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

1073.28

Total PnL

73.28 (7.33%)

Total Trades (Win/Los)

26 (13/13)

Win Rate

50.00%

Max Drawdown

625.76 (43.43%)

Total Fees

5.41

Position avg (max), %

81.32 (119.11)

Profit Factor

1.19

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	-3.52%	18.47%	25.87%	-24.31%	21.62%	-9.55%	-10.52%	-6.35%	-8.98%	-1.25%	42.44%	-12.00%	13.11%
2025	10.62%	-18.39%	8.99%	-5.92%	-14.41%	1.51%	-2.30%	11.84%	-2.71%	-8.60%	18.34%	1.92%	-5.76%
2026	7.14%	7.15%	-0.65%	-3.91%	-8.08%	0.01%	—	—	—	—	—	—	0.75%

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	1073.28
Min balance	815.14
Max balance	1440.90

Monthly Performance

Metric	Value
Average monthly return (geometric), %	0.24
Average monthly return (arithmetic), %	1.15
Best month, %	42.44
Worst month, %	-24.31

PnL, Volume & Fees

Metric	Value
Total PnL	73.28
Total PnL, %	7.33
Gross profit	640.13
Gross loss	538.66
Trading volume (USDT)	15062.41
Total transactions (buy/sell)	30
Total fees	5.41
Funding net	-22.78
Funding accrued (received)	40.09
Funding paid	62.87

Trades

Metric	Value
Total Trades	26
Win Trades	13
Los Trades	13
Win Rate, %	50.00
Expectancy per trade	3.9027
Max consecutive wins	3
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	81.32
Position max, % of margin balance	119.11
Max Drawdown	625.76
Max Drawdown, %	43.43

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.1884
Recovery Factor (Total PnL / Max DD)	0.1171
Sharpe ratio (monthly)	0.2853
Sortino ratio (monthly)	0.5110
CAGR, %	2.97
Calmar ratio (CAGR / Max DD%)	0.0684

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

SOLUSDT 1d zigzag | PnL: -25.84 | Fee: 1.75 | Vol: 4884.76

Realized PnL by Symbol

Details

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  "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": ""
    }
  },
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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
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  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 18,
    "detection": 20,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": 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
}

{
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  "is_runing": true,
  "description": "",
  "tg_notification": {
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    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
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    "subaccount_name": "",
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    "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": 18,
    "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": 18,
    "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
2024-02-14 13:23:00	SOLUSDT	8	buy	opened	2.6	117.1809990	0.1096814150640	0	934.52560750009340	2.6	long	304.67059740
2024-08-05 01:10:00	SOLUSDT	1	sell	reversed	5.2	120.3978460	0.2253847677120	8.36380220	1016.79183607004560	-2.6	short	626.06879920
2024-10-20 20:40:00	SOLUSDT	12	buy	reversed	4.6	162.0667035	0.2683824609960	-108.33902950	872.58309695125560	2.0	long	745.50683610
2025-02-18 06:10:00	SOLUSDT	14	sell	reversed	3.6	168.2011090	0.2179886372640	12.26881100	841.32782322616140	-1.6	short	605.52399240
2025-07-21 05:51:00	SOLUSDT	17	buy	reversed	3.0	187.7356845	0.2027545392600	-31.25532080	818.75123266246200	1.4	long	563.20705350
2025-10-10 21:12:00	SOLUSDT	21	sell	reversed	2.7	190.6532480	0.1853149570560	4.08458890	805.91708383435000	-1.3	short	514.76376960
2026-05-08 17:30:00	SOLUSDT	24	buy	reversed	5.1	90.7517520	0.1666202166720	129.87194480	1172.11675738993120	3.8	long	462.83393520
2026-05-23 07:50:00	SOLUSDT	29	sell	reversed	8.4	81.3215275	0.2459162991600	-35.83485310	1134.25082639877120	-4.6	short	683.10083100
2026-06-01 00:00:00	SOLUSDT	31	buy	closed	4.6	82.4088330	0.1326782211300	-5.00160530	1128.91900380364120	0		379.08063180

