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

933.34

Total PnL

-66.66 (-6.67%)

Total Trades (Win/Los)

23 (7/16)

Win Rate

30.43%

Max Drawdown

251.13 (21.87%)

Total Fees

4.63

Position avg (max), %

28.18 (42.84)

Profit Factor

0.84

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	-6.74%	2.85%	6.20%	-2.69%	-2.67%	2.10%	-0.65%	2.42%	-3.07%	2.79%	10.34%	-1.22%	8.84%
2025	-3.76%	-2.55%	0.63%	-5.25%	3.09%	-3.37%	1.32%	-0.15%	-1.09%	-2.96%	4.17%	-2.76%	-12.38%
2026	-2.23%	3.87%	-0.31%	-2.38%	-0.95%	0.00%	—	—	—	—	—	—	-2.11%

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	933.34
Min balance	883.14
Max balance	1148.13

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.23
Average monthly return (arithmetic), %	-0.17
Best month, %	10.34
Worst month, %	-6.74

PnL, Volume & Fees

Metric	Value
Total PnL	-66.66
Total PnL, %	-6.67
Gross profit	307.71
Gross loss	367.44
Trading volume (USDT)	12880.65
Total transactions (buy/sell)	24
Total fees	4.63
Funding net	-2.30
Funding accrued (received)	15.43
Funding paid	17.72

Trades

Metric	Value
Total Trades	23
Win Trades	7
Los Trades	16
Win Rate, %	30.43
Expectancy per trade	-2.5969
Max consecutive wins	1
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	28.18
Position max, % of margin balance	42.84
Max Drawdown	251.13
Max Drawdown, %	21.87

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.8374
Recovery Factor (Total PnL / Max DD)	-0.2654
Sharpe ratio (monthly)	-0.1644
Sortino ratio (monthly)	-0.2515
CAGR, %	-2.82
Calmar ratio (CAGR / Max DD%)	-0.1288

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -59.73 | Fee: 4.63 | Vol: 12880.65

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": 10,
    "detection": 6,
    "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 23:27:00	BTCUSDT	1	buy	opened	0.007	44002.39545	0.1108860365340	0	999.8891139634660	0.007	long	308.01676815
2024-01-03 12:09:00	BTCUSDT	2	sell	reversed	0.014	41263.55270	0.2079683056080	-19.17189925	980.4383050688580	-0.007	short	577.68973780
2024-01-04 15:15:00	BTCUSDT	3	buy	reversed	0.014	44002.39545	0.2217720730680	-19.17189925	961.0851816167900	0.007	long	616.03353630
2024-01-18 19:12:00	BTCUSDT	4	sell	reversed	0.014	41263.55270	0.2079683056080	-19.17189925	941.1078757056820	-0.007	short	577.68973780
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.013	49071.569040	0.22965494310720	-54.656114380	887.22088535607480	0.006	long	637.930397520
2024-04-13 19:56:00	BTCUSDT	6	sell	reversed	0.010	64383.45790	0.2317804484400	91.871333160	975.70080178563480	-0.004	short	643.83457900
2024-09-26 14:20:00	BTCUSDT	7	buy	reversed	0.008	65015.347410	0.18724420054080	-2.527558040	978.60899072709400	0.004	long	520.122779280
2025-01-09 13:53:00	BTCUSDT	8	sell	reversed	0.007	91949.206510	0.23171200040520	107.735436400	1081.36582923268880	-0.003	short	643.644445570
2025-01-17 12:41:00	BTCUSDT	9	buy	reversed	0.006	102738.045735	0.22191417878760	-32.366517675	1049.08809865040120	0.003	long	616.428274410
2025-02-25 07:25:00	BTCUSDT	10	sell	reversed	0.006	89068.81500	0.1923886404000	-41.007692205	1006.32800506850120	-0.003	short	534.41289000
2025-04-02 20:16:00	BTCUSDT	11	buy	reversed	0.006	88530.97500	0.1912269060000	1.61352000	1009.01319807950120	0.003	long	531.18585000
2025-04-06 17:44:00	BTCUSDT	12	sell	reversed	0.007	81065.217240	0.20428434744480	-22.397273280	986.27704315705640	-0.004	short	567.456520680
2025-04-22 01:19:00	BTCUSDT	13	buy	reversed	0.007	88530.97500	0.2230980570000	-29.863031040	956.87765520805640	0.003	long	619.71682500
2025-06-22 13:43:00	BTCUSDT	14	sell	reversed	0.006	100314.87750	0.2166801354000	35.35170750	989.46057145465640	-0.003	short	601.88926500
2025-07-02 16:05:00	BTCUSDT	15	buy	reversed	0.006	108993.634425	0.23542625035800	-26.036270775	963.63313352279840	0.003	long	653.961806550
2025-08-20 01:38:00	BTCUSDT	16	sell	reversed	0.005	112538.297805	0.20256893604900	10.633990140	971.79328499974940	-0.002	short	562.691489025
2025-10-01 16:37:00	BTCUSDT	17	buy	reversed	0.004	117925.25940	0.1698123735360	-10.773923190	962.14857916021340	0.002	long	471.70103760
2025-10-10 21:17:00	BTCUSDT	18	sell	reversed	0.004	108512.00750	0.1562572908000	-18.82650380	942.86969570441340	-0.002	short	434.04803000
2025-12-09 16:44:00	BTCUSDT	19	buy	reversed	0.005	94222.366290	0.16960025932200	28.579282420	972.90951284609140	0.003	long	471.111831450
2025-12-14 23:32:00	BTCUSDT	20	sell	reversed	0.006	87649.31200	0.1893225139200	-19.719162870	952.81688407367140	-0.003	short	525.89587200
2026-01-05 20:25:00	BTCUSDT	21	buy	reversed	0.006	94583.09250	0.2042994798000	-20.80134150	932.59798987037140	0.003	long	567.49855500
2026-01-25 18:44:00	BTCUSDT	22	sell	reversed	0.006	86722.63645	0.1873208947320	-23.58136815	908.08330215213940	-0.003	short	520.33581870
2026-04-17 09:28:00	BTCUSDT	23	buy	reversed	0.006	76080.518865	0.16433392074840	31.926352755	942.18936597339100	0.003	long	456.483113190
2026-06-01 00:00:00	BTCUSDT	25	sell	closed	0.003	73624.22250	0.0773054336250	-7.368889095	933.33840515776600	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	23	30.43%	0.84	-59.73	4.63	12880.65	28.18%	42.84%

Run Tag: run_166_of_380
Run Parameters:
settings[*].zigzag.detection=6, settings[*].zigzag.length=10
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