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

969.31

Total PnL

-30.69 (-3.07%)

Total Trades (Win/Los)

13 (4/9)

Win Rate

30.77%

Max Drawdown

171.20 (16.07%)

Total Fees

2.57

Position avg (max), %

29.57 (44.39)

Profit Factor

0.92

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	-10.36%	2.96%	6.44%	-6.71%	4.34%	-5.94%	-0.71%	2.65%	-3.40%	3.06%	11.31%	-1.33%	0.25%
2025	3.36%	-3.89%	0.65%	-3.37%	-4.84%	0.68%	2.62%	-0.55%	-1.13%	-3.06%	4.33%	0.65%	-4.93%
2026	1.95%	2.48%	-0.20%	-1.53%	-0.91%	0.00%	—	—	—	—	—	—	1.72%

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	969.31
Min balance	846.96
Max balance	1065.39

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.10
Average monthly return (arithmetic), %	-0.02
Best month, %	11.31
Worst month, %	-10.36

PnL, Volume & Fees

Metric	Value
Total PnL	-30.69
Total PnL, %	-3.07
Gross profit	241.01
Gross loss	260.63
Trading volume (USDT)	7155.92
Total transactions (buy/sell)	14
Total fees	2.57
Funding net	-8.50
Funding accrued (received)	12.52
Funding paid	21.02

Trades

Metric	Value
Total Trades	13
Win Trades	4
Los Trades	9
Win Rate, %	30.77
Expectancy per trade	-1.5087
Max consecutive wins	1
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	29.57
Position max, % of margin balance	44.39
Max Drawdown	171.20
Max Drawdown, %	16.07

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.9247
Recovery Factor (Total PnL / Max DD)	-0.1793
Sharpe ratio (monthly)	-0.0127
Sortino ratio (monthly)	-0.0179
CAGR, %	-1.28
Calmar ratio (CAGR / Max DD%)	-0.0798

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -19.61 | Fee: 2.57 | Vol: 7155.92

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": 16,
    "detection": 14,
    "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
2024-01-22 18:49:00	BTCUSDT	4	sell	reversed	0.014	40195.92650	0.2025874695600	-30.054775555	912.56122029222820	-0.007	short	562.74297100
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.013	49071.569040	0.22965494310720	-62.129497780	851.04438219962100	0.006	long	637.930397520
2024-06-24 16:53:00	BTCUSDT	6	sell	reversed	0.010	60089.96115	0.2163238601400	66.110352660	909.95464092248100	-0.004	short	600.89961150
2024-09-26 14:22:00	BTCUSDT	7	buy	reversed	0.008	65064.664665	0.18738623423520	-19.898814060	892.94200928024580	0.004	long	520.517317320
2025-02-25 07:25:00	BTCUSDT	8	sell	reversed	0.007	89068.81500	0.2244534138000	96.016601340	981.49298596844580	-0.003	short	623.48170500
2025-05-19 00:08:00	BTCUSDT	9	buy	reversed	0.006	107156.091510	0.23145715766160	-54.261829530	929.98633495278420	0.003	long	642.936549060
2025-08-22 12:32:00	BTCUSDT	10	sell	reversed	0.005	111830.84550	0.2012955219000	14.024261970	939.50868718488420	-0.002	short	559.15422750
2025-10-01 16:37:00	BTCUSDT	11	buy	reversed	0.004	117925.25940	0.1698123735360	-12.18882780	928.37770548434820	0.002	long	471.70103760
2025-10-10 21:17:00	BTCUSDT	12	sell	reversed	0.004	108512.00750	0.1562572908000	-18.82650380	909.09882202854820	-0.002	short	434.04803000
2026-04-17 09:28:00	BTCUSDT	13	buy	reversed	0.005	76080.518865	0.13694493395700	64.862977270	978.16227856259120	0.003	long	380.402594325
2026-06-01 00:00:00	BTCUSDT	15	sell	closed	0.003	73624.22250	0.0773054336250	-7.368889095	969.31131774696620	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	13	30.77%	0.92	-19.61	2.57	7155.92	29.57%	44.39%

Run Tag: run_294_of_380
Run Parameters:
settings[*].zigzag.detection=14, settings[*].zigzag.length=16
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