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	1005.94338808711900	-0.008	short	321.56741200
2024-02-12 15:10:00	BTCUSDT	7	buy	reversed	0.014	49071.569040	0.24732070796160	-71.005140320	934.80826770915740	0.006	long	687.001966560
2024-07-05 02:53:00	BTCUSDT	9	sell	reversed	0.011	56485.22325	0.2236814840700	44.481925260	955.38370137202340	-0.005	short	621.33745575
2024-09-26 14:22:00	BTCUSDT	10	buy	reversed	0.010	65064.664665	0.23423279279400	-42.897207075	980.13706422225160	0.005	long	650.646646650
2025-02-25 07:25:00	BTCUSDT	13	sell	reversed	0.008	89068.81500	0.2565181872000	120.020751675	961.17414562846140	-0.003	short	712.55052000
2025-05-21 23:23:00	BTCUSDT	18	buy	reversed	0.005	109990.183095	0.19798232957100	-62.764104285	906.42145162439040	0.002	long	549.950915475
2025-08-22 12:32:00	BTCUSDT	19	sell	reversed	0.004	111830.84550	0.1610364175200	3.681324810	818.40314427694200	-0.002	short	447.32338200
2025-10-01 16:37:00	BTCUSDT	22	buy	reversed	0.004	117925.25940	0.1698123735360	-12.18882780	803.24253754140600	0.002	long	471.70103760
2025-10-10 21:17:00	BTCUSDT	23	sell	reversed	0.004	108512.00750	0.1562572908000	-18.82650380	880.75180220415160	-0.002	short	434.04803000
2026-04-17 09:28:00	BTCUSDT	26	buy	reversed	0.006	76080.518865	0.16433392074840	64.862977270	1043.79048608460320	0.004	long	456.483113190
2026-06-01 00:00:00	BTCUSDT	32	sell	closed	0.004	73624.22250	0.1030739115000	-9.825185460	1118.99074443214120	0		294.49689000

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	2116.3690115	0.11428392662100	0	999.88571607337900	-0.15	short	317.455351725
2024-01-03 12:09:00	ETHUSDT	4	buy	closed	0.15	2070.0842760	0.10867942449000	6.942710325	1006.71974697388900	0		310.512641400
2024-01-10 15:39:00	ETHUSDT	6	buy	opened	0.13	2453.358375	0.1148171719500	0	1006.60492980193900	0.13	long	318.93658875
2024-07-05 04:17:00	ETHUSDT	5	sell	reversed	0.23	2857.7894235	0.23662496426580	52.576036305	1007.72311271275760	-0.10	short	657.291567405
2024-10-20 22:02:00	ETHUSDT	11	buy	reversed	0.20	2728.9147860	0.19648186459200	12.887463750	885.27407883666360	0.10	long	545.782957200
2025-02-03 02:07:00	ETHUSDT	15	sell	reversed	0.21	2355.0054595	0.17803841273820	-37.390932650	830.45785060642540	-0.11	short	494.551146495
2025-07-10 21:23:00	ETHUSDT	16	buy	reversed	0.21	2879.5474890	0.21769379016840	-57.699623245	850.61473832772200	0.10	long	604.704972690
2025-10-10 21:12:00	ETHUSDT	20	sell	reversed	0.16	3819.9225590	0.22002753939840	94.037507000	899.73456329495160	-0.06	short	611.187609440
2026-04-13 23:26:00	ETHUSDT	25	buy	reversed	0.18	2385.83475	0.154602091800	86.045268540	979.10219074635160	0.12	long	429.4502550
2026-06-01 00:00:00	ETHUSDT	33	sell	closed	0.12	2005.6077915	0.08423552724300	-45.627235020	1073.27927388489820	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%	1.07	15.54	2.03	5647.11	27.58%	52.85%
ETHUSDT	zigzag	8	62.50%	1.79	111.77	1.63	4530.55	27.67%	47.56%
SOLUSDT	zigzag	8	50.00%	0.86	-25.84	1.75	4884.76	27.72%	47.99%

Run Tag: run_340_of_380
Run Parameters:
settings[*].zigzag.detection=20, settings[*].zigzag.length=18
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