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

828.91

Total PnL

-171.09 (-17.11%)

Total Trades (Win/Los)

28 (7/21)

Win Rate

25.00%

Max Drawdown

231.56 (22.93%)

Total Fees

5.09

Position avg (max), %

29.90 (44.52)

Profit Factor

0.66

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%	-4.19%	-2.61%	0.75%	-2.49%	-8.03%	-4.45%	3.41%	12.54%	-1.45%	-8.69%
2025	-3.59%	2.86%	0.72%	-0.28%	3.30%	-2.89%	0.23%	-3.83%	-2.87%	-1.51%	4.67%	-2.44%	-5.93%
2026	2.53%	4.10%	-4.97%	-3.52%	-1.37%	0.00%	—	—	—	—	—	—	-3.48%

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	828.91
Min balance	778.41
Max balance	1009.96

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.62
Average monthly return (arithmetic), %	-0.53
Best month, %	12.54
Worst month, %	-9.76

PnL, Volume & Fees

Metric	Value
Total PnL	-171.09
Total PnL, %	-17.11
Gross profit	321.02
Gross loss	483.66
Trading volume (USDT)	14140.83
Total transactions (buy/sell)	29
Total fees	5.09
Funding net	-3.36
Funding accrued (received)	14.21
Funding paid	17.57

Trades

Metric	Value
Total Trades	28
Win Trades	7
Los Trades	21
Win Rate, %	25.00
Expectancy per trade	-5.8084
Max consecutive wins	2
Max consecutive losses	5

Risk & Exposure

Metric	Value
Position avg, % of margin balance	29.90
Position max, % of margin balance	44.52
Max Drawdown	231.56
Max Drawdown, %	22.93

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.6637
Recovery Factor (Total PnL / Max DD)	-0.7388
Sharpe ratio (monthly)	-0.4157
Sortino ratio (monthly)	-0.5740
CAGR, %	-7.48
Calmar ratio (CAGR / Max DD%)	-0.3261

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -162.64 | Fee: 5.09 | Vol: 14140.83

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": 6,
    "detection": 16,
    "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	62979.049615	0.22672457861400	83.444883450	937.08934337018740	-0.004	short	629.790496150
2024-05-17 15:22:00	BTCUSDT	7	buy	reversed	0.008	67169.200995	0.19344729886560	-16.760605520	921.28297794932180	0.004	long	537.353607960
2024-06-11 15:44:00	BTCUSDT	8	sell	reversed	0.008	66010.88810	0.1901113577280	-4.633251580	915.52972698359380	-0.004	short	528.08710480
2024-07-19 16:23:00	BTCUSDT	9	buy	reversed	0.008	66576.093480	0.19173914922240	-2.260821520	914.36290064437140	0.004	long	532.608747840
2024-08-05 01:10:00	BTCUSDT	10	sell	reversed	0.009	53295.639995	0.17267787358380	-53.121813940	860.48949677278760	-0.005	short	479.660759955
2024-09-26 14:22:00	BTCUSDT	11	buy	reversed	0.009	65064.664665	0.21080951351460	-58.845123350	803.53452561927300	0.004	long	585.581981985
2025-01-09 20:20:00	BTCUSDT	12	sell	reversed	0.006	91431.687705	0.19749244544280	105.468092160	904.04127949783020	-0.002	short	548.590126230
2025-01-17 12:41:00	BTCUSDT	13	buy	reversed	0.004	102738.045735	0.14794278585840	-22.612716060	881.47927486197180	0.002	long	410.952182940
2025-02-02 22:40:00	BTCUSDT	14	sell	reversed	0.005	96416.24250	0.1735492365000	-12.643606470	868.20564908247180	-0.003	short	482.08121250
2025-04-22 01:21:00	BTCUSDT	15	buy	reversed	0.006	88771.05900	0.1917454874400	22.93555050	893.73731479503180	0.003	long	532.62635400
2025-06-22 13:43:00	BTCUSDT	16	sell	reversed	0.005	100314.87750	0.1805667795000	34.63145550	925.63609239753180	-0.002	short	501.57438750
2025-07-09 19:37:00	BTCUSDT	17	buy	reversed	0.004	110699.531280	0.15940732504320	-20.769307560	905.20874413948860	0.002	long	442.798125120
2025-08-01 00:51:00	BTCUSDT	18	sell	reversed	0.004	114669.85150	0.1651245861600	7.940640440	912.27358699932860	-0.002	short	458.67940600
2025-08-13 22:41:00	BTCUSDT	19	buy	reversed	0.004	123293.13750	0.1775421180000	-17.24657200	895.24709530232860	0.002	long	493.17255000
2025-08-22 12:32:00	BTCUSDT	20	sell	reversed	0.004	111830.84550	0.1610364175200	-22.92458400	871.88941312880860	-0.002	short	447.32338200
2025-09-18 03:07:00	BTCUSDT	21	buy	reversed	0.004	117415.581075	0.16907843674800	-11.169471150	861.36086316406060	0.002	long	469.662324300
2025-10-10 21:17:00	BTCUSDT	22	sell	reversed	0.004	108512.00750	0.1562572908000	-17.807147150	842.68367750726060	-0.002	short	434.04803000
2025-12-09 16:44:00	BTCUSDT	23	buy	reversed	0.004	94222.366290	0.13568020745760	28.579282420	872.75741470080300	0.002	long	376.889465160
2026-01-25 18:44:00	BTCUSDT	24	sell	reversed	0.005	86722.63645	0.1561007456100	-14.999459680	856.45726171619300	-0.003	short	433.61318225
2026-03-16 03:38:00	BTCUSDT	25	buy	reversed	0.006	74047.707630	0.15994304848080	38.024786460	895.74678523771220	0.003	long	444.286245780
2026-03-27 10:37:00	BTCUSDT	26	sell	reversed	0.007	67276.544965	0.16953689331180	-20.313487995	874.93887186040040	-0.004	short	470.935814755
2026-04-17 09:28:00	BTCUSDT	27	buy	reversed	0.007	76080.518865	0.19172290753980	-35.215895600	840.32388853686060	0.003	long	532.563632055
2026-05-28 03:53:00	BTCUSDT	28	sell	reversed	0.006	73210.167470	0.15813396173520	-8.611054185	830.26915231962540	-0.003	short	439.261004820
2026-06-01 00:00:00	BTCUSDT	30	buy	closed	0.003	73675.77750	0.0773595663750	-1.396830090	828.91418087975040	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%	0.66	-162.64	5.09	14140.83	29.90%	44.52%

Run Tag: run_096_of_380
Run Parameters:
settings[*].zigzag.detection=16, settings[*].zigzag.length=6
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