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

1121.88

Total PnL

121.88 (12.19%)

Total Trades (Win/Los)

30 (12/18)

Win Rate

40.00%

Max Drawdown

710.00 (47.61%)

Total Fees

6.21

Position avg (max), %

81.79 (129.79)

Profit Factor

1.21

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	-4.78%	22.11%	28.05%	-25.55%	22.62%	-15.25%	-17.11%	1.10%	-9.31%	-1.39%	39.78%	-11.68%	6.60%
2025	9.70%	-18.00%	9.09%	-5.00%	-12.12%	1.52%	0.61%	12.10%	-1.16%	-13.33%	20.57%	2.07%	-1.11%
2026	7.92%	7.81%	-0.75%	-0.56%	-7.27%	0.01%	—	—	—	—	—	—	6.49%

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	1121.88
Min balance	781.35
Max balance	1491.35

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.39
Average monthly return (arithmetic), %	1.39
Best month, %	39.78
Worst month, %	-25.55

PnL, Volume & Fees

Metric	Value
Total PnL	121.88
Total PnL, %	12.19
Gross profit	824.97
Gross loss	680.02
Trading volume (USDT)	17279.47
Total transactions (buy/sell)	34
Total fees	6.21
Funding net	-16.87
Funding accrued (received)	42.37
Funding paid	59.23

Trades

Metric	Value
Total Trades	30
Win Trades	12
Los Trades	18
Win Rate, %	40.00
Expectancy per trade	4.8318
Max consecutive wins	3
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	81.79
Position max, % of margin balance	129.79
Max Drawdown	710.00
Max Drawdown, %	47.61

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.2132
Recovery Factor (Total PnL / Max DD)	0.1717
Sharpe ratio (monthly)	0.3320
Sortino ratio (monthly)	0.5698
CAGR, %	4.88
Calmar ratio (CAGR / Max DD%)	0.1025

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

SOLUSDT 1d zigzag | PnL: -47.89 | Fee: 2.24 | Vol: 6225.10

Realized PnL by Symbol

Details

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  "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": {
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    "symbol": "SOLUSDT",
    "time_frame": "1d",
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    "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": 11,
    "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,
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  "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": {
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    "detection": 11,
    "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": 11,
    "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	8	buy	opened	3.0	107.437590	0.116032597200	0	993.28267933987150	3.0	long	322.3127700
2024-06-18 01:23:00	SOLUSDT	1	sell	reversed	5.1	137.7317770	0.2528755425720	90.88256100	990.56709057133790	-2.1	short	702.43206270
2024-07-21 15:32:00	SOLUSDT	10	buy	reversed	4.1	175.8215160	0.2595125576160	-79.98845190	1030.43928483195290	2.0	long	720.86821560
2024-08-05 01:07:00	SOLUSDT	13	sell	reversed	4.6	127.6053225	0.2113144140600	-96.43238700	934.53190664139290	-2.6	short	586.98448350
2024-10-19 23:44:00	SOLUSDT	14	buy	reversed	4.4	159.8359230	0.2531801020320	-83.79956130	833.59483466684630	1.8	long	703.27806120
2025-02-18 06:10:00	SOLUSDT	16	sell	reversed	3.3	168.2011090	0.1998229174920	15.05733480	809.86289101406490	-1.5	short	555.06365970
2025-07-18 00:45:00	SOLUSDT	19	buy	reversed	3.0	179.4327795	0.1937874018600	-16.84750575	804.50682730490210	1.5	long	538.29833850
2025-10-10 21:12:00	SOLUSDT	23	sell	reversed	2.9	190.6532480	0.1990419909120	16.83070275	869.23537784738410	-1.4	short	552.89441920
2026-05-06 09:32:00	SOLUSDT	29	buy	reversed	5.2	89.3112480	0.1671906562560	141.87880000	1187.56301981868950	3.8	long	464.41848960
2026-05-23 07:50:00	SOLUSDT	33	sell	reversed	8.5	81.3215275	0.2488438741500	-30.36093790	1154.87255274053950	-4.7	short	691.23298375
2026-06-01 00:00:00	SOLUSDT	35	buy	closed	4.7	82.4088330	0.1355625302850	-5.11033585	1149.43926323625450	0		387.32151510

