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

995.94

Total PnL

-4.06 (-0.41%)

Total Trades (Win/Los)

23 (8/15)

Win Rate

34.78%

Max Drawdown

167.44 (15.42%)

Total Fees

4.58

Position avg (max), %

28.83 (42.39)

Profit Factor

1.02

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	-5.63%	2.81%	6.13%	-1.16%	-5.70%	-4.15%	-0.87%	3.25%	-3.40%	2.98%	11.02%	-1.29%	2.63%
2025	-3.40%	-2.69%	0.67%	-2.56%	3.17%	-3.03%	0.70%	0.90%	-1.11%	-2.02%	4.21%	0.64%	-4.75%
2026	-0.95%	3.73%	-2.72%	3.18%	-1.18%	0.00%	—	—	—	—	—	—	1.90%

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	995.94
Min balance	885.02
Max balance	1086.11

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.01
Average monthly return (arithmetic), %	0.05
Best month, %	11.02
Worst month, %	-5.70

PnL, Volume & Fees

Metric	Value
Total PnL	-4.06
Total PnL, %	-0.41
Gross profit	352.90
Gross loss	347.45
Trading volume (USDT)	12722.40
Total transactions (buy/sell)	24
Total fees	4.58
Funding net	-4.93
Funding accrued (received)	14.20
Funding paid	19.13

Trades

Metric	Value
Total Trades	23
Win Trades	8
Los Trades	15
Win Rate, %	34.78
Expectancy per trade	0.2369
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	28.83
Position max, % of margin balance	42.39
Max Drawdown	167.44
Max Drawdown, %	15.42

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	1.0157
Recovery Factor (Total PnL / Max DD)	-0.0242
Sharpe ratio (monthly)	0.0486
Sortino ratio (monthly)	0.0790
CAGR, %	-0.17
Calmar ratio (CAGR / Max DD%)	-0.0109

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: 5.45 | Fee: 4.58 | Vol: 12722.40

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": 9,
    "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	43864.847325	0.11053941525900	0	999.88946058474100	0.007	long	307.053931275
2024-01-03 12:08:00	BTCUSDT	2	sell	reversed	0.014	41539.855960	0.20936087403840	-16.274939555	983.33421881670260	-0.007	short	581.557983440
2024-01-04 15:14:00	BTCUSDT	3	buy	reversed	0.014	43864.847325	0.22107883051800	-16.274939555	966.87874830218460	0.007	long	614.107862550
2024-01-12 22:22:00	BTCUSDT	4	sell	reversed	0.014	41539.855960	0.20936087403840	-16.274939555	950.03953236464620	-0.007	short	581.557983440
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.013	49071.569040	0.22965494310720	-52.721991560	898.32918768203900	0.006	long	637.930397520
2024-04-12 18:33:00	BTCUSDT	6	sell	reversed	0.010	65919.91995	0.2373117118200	101.090105460	996.07692373121900	-0.004	short	659.19919950
2024-05-20 23:27:00	BTCUSDT	7	buy	reversed	0.008	71366.669595	0.20553600843360	-21.786998580	975.38894387678540	0.004	long	570.933356760
2024-06-24 09:33:00	BTCUSDT	8	sell	reversed	0.009	60545.401690	0.19616710147560	-43.285071620	930.63738971530980	-0.005	short	544.908615210
2024-09-23 03:17:00	BTCUSDT	9	buy	reversed	0.009	64470.156660	0.20888330757840	-19.623774850	914.51734477773140	0.004	long	580.231409940
2025-01-08 17:29:00	BTCUSDT	10	sell	reversed	0.007	92807.50600	0.2338749151200	113.349397360	1022.80543395661140	-0.003	short	649.65254200
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.006	102738.045735	0.22191417878760	-29.791619205	993.12800343082380	0.003	long	616.428274410
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.006	89068.81500	0.1923886404000	-41.007692205	950.36790984892380	-0.003	short	534.41289000
2025-04-02 20:14:00	BTCUSDT	13	buy	reversed	0.006	87758.604765	0.18955858629240	3.930630705	955.37188188463140	0.003	long	526.551628590
2025-04-02 22:34:00	BTCUSDT	14	sell	reversed	0.006	83107.202295	0.17951155695720	-13.954207410	941.23816291767420	-0.003	short	498.643213770
2025-04-21 05:50:00	BTCUSDT	15	buy	reversed	0.006	87758.604765	0.18955858629240	-13.954207410	927.70855594488180	0.003	long	526.551628590
2025-06-21 21:34:00	BTCUSDT	16	sell	reversed	0.006	101010.63390	0.2181829692240	39.756087405	964.68648159765780	-0.003	short	606.06380340
2025-07-02 16:05:00	BTCUSDT	17	buy	reversed	0.005	108993.634425	0.19618854196500	-23.949001575	941.01317704169280	0.002	long	544.968172125
2025-08-19 14:28:00	BTCUSDT	18	sell	reversed	0.004	114178.02370	0.1644163541280	10.368778550	949.72376042156480	-0.002	short	456.71209480
2025-10-01 08:49:00	BTCUSDT	19	buy	reversed	0.004	116134.232760	0.16723329517440	-3.912418120	946.95297547839040	0.002	long	464.536931040
2025-10-10 21:16:00	BTCUSDT	20	sell	reversed	0.004	109095.603170	0.15709766856480	-14.077259180	932.41193201082560	-0.002	short	436.382412680
2026-01-05 14:55:00	BTCUSDT	21	buy	reversed	0.005	93577.640715	0.16843975328700	31.035924910	965.54836176253860	0.003	long	467.888203575
2026-01-25 18:44:00	BTCUSDT	22	sell	reversed	0.006	86722.63645	0.1873208947320	-20.565012795	944.03735365530660	-0.003	short	520.33581870
2026-03-23 14:01:00	BTCUSDT	23	buy	reversed	0.007	71613.255870	0.18046540479240	45.328141740	990.82092678051420	0.004	long	501.292791090
2026-06-01 00:00:00	BTCUSDT	25	sell	closed	0.004	73624.22250	0.1030739115000	8.043866520	995.94450007701420	0		294.49689000

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	23	34.78%	1.02	5.45	4.58	12722.40	28.83%	42.39%

Run Tag: run_144_of_380
Run Parameters:
settings[*].zigzag.detection=4, settings[*].zigzag.length=9
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