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

735.40

Total PnL

-264.60 (-26.46%)

Total Trades (Win/Los)

28 (7/21)

Win Rate

25.00%

Max Drawdown

276.41 (27.37%)

Total Fees

4.85

Position avg (max), %

28.83 (44.13)

Profit Factor

0.49

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%	2.94%	6.40%	-5.11%	-2.68%	-0.11%	-3.19%	-5.25%	-4.43%	-3.80%	10.07%	-1.19%	-16.37%
2025	-3.65%	-1.18%	0.54%	-0.21%	2.51%	-2.75%	0.25%	-0.12%	-1.34%	-3.65%	5.18%	-2.70%	-7.25%
2026	1.76%	3.05%	-4.40%	-3.94%	-1.54%	0.00%	—	—	—	—	—	—	-5.18%

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	735.40
Min balance	733.55
Max balance	1009.96

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-1.02
Average monthly return (arithmetic), %	-0.94
Best month, %	10.07
Worst month, %	-9.76

PnL, Volume & Fees

Metric	Value
Total PnL	-264.60
Total PnL, %	-26.46
Gross profit	242.79
Gross loss	498.00
Trading volume (USDT)	13476.52
Total transactions (buy/sell)	29
Total fees	4.85
Funding net	-4.55
Funding accrued (received)	12.03
Funding paid	16.57

Trades

Metric	Value
Total Trades	28
Win Trades	7
Los Trades	21
Win Rate, %	25.00
Expectancy per trade	-9.1144
Max consecutive wins	2
Max consecutive losses	7

Risk & Exposure

Metric	Value
Position avg, % of margin balance	28.83
Position max, % of margin balance	44.13
Max Drawdown	276.41
Max Drawdown, %	27.37

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.4875
Recovery Factor (Total PnL / Max DD)	-0.9573
Sharpe ratio (monthly)	-0.8402
Sortino ratio (monthly)	-1.0627
CAGR, %	-11.95
Calmar ratio (CAGR / Max DD%)	-0.4367

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -255.20 | Fee: 4.85 | Vol: 13476.52

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": 18,
    "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
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.013	49071.569040	0.22965494310720	-59.638369980	857.03082078080140	0.006	long	637.930397520
2024-04-13 20:07:00	BTCUSDT	6	sell	reversed	0.010	62076.26570	0.2234745565200	78.028179960	931.67588990228140	-0.004	short	620.76265700
2024-05-17 15:22:00	BTCUSDT	7	buy	reversed	0.008	67222.419615	0.19360056849120	-20.584615660	912.04536107179020	0.004	long	537.779356920
2024-06-14 17:04:00	BTCUSDT	8	sell	reversed	0.008	65047.325465	0.18733629733920	-8.700376600	902.10656395045100	-0.004	short	520.378603720
2024-07-19 19:35:00	BTCUSDT	9	buy	reversed	0.008	67313.451465	0.19386274021920	-9.064504000	894.01273534423180	0.004	long	538.507611720
2024-08-05 00:55:00	BTCUSDT	10	sell	reversed	0.009	56237.31005	0.1822088845620	-44.304565660	848.94704874166980	-0.005	short	506.13579045
2024-09-26 14:22:00	BTCUSDT	11	buy	reversed	0.009	65064.664665	0.21080951351460	-44.136773075	806.70042786315520	0.004	long	585.581981985
2024-10-10 17:52:00	BTCUSDT	12	sell	reversed	0.008	59819.255930	0.17227945707840	-20.981634940	785.05899394207680	-0.004	short	478.554047440
2024-10-14 22:58:00	BTCUSDT	13	buy	reversed	0.007	66543.28200	0.1676890706400	-26.896104280	758.13079698543680	0.003	long	465.80297400
2025-01-09 20:20:00	BTCUSDT	14	sell	reversed	0.005	91431.687705	0.16457703786900	74.665217115	829.52588962406780	-0.002	short	457.158438525
2025-01-17 12:41:00	BTCUSDT	15	buy	reversed	0.004	102738.045735	0.14794278585840	-22.612716060	806.96388498820940	0.002	long	410.952182940
2025-02-25 00:10:00	BTCUSDT	16	sell	reversed	0.004	91134.691690	0.13123395603360	-23.206708090	782.58593445117580	-0.002	short	364.538766760
2025-04-22 01:21:00	BTCUSDT	17	buy	reversed	0.004	88771.05900	0.1278303249600	4.727265380	788.46040488821580	0.002	long	355.08423600
2025-06-22 13:43:00	BTCUSDT	18	sell	reversed	0.004	100314.87750	0.1444534236000	23.08763700	809.70218105261580	-0.002	short	401.25951000
2025-07-09 19:37:00	BTCUSDT	19	buy	reversed	0.004	110738.74500	0.1594637928000	-20.84773500	789.19634888681580	0.002	long	442.95498000
2025-08-22 12:32:00	BTCUSDT	20	sell	reversed	0.004	111830.84550	0.1610364175200	2.18420100	789.83915629829580	-0.002	short	447.32338200
2025-10-01 16:37:00	BTCUSDT	21	buy	reversed	0.004	117925.25940	0.1698123735360	-12.18882780	778.70817459775980	0.002	long	471.70103760
2025-10-10 21:17:00	BTCUSDT	22	sell	reversed	0.004	108512.00750	0.1562572908000	-18.82650380	759.42929114195980	-0.002	short	434.04803000
2025-12-09 16:44:00	BTCUSDT	23	buy	reversed	0.004	94222.366290	0.13568020745760	28.579282420	789.50302833550220	0.002	long	376.889465160
2026-01-25 18:44:00	BTCUSDT	24	sell	reversed	0.004	86722.63645	0.1248805964880	-14.999459680	773.23409550001420	-0.002	short	346.89054580
2026-03-04 08:57:00	BTCUSDT	25	buy	reversed	0.005	70961.82795	0.1277312903100	31.52161700	805.35721423770420	0.003	long	354.80913975
2026-03-27 17:44:00	BTCUSDT	26	sell	reversed	0.007	65557.04700	0.1652037584400	-16.21434285	788.31303922026420	-0.004	short	458.89932900
2026-04-17 09:28:00	BTCUSDT	27	buy	reversed	0.007	76080.518865	0.19172290753980	-42.093887460	746.80818490072440	0.003	long	532.563632055
2026-05-28 03:53:00	BTCUSDT	28	sell	reversed	0.006	73210.167470	0.15813396173520	-8.611054185	736.75344868348920	-0.003	short	439.261004820
2026-06-01 00:00:00	BTCUSDT	30	buy	closed	0.003	73675.77750	0.0773595663750	-1.396830090	735.39847724361420	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	25.00%	0.49	-255.20	4.85	13476.52	28.83%	44.13%

Run Tag: run_078_of_380
Run Parameters:
settings[*].zigzag.detection=18, 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