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	0.008	40195.92650	0.1157642683200	0	993.30192359707150	-0.008	short	321.56741200
2024-02-12 15:10:00	BTCUSDT	7	buy	reversed	0.014	49071.569040	0.24732070796160	-71.005140320	921.93394567190990	0.006	long	687.001966560
2024-06-24 16:53:00	BTCUSDT	9	sell	reversed	0.011	60089.96115	0.2379562461540	66.110352660	1055.93746425368390	-0.005	short	660.98957265
2024-09-26 14:22:00	BTCUSDT	11	buy	reversed	0.009	65064.664665	0.21080951351460	-24.873517575	916.27977405087830	0.004	long	585.581981985
2025-02-25 07:25:00	BTCUSDT	15	sell	reversed	0.006	89068.81500	0.1923886404000	96.016601340	905.84416764566490	-0.002	short	534.41289000
2025-05-18 23:53:00	BTCUSDT	20	buy	reversed	0.004	106458.347385	0.15330002023440	-34.779064770	877.62606859393050	0.002	long	425.833389540
2025-08-22 12:32:00	BTCUSDT	21	sell	reversed	0.004	111830.84550	0.1610364175200	10.744996230	810.79186984238210	-0.002	short	447.32338200
2025-10-01 16:37:00	BTCUSDT	24	buy	reversed	0.004	117925.25940	0.1698123735360	-12.18882780	931.31902719811810	0.002	long	471.70103760
2025-10-10 21:17:00	BTCUSDT	26	sell	reversed	0.004	108512.00750	0.1562572908000	-18.82650380	850.25261675658410	-0.002	short	434.04803000
2026-04-13 22:54:00	BTCUSDT	30	buy	reversed	0.006	74666.324070	0.16127925999120	67.691366860	1047.28345339494550	0.004	long	447.997944420
2026-06-01 00:00:00	BTCUSDT	36	sell	closed	0.004	73624.22250	0.1030739115000	-4.168406280	1145.16778304475450	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	2155.645260	0.1086445211040	0	999.8913554788960	-0.14	short	301.79033640
2024-01-03 12:08:00	ETHUSDT	4	buy	closed	0.14	2196.3984705	0.10762352505450	-5.705449470	994.07828248384150	0		307.495785870
2024-01-10 15:39:00	ETHUSDT	6	buy	opened	0.13	2453.358375	0.1148171719500	0	993.96346531189150	0.13	long	318.93658875
2024-07-05 04:17:00	ETHUSDT	5	sell	reversed	0.25	2857.7894235	0.25720104811500	52.576036305	1108.48593093306890	-0.12	short	714.447355875
2024-10-20 22:02:00	ETHUSDT	12	buy	reversed	0.22	2728.9147860	0.21613005105120	15.464956500	848.81114116379510	0.10	long	600.361252920
2025-02-03 02:07:00	ETHUSDT	17	sell	reversed	0.21	2355.0054595	0.17803841273820	-37.390932650	795.90991829505690	-0.11	short	494.551146495
2025-07-10 21:23:00	ETHUSDT	18	buy	reversed	0.21	2879.5474890	0.21769379016840	-57.699623245	821.84302225076210	0.10	long	604.704972690
2025-09-22 05:59:00	ETHUSDT	22	sell	reversed	0.16	4231.4684675	0.24373258372800	135.192097850	943.47285418265410	-0.06	short	677.034954800
2025-10-06 15:22:00	ETHUSDT	25	buy	reversed	0.12	4694.5125045	0.20280294019440	-27.782642220	903.13308682392370	0.06	long	563.341500540
2025-10-10 20:59:00	ETHUSDT	27	sell	reversed	0.13	3863.6272570	0.18081775562760	-49.853114850	852.60371708829610	-0.07	short	502.271543410
2026-04-07 22:55:00	ETHUSDT	28	buy	reversed	0.19	2198.9793735	0.15041018914740	116.525351845	979.75788686393670	0.12	long	417.806080965
2026-06-01 00:00:00	ETHUSDT	37	sell	closed	0.12	2005.6077915	0.08423552724300	-23.204589840	1121.87895767751150	0		240.672934980

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	40.00%	1.45	74.72	1.91	5310.95	25.80%	45.40%
ETHUSDT	zigzag	10	40.00%	1.59	118.12	2.06	5743.41	29.12%	47.28%
SOLUSDT	zigzag	10	40.00%	0.85	-47.89	2.24	6225.10	28.35%	50.53%

Run Tag: run_311_of_380
Run Parameters:
settings[*].zigzag.detection=11, 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