hb/tester/1

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

Pairs

Initial Balance

1000.00

Final Balance

890.40

Total PnL

-109.60 (-10.96%)

Total Trades (Win/Los)

30 (11/19)

Win Rate

36.67%

Max Drawdown

210.07 (20.11%)

Total Fees

5.72

Position avg (max), %

29.32 (42.42)

Profit Factor

0.80

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	-12.39%	10.66%	6.13%	-4.91%	-1.22%	0.95%	-0.72%	-7.06%	-5.30%	3.18%	11.73%	-2.33%	-4.00%
2025	-3.03%	-1.53%	0.71%	-0.16%	3.26%	-2.21%	0.31%	-0.11%	-4.17%	-3.21%	4.54%	0.68%	-5.17%
2026	-0.27%	3.97%	-4.81%	-1.43%	0.54%	0.00%	—	—	—	—	—	—	-2.18%

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	1

Balance & Equity

Metric	Value
Initial balance	1000.00
Final balance	890.40
Min balance	834.78
Max balance	1044.85

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.39
Average monthly return (arithmetic), %	-0.27
Best month, %	11.73
Worst month, %	-12.39

PnL, Volume & Fees

Metric	Value
Total PnL	-109.60
Total PnL, %	-10.96
Gross profit	379.10
Gross loss	476.61
Trading volume (USDT)	15903.67
Total transactions (buy/sell)	31
Total fees	5.72
Funding net	-6.37
Funding accrued (received)	13.02
Funding paid	19.39

Trades

Metric	Value
Total Trades	30
Win Trades	11
Los Trades	19
Win Rate, %	36.67
Expectancy per trade	-3.2502
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	29.32
Position max, % of margin balance	42.42
Max Drawdown	210.07
Max Drawdown, %	20.11

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.7954
Recovery Factor (Total PnL / Max DD)	-0.5217
Sharpe ratio (monthly)	-0.1989
Sortino ratio (monthly)	-0.2841
CAGR, %	-4.69
Calmar ratio (CAGR / Max DD%)	-0.2334

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -97.51 | Fee: 5.72 | Vol: 15903.67

