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

983.15

Total PnL

-16.85 (-1.68%)

Total Trades (Win/Los)

40 (14/26)

Win Rate

35.00%

Max Drawdown

187.68 (17.26%)

Total Fees

8.11

Position avg (max), %

28.95 (42.50)

Profit Factor

0.99

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	-5.92%	2.82%	6.15%	-1.17%	-1.00%	1.64%	-0.12%	-2.62%	-3.87%	-0.04%	10.81%	-5.27%	0.20%
2025	-2.88%	0.78%	-1.07%	-0.94%	3.13%	-2.99%	0.15%	-1.49%	-1.13%	-2.67%	4.30%	-1.72%	-6.62%
2026	2.52%	3.76%	-1.17%	0.12%	-0.17%	0.00%	—	—	—	—	—	—	5.09%

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	983.15
Min balance	891.35
Max balance	1087.06

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.06
Average monthly return (arithmetic), %	0.00
Best month, %	10.81
Worst month, %	-5.92

PnL, Volume & Fees

Metric	Value
Total PnL	-16.85
Total PnL, %	-1.68
Gross profit	434.18
Gross loss	439.83
Trading volume (USDT)	22542.44
Total transactions (buy/sell)	41
Total fees	8.11
Funding net	-3.09
Funding accrued (received)	15.32
Funding paid	18.42

Trades

Metric	Value
Total Trades	40
Win Trades	14
Los Trades	26
Win Rate, %	35.00
Expectancy per trade	-0.1411
Max consecutive wins	4
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	28.95
Position max, % of margin balance	42.50
Max Drawdown	187.68
Max Drawdown, %	17.26

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.9872
Recovery Factor (Total PnL / Max DD)	-0.0898
Sharpe ratio (monthly)	-0.0012
Sortino ratio (monthly)	-0.0019
CAGR, %	-0.70
Calmar ratio (CAGR / Max DD%)	-0.0406

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -5.65 | Fee: 8.11 | Vol: 22542.44

