed	4.0	175.8215160	0.2531829830400	-76.17947800	1007.12428196389710	2.0	long	703.28606400
2024-08-05 01:07:00	SOLUSDT	14	sell	reversed	4.5	127.6053225	0.2067206224500	-96.43238700	911.15739268444710	-2.5	short	574.22395125
2024-10-14 03:57:00	SOLUSDT	15	buy	reversed	4.4	152.4133260	0.2414227083840	-62.02000875	831.29749936454850	1.9	long	670.61863440
2025-02-18 06:10:00	SOLUSDT	17	sell	reversed	3.4	168.2011090	0.2058781574160	29.99678770	825.59538601626410	-1.5	short	571.88377060
2025-07-18 00:45:00	SOLUSDT	20	buy	reversed	3.0	179.4327795	0.1937874018600	-16.84750575	825.59757463159510	1.5	long	538.29833850
2025-10-10 20:56:00	SOLUSDT	24	sell	reversed	2.9	197.7807525	0.2064831056100	27.52195950	932.56778565715830	-1.4	short	573.56418225
2026-05-06 08:33:00	SOLUSDT	30	buy	reversed	5.6	88.1008245	0.1776112621920	153.55189920	1274.14825054976550	4.2	long	493.36461720
2026-05-23 07:50:00	SOLUSDT	34	sell	reversed	9.2	81.3215275	0.2693368990800	-28.47304740	1243.19439494468550	-5.0	short	748.15805300
2026-06-01 00:00:00	SOLUSDT	37	buy	closed	5.0	82.4088330	0.1442154577500	-5.43652750	1213.42399985794130	0		412.04416500

Timestamp	Symbol	Order ID	Side	Action	Size	Price	Fee	PnL	Balance	Post Size	Post Side	Cost
2024-01-22 18:49:00	BTCUSDT	2	sell	opened	0.007	40195.92650	0.1012937347800	0	957.99211336247670	-0.007	short	281.37148550
2024-02-12 15:10:00	BTCUSDT	8	buy	reversed	0.013	49071.569040	0.22965494310720	-62.129497780	895.40487499890950	0.006	long	637.930397520
2024-06-24 16:53:00	BTCUSDT	10	sell	reversed	0.011	60089.96115	0.2379562461540	66.110352660	1026.63909579862750	-0.005	short	660.98957265
2024-09-26 14:22:00	BTCUSDT	12	buy	reversed	0.009	65064.664665	0.21080951351460	-24.873517575	892.62757093493250	0.004	long	585.581981985
2025-02-25 07:25:00	BTCUSDT	16	sell	reversed	0.007	89068.81500	0.2244534138000	96.016601340	921.54459787446410	-0.003	short	623.48170500
2025-05-18 23:53:00	BTCUSDT	21	buy	reversed	0.005	106458.347385	0.19162502529300	-52.168597155	876.88939211367110	0.002	long	532.291736925
2025-08-22 12:32:00	BTCUSDT	22	sell	reversed	0.004	111830.84550	0.1610364175200	10.744996230	831.88261716907510	-0.002	short	447.32338200
2025-10-01 16:37:00	BTCUSDT	25	buy	reversed	0.004	117925.25940	0.1698123735360	-12.18882780	972.31073742481110	0.002	long	471.70103760
2025-10-10 21:17:00	BTCUSDT	27	sell	reversed	0.004	108512.00750	0.1562572908000	-18.82650380	913.58502456635830	-0.002	short	434.04803000
2026-04-07 23:20:00	BTCUSDT	31	buy	reversed	0.006	72009.994680	0.15554158850880	73.004025640	1122.64851039945750	0.004	long	432.059968080
2026-06-01 00:00:00	BTCUSDT	38	sell	closed	0.004	73624.22250	0.1030739115000	6.456911280	1219.77783722644130	0		294.49689000

Timestamp	Symbol	Order ID	Side	Action	Size	Price	Fee	PnL	Balance	Post Size	Post Side	Cost
2024-01-03 12:08:00	ETHUSDT	3	sell	opened	0.14	2179.23700	0.109833544800	0	999.890166455200	-0.14	short	305.0931800
2024-01-03 12:08:00	ETHUSDT	4	buy	closed	0.14	2196.3984705	0.10762352505450	-2.402605870	997.37993706014550	0		307.495785870
2024-01-08 02:52:00	ETHUSDT	5	sell	opened	0.15	2179.23700	0.117678798000	0	997.26225826214550	-0.15	short	326.8855500
2024-01-10 15:10:00	ETHUSDT	6	buy	reversed	0.28	2435.8122360	0.24552987338880	-38.486285400	958.63918454375670	0.13	long	682.027426080
2024-07-05 04:17:00	ETHUSDT	7	sell	reversed	0.24	2857.7894235	0.24691300619040	54.857034375	1081.45908994493710	-0.11	short	685.869461640
2024-10-20 14:19:00	ETHUSDT	13	buy	reversed	0.21	2705.3165295	0.20452192963020	16.772018340	847.62980803591830	0.10	long	568.116471195
2025-02-03 02:07:00	ETHUSDT	18	sell	reversed	0.21	2355.0054595	0.17803841273820	-35.031107000	796.74891304218010	-0.11	short	494.551146495
2025-07-09 18:08:00	ETHUSDT	19	buy	reversed	0.21	2680.537860	0.2026486622160	-35.808564055	842.96945923945510	0.10	long	562.91295060
2025-09-22 05:59:00	ETHUSDT	23	sell	reversed	0.16	4231.4684675	0.24373258372800	155.093060750	984.46456440934710	-0.06	short	677.034954800
2025-10-06 14:03:00	ETHUSDT	26	buy	reversed	0.12	4645.3352985	0.20067848489520	-24.832009860	947.07755386591590	0.06	long	557.440235820
2025-10-10 19:29:00	ETHUSDT	28	sell	reversed	0.13	3959.5936570	0.18530898314760	-41.144498490	905.25230926276830	-0.07	short	514.747175410
2026-04-07 22:55:00	ETHUSDT	29	buy	reversed	0.20	2198.9793735	0.15832651489200	123.242999845	1049.80002634796630	0.13	long	439.795874700
2026-05-23 07:50:00	ETHUSDT	32	sell	reversed	0.33	2009.8063215	0.23876499099420	-24.592496760	1218.36313319369130	-0.20	short	663.236086095
2026-06-01 00:00:00	ETHUSDT	39	buy	closed	0.20	2007.0122085	0.14049085459500	0.558822600	1220.19616897184630	0		401.402441700

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	10	50.00%	1.48	82.15	1.94	5401.28	26.28%	44.59%
ETHUSDT	zigzag	12	41.67%	1.73	148.23	2.58	7186.61	28.61%	45.47%
SOLUSDT	zigzag	10	40.00%	1.05	13.53	2.25	6271.90	27.89%	49.81%

Run Tag: run_309_of_380
Run Parameters:
settings[*].zigzag.detection=9, settings[*].zigzag.length=17
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