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

781.32

Total PnL

-218.68 (-21.87%)

Total Trades (Win/Los)

25 (7/18)

Win Rate

28.00%

Max Drawdown

274.32 (27.16%)

Total Fees

4.56

Position avg (max), %

30.99 (46.57)

Profit Factor

0.58

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	-9.91%	2.95%	6.41%	-6.47%	-2.72%	-0.57%	-3.30%	-8.43%	-4.69%	3.60%	13.22%	-1.52%	-12.97%
2025	-3.76%	-0.32%	0.78%	-0.30%	3.58%	-3.13%	0.23%	-0.12%	-3.06%	-1.58%	4.88%	0.73%	-2.41%
2026	-0.80%	4.28%	-6.56%	-3.73%	-1.13%	0.00%	—	—	—	—	—	—	-8.00%

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	781.32
Min balance	735.64
Max balance	1009.96

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.82
Average monthly return (arithmetic), %	-0.71
Best month, %	13.22
Worst month, %	-9.91

PnL, Volume & Fees

Metric	Value
Total PnL	-218.68
Total PnL, %	-21.87
Gross profit	284.86
Gross loss	493.92
Trading volume (USDT)	12683.76
Total transactions (buy/sell)	26
Total fees	4.56
Funding net	-5.06
Funding accrued (received)	13.21
Funding paid	18.27

Trades

Metric	Value
Total Trades	25
Win Trades	7
Los Trades	18
Win Rate, %	28.00
Expectancy per trade	-8.3621
Max consecutive wins	2
Max consecutive losses	5

Risk & Exposure

Metric	Value
Position avg, % of margin balance	30.99
Position max, % of margin balance	46.57
Max Drawdown	274.32
Max Drawdown, %	27.16

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.5767
Recovery Factor (Total PnL / Max DD)	-0.7972
Sharpe ratio (monthly)	-0.5414
Sortino ratio (monthly)	-0.7260
CAGR, %	-9.71
Calmar ratio (CAGR / Max DD%)	-0.3576

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -209.05 | Fee: 4.56 | Vol: 12683.76

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": 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
2024-01-04 19:31:00	BTCUSDT	3	buy	reversed	0.014	44489.465865	0.22422690795960	-27.949212760	943.55857939528820	0.007	long	622.852522110
2024-01-19 16:30:00	BTCUSDT	4	sell	reversed	0.014	40496.721185	0.20410347477240	-27.949212760	914.78282917701580	-0.007	short	566.954096590
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.013	49071.569040	0.22965494310720	-60.023934985	855.48911597440860	0.006	long	637.930397520
2024-04-13 20:08:00	BTCUSDT	6	sell	reversed	0.010	60739.933580	0.21866376088800	70.010187240	922.12100317152060	-0.004	short	607.399335800
2024-05-17 15:22:00	BTCUSDT	7	buy	reversed	0.008	67222.419615	0.19360056849120	-25.929944140	897.14514586102940	0.004	long	537.779356920
2024-06-18 01:45:00	BTCUSDT	8	sell	reversed	0.008	64557.796860	0.18592645495680	-10.658491020	885.13046771007260	-0.004	short	516.462374880
2024-07-19 19:35:00	BTCUSDT	9	buy	reversed	0.008	67364.56935	0.1940099597280	-11.227089960	874.75472947234460	0.004	long	538.91655480
2024-08-05 01:10:00	BTCUSDT	10	sell	reversed	0.009	53295.639995	0.17267787358380	-56.275717420	817.72742212076080	-0.005	short	479.660759955
2024-09-26 14:22:00	BTCUSDT	11	buy	reversed	0.009	65064.664665	0.21080951351460	-58.845123350	760.77245096724620	0.004	long	585.581981985
2025-01-09 20:20:00	BTCUSDT	12	sell	reversed	0.006	91431.687705	0.19749244544280	105.468092160	861.27920484580340	-0.002	short	548.590126230
2025-01-17 12:41:00	BTCUSDT	13	buy	reversed	0.004	102738.045735	0.14794278585840	-22.612716060	838.71720020994500	0.002	long	410.952182940
2025-02-25 00:10:00	BTCUSDT	14	sell	reversed	0.005	91134.691690	0.16404244504200	-23.206708090	814.30644118390300	-0.003	short	455.673458450
2025-04-22 01:21:00	BTCUSDT	15	buy	reversed	0.006	88771.05900	0.1917454874400	7.090898070	823.11814683946300	0.003	long	532.62635400
2025-06-22 13:43:00	BTCUSDT	16	sell	reversed	0.005	100314.87750	0.1805667795000	34.63145550	855.01692444196300	-0.002	short	501.57438750
2025-07-09 19:37:00	BTCUSDT	17	buy	reversed	0.004	110738.74500	0.1594637928000	-20.84773500	834.51109227616300	0.002	long	442.95498000
2025-08-22 12:32:00	BTCUSDT	18	sell	reversed	0.004	111830.84550	0.1610364175200	2.18420100	835.15389968764300	-0.002	short	447.32338200
2025-09-18 03:14:00	BTCUSDT	19	buy	reversed	0.004	117550.728360	0.16927304883840	-11.439765720	824.35486054080460	0.002	long	470.202913440
2025-10-10 21:17:00	BTCUSDT	20	sell	reversed	0.004	108512.00750	0.1562572908000	-18.077441720	805.40738031400460	-0.002	short	434.04803000
2026-01-05 20:25:00	BTCUSDT	21	buy	reversed	0.004	94583.09250	0.1361996532000	27.85783000	835.40640575180460	0.002	long	378.33237000
2026-01-25 19:20:00	BTCUSDT	22	sell	reversed	0.005	86588.283490	0.15585891028200	-15.989618020	818.76359637252260	-0.003	short	432.941417450
2026-03-16 03:38:00	BTCUSDT	23	buy	reversed	0.006	74047.707630	0.15994304848080	37.621727580	857.65006101404180	0.003	long	444.286245780
2026-03-27 17:44:00	BTCUSDT	24	sell	reversed	0.007	65557.04700	0.1652037584400	-25.471981890	831.67907752460180	-0.004	short	458.89932900
2026-04-17 09:28:00	BTCUSDT	25	buy	reversed	0.007	76080.518865	0.19172290753980	-42.093887460	790.17422320506200	0.003	long	532.563632055
2026-06-01 00:00:00	BTCUSDT	27	sell	closed	0.003	73624.22250	0.0773054336250	-7.368889095	781.32326238943700	0		220.87266750

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	25	28.00%	0.58	-209.05	4.56	12683.76	30.99%	46.57%

Run Tag: run_100_of_380
Run Parameters:
settings[*].zigzag.detection=20, 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