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

867.83

Total PnL

-132.17 (-13.22%)

Total Trades (Win/Los)

28 (9/19)

Win Rate

32.14%

Max Drawdown

237.91 (22.21%)

Total Fees

5.22

Position avg (max), %

29.13 (43.14)

Profit Factor

0.73

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	-9.76%	10.35%	5.97%	-6.05%	-2.53%	-0.53%	-0.72%	-6.76%	-0.30%	-3.66%	12.08%	-2.25%	-6.38%
2025	-2.12%	-1.56%	0.72%	-0.28%	3.32%	-2.90%	0.94%	-0.11%	-2.76%	-1.45%	4.47%	0.67%	-1.34%
2026	-1.09%	3.95%	-4.79%	-3.39%	-0.64%	0.00%	—	—	—	—	—	—	-6.03%

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	867.83
Min balance	833.22
Max balance	1071.14

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.47
Average monthly return (arithmetic), %	-0.37
Best month, %	12.08
Worst month, %	-9.76

PnL, Volume & Fees

Metric	Value
Total PnL	-132.17
Total PnL, %	-13.22
Gross profit	329.53
Gross loss	449.32
Trading volume (USDT)	14504.07
Total transactions (buy/sell)	29
Total fees	5.22
Funding net	-7.15
Funding accrued (received)	12.48
Funding paid	19.63

Trades

Metric	Value
Total Trades	28
Win Trades	9
Los Trades	19
Win Rate, %	32.14
Expectancy per trade	-4.2784
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	29.13
Position max, % of margin balance	43.14
Max Drawdown	237.91
Max Drawdown, %	22.21

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.7334
Recovery Factor (Total PnL / Max DD)	-0.5555
Sharpe ratio (monthly)	-0.2896
Sortino ratio (monthly)	-0.4351
CAGR, %	-5.70
Calmar ratio (CAGR / Max DD%)	-0.2567

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -119.80 | Fee: 5.22 | Vol: 14504.07

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": 4,
    "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
2024-01-02 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	40551.80190	0.2043810815760	-27.563647755	972.06285197044420	-0.007	short	567.72522660
2024-01-04 19:31:00	BTCUSDT	3	buy	reversed	0.014	44489.465865	0.22422690795960	-27.563647755	944.32943179848460	0.007	long	622.852522110
2024-01-19 16:23:00	BTCUSDT	4	sell	reversed	0.014	40551.80190	0.2043810815760	-27.563647755	915.93896897840860	-0.007	short	567.72522660
2024-02-07 20:16:00	BTCUSDT	5	buy	reversed	0.013	43906.161780	0.20548083713040	-23.480519160	893.00643452277820	0.006	long	570.780103140
2024-04-13 20:08:00	BTCUSDT	6	sell	reversed	0.010	60739.933580	0.21866376088800	101.002630800	990.45384140789020	-0.004	short	607.399335800
2024-05-17 15:22:00	BTCUSDT	7	buy	reversed	0.008	67222.419615	0.19360056849120	-25.929944140	965.47798409739900	0.004	long	537.779356920
2024-06-18 01:45:00	BTCUSDT	8	sell	reversed	0.008	64557.796860	0.18592645495680	-10.658491020	953.46330594644220	-0.004	short	516.462374880
2024-07-15 22:11:00	BTCUSDT	9	buy	reversed	0.008	64506.669435	0.18577920797280	0.204509700	954.38820392246940	0.004	long	516.053355480
2024-08-05 01:10:00	BTCUSDT	10	sell	reversed	0.009	54209.320095	0.17563819710780	-41.189397360	912.30506210936160	-0.005	short	487.883880855
2024-09-17 15:15:00	BTCUSDT	11	buy	reversed	0.009	61170.102045	0.19819113062580	-34.803909750	879.02255302373580	0.004	long	550.530918405
2024-10-10 18:08:00	BTCUSDT	12	sell	reversed	0.008	59105.505830	0.17022385679040	-8.258384860	869.80132885094540	-0.004	short	472.844046640
2024-10-14 22:58:00	BTCUSDT	13	buy	reversed	0.008	66543.28200	0.1916446521600	-29.751104680	839.99417591278540	0.004	long	532.34625600
2024-12-30 14:35:00	BTCUSDT	14	sell	reversed	0.006	92197.71950	0.1991470741200	102.61775000	938.81064335466540	-0.002	short	553.18631700
2025-01-17 12:41:00	BTCUSDT	15	buy	reversed	0.005	102738.045735	0.18492848232300	-21.080652470	918.01301382934240	0.003	long	513.690228675
2025-02-25 00:10:00	BTCUSDT	16	sell	reversed	0.006	91134.691690	0.19685093405040	-34.810062135	881.44608802379200	-0.003	short	546.808150140
2025-04-22 01:21:00	BTCUSDT	17	buy	reversed	0.006	88771.05900	0.1917454874400	7.090898070	890.25779367935200	0.003	long	532.62635400
2025-06-22 13:43:00	BTCUSDT	18	sell	reversed	0.005	100314.87750	0.1805667795000	34.63145550	922.15657128185200	-0.002	short	501.57438750
2025-07-02 16:05:00	BTCUSDT	19	buy	reversed	0.004	108993.634425	0.15695083357200	-17.357513850	904.93827932728000	0.002	long	435.974537700
2025-08-22 12:32:00	BTCUSDT	20	sell	reversed	0.004	111830.84550	0.1610364175200	5.674422150	908.86611399076000	-0.002	short	447.32338200
2025-09-18 03:07:00	BTCUSDT	21	buy	reversed	0.004	117415.581075	0.16907843674800	-11.169471150	898.33756402601200	0.002	long	469.662324300
2025-10-10 21:17:00	BTCUSDT	22	sell	reversed	0.004	108512.00750	0.1562572908000	-17.807147150	879.66037836921200	-0.002	short	434.04803000
2026-01-05 14:55:00	BTCUSDT	23	buy	reversed	0.005	93577.640715	0.16843975328700	29.868733570	911.62961678092500	0.003	long	467.888203575
2026-01-25 19:20:00	BTCUSDT	24	sell	reversed	0.006	86588.283490	0.18703069233840	-20.968071675	889.71583999608660	-0.003	short	519.529700940
2026-03-04 08:57:00	BTCUSDT	25	buy	reversed	0.007	70961.82795	0.1788238064340	46.879366620	937.51023235165260	0.004	long	496.73279565
2026-03-27 17:44:00	BTCUSDT	26	sell	reversed	0.008	65557.04700	0.1888042953600	-21.61912380	914.81613304429260	-0.004	short	524.45637600
2026-04-17 09:28:00	BTCUSDT	27	buy	reversed	0.007	76080.518865	0.19172290753980	-42.093887460	873.31127872475280	0.003	long	532.563632055
2026-05-27 23:25:00	BTCUSDT	28	sell	reversed	0.006	74195.422510	0.16026211262160	-5.655289065	866.22023454663120	-0.003	short	445.172535060
2026-06-01 00:00:00	BTCUSDT	30	buy	closed	0.003	73675.77750	0.0773595663750	1.558935030	867.83108329675620	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	28	32.14%	0.73	-119.80	5.22	14504.07	29.13%	43.14%

Run Tag: run_059_of_380
Run Parameters:
settings[*].zigzag.detection=19, settings[*].zigzag.length=4
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