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": 5,
    "detection": 3,
    "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
2024-01-01 23:27:00	BTCUSDT	1	buy	opened	0.007	44002.39545	0.1108860365340	0	999.8891139634660	0.007	long	308.01676815
2024-01-03 12:08:00	BTCUSDT	2	sell	reversed	0.014	41539.855960	0.20936087403840	-17.237776430	982.37103532042760	-0.007	short	581.557983440
2024-01-04 15:15:00	BTCUSDT	3	buy	reversed	0.014	44002.39545	0.2217720730680	-17.237776430	964.95203468835960	0.007	long	616.03353630
2024-01-12 22:22:00	BTCUSDT	4	sell	reversed	0.014	41539.855960	0.20936087403840	-17.237776430	947.14998187582120	-0.007	short	581.557983440
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.013	49071.569040	0.22965494310720	-52.721991560	895.43963719321400	0.006	long	637.930397520
2024-04-12 18:33:00	BTCUSDT	6	sell	reversed	0.010	65919.91995	0.2373117118200	101.090105460	993.18737324239400	-0.004	short	659.19919950
2024-05-15 18:57:00	BTCUSDT	7	buy	reversed	0.009	65562.93900	0.2124239223600	1.42792380	995.52758994403400	0.005	long	590.06645100
2024-06-11 08:15:00	BTCUSDT	8	sell	reversed	0.009	67256.152105	0.21790993282020	8.466065525	1002.53919013121380	-0.004	short	605.305368945
2024-07-15 22:11:00	BTCUSDT	9	buy	reversed	0.009	63867.34575	0.2069302002300	13.555225420	1017.03402548298380	0.005	long	574.80611175
2024-08-01 15:19:00	BTCUSDT	10	sell	reversed	0.010	63356.317525	0.22808274309000	-2.555141125	1013.50573897739380	-0.005	short	633.563175250
2024-08-23 14:13:00	BTCUSDT	11	buy	reversed	0.010	61971.982605	0.22309913737800	6.921674600	1021.08582297251580	0.005	long	619.719826050
2024-08-30 16:27:00	BTCUSDT	12	sell	reversed	0.010	57732.886415	0.20783839109400	-21.195480950	999.37718871142180	-0.005	short	577.328864150
2024-09-26 14:20:00	BTCUSDT	13	buy	reversed	0.010	65015.347410	0.23405525067600	-36.412304975	963.79753692574580	0.005	long	650.153474100
2024-10-09 14:03:00	BTCUSDT	14	sell	reversed	0.010	61628.42250	0.2218623210000	-16.934624550	946.08669491974580	-0.005	short	616.28422500
2024-10-14 04:01:00	BTCUSDT	15	buy	reversed	0.009	64486.56240	0.2089364621760	-14.29069950	931.78221466506980	0.004	long	580.37906160
2024-12-05 22:28:00	BTCUSDT	16	sell	reversed	0.007	91825.449840	0.23140013359680	109.355549760	1038.59819379947300	-0.003	short	642.778148880
2024-12-06 14:03:00	BTCUSDT	17	buy	reversed	0.006	99014.542965	0.21387141280440	-21.567279375	1016.84340890316860	0.003	long	594.087257790
2024-12-20 10:14:00	BTCUSDT	18	sell	reversed	0.006	93855.13920	0.2027271006720	-15.478211295	1000.58954109149660	-0.003	short	563.13083520
2025-01-17 12:41:00	BTCUSDT	19	buy	reversed	0.006	102738.045735	0.22191417878760	-26.648719605	974.80964331770900	0.003	long	616.428274410
2025-02-02 03:08:00	BTCUSDT	20	sell	reversed	0.006	100170.628005	0.21636855649080	-7.702253190	966.23315821471820	-0.003	short	601.023768030
2025-02-21 09:18:00	BTCUSDT	21	buy	reversed	0.006	98855.58735	0.2135280686760	3.945121965	970.72461257104220	0.003	long	593.13352410
2025-02-24 22:10:00	BTCUSDT	22	sell	reversed	0.006	93285.438665	0.20149654751640	-16.710446055	953.68276469302580	-0.003	short	559.712631990
2025-03-19 18:53:00	BTCUSDT	23	buy	reversed	0.006	85165.79760	0.1839581228160	24.358923195	978.65091270720980	0.003	long	510.99478560
2025-04-06 17:44:00	BTCUSDT	24	sell	reversed	0.006	81065.217240	0.17510086923840	-12.301741080	965.55737284347140	-0.003	short	486.391303440
2025-04-21 14:29:00	BTCUSDT	25	buy	reversed	0.006	88314.89940	0.1907601827040	-21.749046480	944.10892819176740	0.003	long	529.88939640
2025-06-21 21:34:00	BTCUSDT	26	sell	reversed	0.006	101010.63390	0.2181829692240	38.08720350	979.42977022204340	-0.003	short	606.06380340
2025-07-03 13:49:00	BTCUSDT	27	buy	reversed	0.005	110414.131425	0.19874543656500	-28.210492575	951.52187073497840	0.002	long	552.070657125
2025-07-25 03:04:00	BTCUSDT	28	sell	reversed	0.004	116082.35695	0.1671585940080	11.336451050	962.01760714197040	-0.002	short	464.32942780
2025-08-11 01:59:00	BTCUSDT	29	buy	reversed	0.004	119886.845715	0.17263705782960	-7.608977530	954.76990332514080	0.002	long	479.547382860
2025-08-20 01:38:00	BTCUSDT	30	sell	reversed	0.004	112538.297805	0.16205514883920	-14.697095820	939.62367466730160	-0.002	short	450.153191220
2025-10-01 15:28:00	BTCUSDT	31	buy	reversed	0.004	117458.696160	0.16914052247040	-9.840796710	930.90220290483120	0.002	long	469.834784640
2025-10-10 21:16:00	BTCUSDT	32	sell	reversed	0.004	108949.85420	0.1568877900480	-17.017683920	913.42094457578320	-0.002	short	435.79941680
2025-12-02 17:28:00	BTCUSDT	33	buy	reversed	0.005	91995.887295	0.16559259713100	33.907933810	948.62129296165220	0.003	long	459.979436475
2025-12-14 23:32:00	BTCUSDT	34	sell	reversed	0.006	87649.31200	0.1893225139200	-13.039725885	934.94990946223220	-0.003	short	525.89587200
2026-01-02 16:31:00	BTCUSDT	35	buy	reversed	0.006	90453.64770	0.1953798790320	-8.41300710	927.01745828970020	0.003	long	542.72188620
2026-01-20 15:07:00	BTCUSDT	36	sell	reversed	0.006	90036.47620	0.1944787885920	-1.25151450	924.90771433510820	-0.003	short	540.21885720
2026-03-02 15:12:00	BTCUSDT	37	buy	reversed	0.007	68209.464960	0.17188785169920	65.481033720	991.44821657390900	0.004	long	477.466254720
2026-03-27 10:37:00	BTCUSDT	38	sell	reversed	0.008	67389.105555	0.19408062399840	-3.281437620	987.02433672191060	-0.004	short	539.112844440
2026-04-07 23:20:00	BTCUSDT	39	buy	reversed	0.008	72009.994680	0.20738878467840	-18.483556500	968.74589209123220	0.004	long	576.079957440
2026-05-23 07:50:00	BTCUSDT	40	sell	reversed	0.008	74873.78500	0.2156365008000	11.455161280	978.09714656243220	-0.004	short	598.99028000
2026-06-01 00:00:00	BTCUSDT	42	buy	closed	0.004	73675.77750	0.1031460885000	4.79203000	983.15091641193220	0		294.70311000

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	40	35.00%	0.99	-5.65	8.11	22542.44	28.95%	42.50%

Run Tag: run_063_of_380
Run Parameters:
settings[*].zigzag.detection=3, settings[*].zigzag.length=5
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