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

969.70

Total PnL

-30.30 (-3.03%)

Total Trades (Win/Los)

25 (7/18)

Win Rate

28.00%

Max Drawdown

254.29 (22.37%)

Total Fees

4.82

Position avg (max), %

28.97 (45.48)

Profit Factor

0.96

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	-8.00%	14.03%	6.61%	-6.88%	4.45%	-5.32%	-4.86%	-3.39%	-2.23%	2.93%	10.83%	-1.27%	4.26%
2025	-3.66%	-2.65%	0.66%	-2.82%	3.14%	-3.43%	0.69%	0.89%	-1.11%	-7.31%	4.43%	0.67%	-10.55%
2026	1.99%	2.53%	-0.21%	0.89%	-1.21%	0.00%	—	—	—	—	—	—	4.00%

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	969.70
Min balance	882.72
Max balance	1137.01

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.10
Average monthly return (arithmetic), %	0.01
Best month, %	14.03
Worst month, %	-8.00

PnL, Volume & Fees

Metric	Value
Total PnL	-30.30
Total PnL, %	-3.03
Gross profit	365.38
Gross loss	379.29
Trading volume (USDT)	13389.06
Total transactions (buy/sell)	26
Total fees	4.82
Funding net	-11.57
Funding accrued (received)	11.38
Funding paid	22.94

Trades

Metric	Value
Total Trades	25
Win Trades	7
Los Trades	18
Win Rate, %	28.00
Expectancy per trade	-0.5565
Max consecutive wins	2
Max consecutive losses	6

Risk & Exposure

Metric	Value
Position avg, % of margin balance	28.97
Position max, % of margin balance	45.48
Max Drawdown	254.29
Max Drawdown, %	22.37

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.9633
Recovery Factor (Total PnL / Max DD)	-0.1191
Sharpe ratio (monthly)	0.0094
Sortino ratio (monthly)	0.0151
CAGR, %	-1.27
Calmar ratio (CAGR / Max DD%)	-0.0566

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -13.91 | Fee: 4.82 | Vol: 13389.06

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": 15,
    "detection": 5,
    "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
2024-01-30 02:37:00	BTCUSDT	5	buy	reversed	0.014	43595.152965	0.21971957094360	-16.321201855	927.37165271141340	0.007	long	610.332141510
2024-06-24 09:33:00	BTCUSDT	6	sell	reversed	0.011	60686.552270	0.24031874698920	119.639795135	1038.08428076492420	-0.004	short	667.552074970
2024-07-29 13:06:00	BTCUSDT	7	buy	reversed	0.008	70024.50000	0.2016705600000	-37.351790920	1001.70528647092420	0.004	long	560.19600000
2024-08-04 17:43:00	BTCUSDT	8	sell	reversed	0.009	57691.001080	0.18691884349920	-49.333995680	951.96557391942500	-0.005	short	519.219009720
2024-09-19 13:14:00	BTCUSDT	9	buy	reversed	0.009	63225.321120	0.20485004042880	-27.671600200	925.90389299399620	0.004	long	569.027890080
2025-01-09 13:37:00	BTCUSDT	10	sell	reversed	0.007	92346.167525	0.23271234216300	116.483385620	1037.16825431383320	-0.003	short	646.423172675
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.006	102738.045735	0.22191417878760	-31.175634630	1006.08140677654560	0.003	long	616.428274410
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.006	89068.81500	0.1923886404000	-41.007692205	963.32131319464560	-0.003	short	534.41289000
2025-04-02 20:16:00	BTCUSDT	13	buy	reversed	0.006	88314.89940	0.1907601827040	2.26174680	966.65519972894160	0.003	long	529.88939640
2025-04-02 22:10:00	BTCUSDT	14	sell	reversed	0.006	83723.886380	0.18084359458080	-13.773039060	952.70131707436080	-0.003	short	502.343318280
2025-04-21 14:29:00	BTCUSDT	15	buy	reversed	0.006	88314.89940	0.1907601827040	-13.773039060	939.36347713765680	0.003	long	529.88939640
2025-06-22 13:43:00	BTCUSDT	16	sell	reversed	0.006	100314.87750	0.2166801354000	35.99993430	972.57092633425680	-0.003	short	601.88926500
2025-07-02 16:05:00	BTCUSDT	17	buy	reversed	0.005	108993.634425	0.19618854196500	-26.036270775	946.78272611079180	0.002	long	544.968172125
2025-08-19 14:28:00	BTCUSDT	18	sell	reversed	0.004	114178.02370	0.1644163541280	10.368778550	955.49330949066380	-0.002	short	456.71209480
2025-10-01 08:39:00	BTCUSDT	19	buy	reversed	0.004	115380.569070	0.16614801946080	-2.405090740	954.23093720320300	0.002	long	461.522276280
2025-10-10 21:16:00	BTCUSDT	20	sell	reversed	0.004	109095.603170	0.15709766856480	-12.569931800	941.19722111563820	-0.002	short	436.382412680
2025-10-12 20:28:00	BTCUSDT	21	buy	reversed	0.004	115380.569070	0.16614801946080	-12.569931800	928.52144164717740	0.002	long	461.522276280
2025-10-16 15:41:00	BTCUSDT	22	sell	reversed	0.004	109095.603170	0.15709766856480	-12.569931800	915.68269185761260	-0.002	short	436.382412680
2025-10-27 06:48:00	BTCUSDT	23	buy	reversed	0.004	115991.182710	0.16702730310240	-13.791159080	902.03958580851020	0.002	long	463.964730840
2025-10-29 18:40:00	BTCUSDT	24	sell	reversed	0.004	109095.603170	0.15709766856480	-13.791159080	888.00936699594540	-0.002	short	436.382412680
2026-04-07 23:20:00	BTCUSDT	25	buy	reversed	0.006	72009.994680	0.15554158850880	74.171216980	965.60333625043660	0.004	long	432.059968080
2026-06-01 00:00:00	BTCUSDT	27	sell	closed	0.004	73624.22250	0.1030739115000	6.456911280	969.70401737293660	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	25	28.00%	0.96	-13.91	4.82	13389.06	28.97%	45.48%

Run Tag: run_265_of_380
Run Parameters:
settings[*].zigzag.detection=5, settings[*].zigzag.length=15
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