Realized PnL by Symbol

Details

{
  "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": 2,
    "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
2024-01-02 00:06:00	BTCUSDT	1	buy	opened	0.007	44489.465865	0.11211345397980	0	999.88788654602020	0.007	long	311.426261055
2024-01-03 12:09:00	BTCUSDT	2	sell	reversed	0.014	40496.721185	0.20410347477240	-27.949212760	971.67756457224780	-0.007	short	566.954096590
2024-01-08 18:03:00	BTCUSDT	3	buy	reversed	0.014	45962.581275	0.23165140962600	-38.261020630	933.40576883162180	0.007	long	643.476137850
2024-01-22 18:49:00	BTCUSDT	4	sell	reversed	0.014	40195.92650	0.2025874695600	-40.366583425	892.26302366656180	-0.007	short	562.74297100
2024-02-07 20:16:00	BTCUSDT	5	buy	reversed	0.013	43906.161780	0.20548083713040	-25.971646960	866.72179931593140	0.006	long	570.780103140
2024-04-13 20:07:00	BTCUSDT	6	sell	reversed	0.010	62076.26570	0.2234745565200	109.020623520	972.18238812541140	-0.004	short	620.76265700
2024-05-15 18:57:00	BTCUSDT	7	buy	reversed	0.008	65562.93900	0.1888212643200	-13.94669320	959.13520476309140	0.004	long	524.50351200
2024-06-11 15:40:00	BTCUSDT	8	sell	reversed	0.008	66287.891115	0.19090912641120	2.899808460	960.85485977268020	-0.004	short	530.303128920
2024-07-15 22:11:00	BTCUSDT	9	buy	reversed	0.008	64521.474615	0.18582184689120	7.065666000	968.88124405778900	0.004	long	516.171796920
2024-08-04 17:43:00	BTCUSDT	10	sell	reversed	0.009	57691.001080	0.18691884349920	-27.321894140	940.66479696628980	-0.005	short	519.219009720
2024-08-23 17:47:00	BTCUSDT	11	buy	reversed	0.009	62765.060085	0.20335879467540	-25.370295025	915.84699419661440	0.004	long	564.885540765
2024-09-04 01:03:00	BTCUSDT	12	sell	reversed	0.009	56032.481765	0.18154524091860	-26.930313280	888.36524186769580	-0.005	short	504.292335885
2024-09-19 13:14:00	BTCUSDT	13	buy	reversed	0.009	63225.321120	0.20485004042880	-35.964196775	852.79274605726700	0.004	long	569.027890080
2024-12-30 14:35:00	BTCUSDT	14	sell	reversed	0.007	92197.71950	0.2323382531400	115.889593520	963.98532385812700	-0.003	short	645.38403650
2025-01-17 12:41:00	BTCUSDT	15	buy	reversed	0.006	102778.359840	0.22200125725440	-31.741921020	932.72332872137260	0.003	long	616.670159040
2025-02-25 00:10:00	BTCUSDT	16	sell	reversed	0.006	91134.691690	0.19685093405040	-34.931004450	896.03546060082220	-0.003	short	546.808150140
2025-04-22 01:20:00	BTCUSDT	17	buy	reversed	0.006	88591.096035	0.19135676743560	7.630786965	905.38744387138660	0.003	long	531.546576210
2025-06-05 20:13:00	BTCUSDT	18	sell	reversed	0.005	101297.53345	0.1823355602100	38.119312245	941.48556718267660	-0.002	short	506.48766725
2025-07-03 13:49:00	BTCUSDT	19	buy	reversed	0.004	110414.131425	0.15899634925200	-18.233195950	923.88468808442460	0.002	long	441.656525700
2025-08-22 12:32:00	BTCUSDT	20	sell	reversed	0.004	111830.84550	0.1610364175200	2.833428150	924.99116405690460	-0.002	short	447.32338200
2025-09-15 06:09:00	BTCUSDT	21	buy	reversed	0.004	116640.81000	0.1679627664000	-9.61992900	915.91934331350460	0.002	long	466.56324000
2025-09-25 17:21:00	BTCUSDT	22	sell	reversed	0.004	109849.53920	0.1581833364480	-13.58254160	901.84785651505660	-0.002	short	439.39815680
2025-10-01 16:37:00	BTCUSDT	23	buy	reversed	0.004	117925.25940	0.1698123735360	-16.15144040	885.70742932952060	0.002	long	471.70103760
2025-10-10 21:17:00	BTCUSDT	24	sell	reversed	0.004	108512.00750	0.1562572908000	-18.82650380	866.42854587372060	-0.002	short	434.04803000
2026-01-05 01:07:00	BTCUSDT	25	buy	reversed	0.005	92762.45550	0.1669724199000	31.49910400	900.02129284582060	0.003	long	463.81227750
2026-01-25 18:44:00	BTCUSDT	26	sell	reversed	0.006	87181.47580	0.1883119877280	-16.74293910	882.31887353609260	-0.003	short	523.08885480
2026-03-04 08:57:00	BTCUSDT	27	buy	reversed	0.007	70961.82795	0.1788238064340	48.65894355	931.89284282165860	0.004	long	496.73279565
2026-03-27 17:44:00	BTCUSDT	28	sell	reversed	0.008	65557.04700	0.1888042953600	-21.61912380	909.19874351429860	-0.004	short	524.45637600
2026-04-13 22:14:00	BTCUSDT	29	buy	reversed	0.008	73825.83000	0.2126183904000	-33.07513200	876.54414765989860	0.004	long	590.60664000
2026-05-22 19:30:00	BTCUSDT	30	sell	reversed	0.007	75973.300035	0.19145271608820	8.589880140	883.30042322181040	-0.003	short	531.813100245
2026-06-01 00:00:00	BTCUSDT	32	buy	closed	0.003	73675.77750	0.0773595663750	6.892567605	890.39948478493540	0		221.02733250

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

Symbol	Strategy	Trades	Win Rate	Profit Factor	PnL	Fee	Volume (USDT)	Pos Avg %	Pos Max %
BTCUSDT	zigzag	30	36.67%	0.80	-97.51	5.72	15903.67	29.32%	42.42%

Run Tag: run_020_of_380
Run Parameters:
settings[*].zigzag.detection=20, settings[*].zigzag.length=2
config_tester.json:
{
  "name_comment": "zz-btc-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