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

989.19

Total PnL

-10.81 (-1.08%)

Total Trades (Win/Los)

28 (11/17)

Win Rate

39.29%

Max Drawdown

238.71 (19.72%)

Total Fees

6.24

Position avg (max), %

30.47 (44.73)

Profit Factor

1.00

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	-6.50%	2.84%	6.18%	-2.06%	-1.19%	1.71%	-0.64%	2.37%	-3.19%	3.43%	12.60%	-1.46%	13.57%
2025	-3.76%	2.43%	0.58%	-4.69%	3.73%	-3.01%	0.40%	0.27%	-1.48%	-3.51%	5.70%	-2.25%	-5.98%
2026	-1.98%	3.45%	-6.07%	-2.55%	-0.16%	0.00%	—	—	—	—	—	—	-7.34%

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	989.19
Min balance	885.50
Max balance	1210.42

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.04
Average monthly return (arithmetic), %	0.04
Best month, %	12.60
Worst month, %	-6.50

PnL, Volume & Fees

Metric	Value
Total PnL	-10.81
Total PnL, %	-1.08
Gross profit	423.85
Gross loss	424.35
Trading volume (USDT)	17345.54
Total transactions (buy/sell)	29
Total fees	6.24
Funding net	-4.07
Funding accrued (received)	16.98
Funding paid	21.05

Trades

Metric	Value
Total Trades	28
Win Trades	11
Los Trades	17
Win Rate, %	39.29
Expectancy per trade	-0.0177
Max consecutive wins	3
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	30.47
Position max, % of margin balance	44.73
Max Drawdown	238.71
Max Drawdown, %	19.72

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.9988
Recovery Factor (Total PnL / Max DD)	-0.0453
Sharpe ratio (monthly)	0.0352
Sortino ratio (monthly)	0.0576
CAGR, %	-0.45
Calmar ratio (CAGR / Max DD%)	-0.0228

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -0.50 | Fee: 6.24 | Vol: 17345.54

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": 7,
    "detection": 4,
    "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 20:44:00	BTCUSDT	1	buy	opened	0.007	43889.856075	0.11060243730900	0	999.88939756269100	0.007	long	307.228992525
2024-01-03 12:09:00	BTCUSDT	2	sell	reversed	0.014	41263.55270	0.2079683056080	-18.384123625	981.22636429308300	-0.007	short	577.68973780
2024-01-04 15:15:00	BTCUSDT	3	buy	reversed	0.014	43889.856075	0.22120487461800	-18.384123625	962.66158366446500	0.007	long	614.457985050
2024-01-18 19:12:00	BTCUSDT	4	sell	reversed	0.014	41263.55270	0.2079683056080	-18.384123625	943.47205337835700	-0.007	short	577.68973780
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.013	49071.569040	0.22965494310720	-54.656114380	889.58506302874980	0.006	long	637.930397520
2024-04-12 18:35:00	BTCUSDT	6	sell	reversed	0.010	65012.937505	0.23404657501800	95.648210790	981.89416954473180	-0.004	short	650.129375050
2024-05-15 18:57:00	BTCUSDT	7	buy	reversed	0.008	65562.93900	0.1888212643200	-2.200005980	980.63005912441180	0.004	long	524.50351200
2024-06-11 08:15:00	BTCUSDT	8	sell	reversed	0.008	67256.152105	0.19369771806240	6.772852420	986.21996950234940	-0.004	short	538.049216840
2024-09-26 14:20:00	BTCUSDT	9	buy	reversed	0.009	65015.347410	0.21064972560840	8.963218780	998.51795431274100	0.005	long	585.138126690
2025-01-09 13:53:00	BTCUSDT	10	sell	reversed	0.008	91949.206510	0.26481371474880	134.669295500	1126.98882873049220	-0.003	short	735.593652080
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.006	102738.045735	0.22191417878760	-32.366517675	1094.71109814820460	0.003	long	616.428274410
2025-02-02 17:24:00	BTCUSDT	12	sell	reversed	0.006	97660.007030	0.21094561518480	-15.234116115	1078.58133130851980	-0.003	short	585.960042180
2025-04-02 20:16:00	BTCUSDT	13	buy	reversed	0.007	88314.89940	0.2225535464880	28.035322890	1108.53230819603180	0.004	long	618.20429580
2025-04-06 17:44:00	BTCUSDT	14	sell	reversed	0.008	81065.217240	0.23346782565120	-28.998728640	1079.12064867038060	-0.004	short	648.521737920
2025-04-21 14:29:00	BTCUSDT	15	buy	reversed	0.008	88314.89940	0.2543469102720	-28.998728640	1050.52272246810860	0.004	long	706.51919520
2025-06-21 21:34:00	BTCUSDT	16	sell	reversed	0.007	101010.63390	0.2545467974280	50.78293800	1097.65354233668060	-0.003	short	707.07443730
2025-07-03 13:49:00	BTCUSDT	17	buy	reversed	0.006	110414.131425	0.23849452387800	-28.210492575	1069.70589376230260	0.003	long	662.484788550
2025-08-20 01:38:00	BTCUSDT	18	sell	reversed	0.006	112538.297805	0.24308272325880	6.372499140	1073.59349341554380	-0.003	short	675.229786830
2025-10-01 15:28:00	BTCUSDT	19	buy	reversed	0.006	117458.696160	0.25371078370560	-14.761195065	1060.51128577183820	0.003	long	704.752176960
2025-10-10 21:16:00	BTCUSDT	20	sell	reversed	0.006	108949.85420	0.2353316850720	-25.526525880	1034.28939827826620	-0.003	short	653.69912520
2025-12-03 04:27:00	BTCUSDT	21	buy	reversed	0.006	93113.57835	0.2011253292360	47.50882755	1083.79644010653020	0.003	long	558.68147010
2025-12-14 23:32:00	BTCUSDT	22	sell	reversed	0.007	87649.31200	0.2208762662400	-16.39279905	1066.75275853779020	-0.004	short	613.54518400
2026-01-05 14:55:00	BTCUSDT	23	buy	reversed	0.007	93577.640715	0.23581565460180	-23.713314860	1043.83572273318840	0.003	long	655.043485005
2026-01-25 18:44:00	BTCUSDT	24	sell	reversed	0.006	86722.63645	0.1873208947320	-20.565012795	1022.32471462595640	-0.003	short	520.33581870
2026-03-13 13:55:00	BTCUSDT	25	buy	reversed	0.007	73563.638265	0.18538036842780	39.476994555	1062.96396476002860	0.004	long	514.945467855
2026-03-27 17:44:00	BTCUSDT	26	sell	reversed	0.009	65557.04700	0.2124048322800	-32.026365060	1030.17740552974860	-0.005	short	590.01342300
2026-04-13 22:54:00	BTCUSDT	27	buy	reversed	0.009	74666.324070	0.24191888998680	-45.546385350	985.18054445976180	0.004	long	671.996916630
2026-05-23 07:50:00	BTCUSDT	28	sell	reversed	0.008	74873.78500	0.2156365008000	0.829843720	984.13901438896180	-0.004	short	598.99028000
2026-06-01 00:00:00	BTCUSDT	30	buy	closed	0.004	73675.77750	0.1031460885000	4.79203000	989.19278423846180	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	28	39.29%	1.00	-0.50	6.24	17345.54	30.47%	44.73%

Run Tag: run_104_of_380
Run Parameters:
settings[*].zigzag.detection=4, settings[*].zigzag.length=7
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