hb/tester/1

hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-btc-1d-notp-100 | exchange: Bybit

Pairs

Initial Balance

1000.00

Final Balance

626.07

Total PnL

-373.93 (-37.39%)

Total Trades (Win/Los)

28 (9/19)

Win Rate

32.14%

Max Drawdown

558.11 (48.55%)

Total Fees

15.07

Position avg (max), %

96.97 (154.61)

Profit Factor

0.72

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	-29.87%	35.24%	16.72%	-15.39%	-6.51%	-0.37%	-0.65%	-17.00%	0.84%	-11.13%	40.03%	-6.12%	-15.26%
2025	-6.96%	-4.83%	2.30%	-1.57%	9.28%	-9.56%	4.00%	-0.93%	-9.85%	-5.59%	17.98%	-9.25%	-17.26%
2026	7.98%	12.71%	-13.51%	-12.45%	-3.05%	0.00%	—	—	—	—	—	—	-10.66%

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	626.07
Min balance	591.39
Max balance	1149.50

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-1.55
Average monthly return (arithmetic), %	-0.58
Best month, %	40.03
Worst month, %	-29.87

PnL, Volume & Fees

Metric	Value
Total PnL	-373.93
Total PnL, %	-37.39
Gross profit	876.78
Gross loss	1214.13
Trading volume (USDT)	41886.52
Total transactions (buy/sell)	29
Total fees	15.07
Funding net	-21.52
Funding accrued (received)	34.53
Funding paid	56.05

Trades

Metric	Value
Total Trades	28
Win Trades	9
Los Trades	19
Win Rate, %	32.14
Expectancy per trade	-12.0480
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	96.97
Position max, % of margin balance	154.61
Max Drawdown	558.11
Max Drawdown, %	48.55

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.7222
Recovery Factor (Total PnL / Max DD)	-0.6700
Sharpe ratio (monthly)	-0.1416
Sortino ratio (monthly)	-0.2285
CAGR, %	-17.63
Calmar ratio (CAGR / Max DD%)	-0.3631

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -337.34 | Fee: 15.07 | Vol: 41886.52

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": 100.0,
    "balance_percentage_short": 100.0,
    "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": 4,
    "detection": 18,
    "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	0.022	44489.465865	0.35235656965080	0	999.64764343034920	0.022	long	978.768249030
2024-01-03 12:09:00	BTCUSDT	2	sell	reversed	0.045	40551.80190	0.6569391907800	-86.628607230	912.18293611556920	-0.023	short	1824.83108550
2024-01-04 19:31:00	BTCUSDT	3	buy	reversed	0.043	44489.465865	0.68869693159020	-90.566271195	821.10688988797900	0.020	long	1913.047032195
2024-01-19 16:23:00	BTCUSDT	4	sell	reversed	0.040	40551.80190	0.5839459473600	-78.753279300	739.99128183061900	-0.020	short	1622.07207600
2024-02-07 20:16:00	BTCUSDT	5	buy	reversed	0.036	43906.161780	0.56902385666880	-67.087197600	674.48781906395020	0.016	long	1580.621824080
2024-04-13 20:08:00	BTCUSDT	6	sell	reversed	0.026	60739.933580	0.56852577830880	269.340348800	934.36214834164140	-0.010	short	1579.238273080
2024-05-17 15:22:00	BTCUSDT	7	buy	reversed	0.023	67169.200995	0.55616098423860	-64.292674150	872.38253170240280	0.013	long	1544.891622885
2024-06-14 17:04:00	BTCUSDT	8	sell	reversed	0.026	65047.325465	0.60884296635240	-27.584381890	840.77328311805040	-0.013	short	1691.230462090
2024-07-15 22:11:00	BTCUSDT	9	buy	reversed	0.026	63867.34575	0.5977983562200	15.339736295	858.84758884883040	0.013	long	1660.55098950
2024-08-05 00:55:00	BTCUSDT	10	sell	reversed	0.028	56237.31005	0.5668720853040	-99.19046410	756.75640733152640	-0.015	short	1574.64468140
2024-09-17 15:03:00	BTCUSDT	11	buy	reversed	0.027	60645.418470	0.58947346752840	-66.121626300	695.20408294899800	0.012	long	1637.426298690
2024-10-10 17:52:00	BTCUSDT	12	sell	reversed	0.023	59819.255930	0.49530343910040	-9.913950480	682.41698266189760	-0.011	short	1375.842886390
2024-10-14 22:58:00	BTCUSDT	13	buy	reversed	0.021	66543.28200	0.5030672119200	-73.964286770	608.32251876347760	0.010	long	1397.40892200
2024-12-30 14:35:00	BTCUSDT	14	sell	reversed	0.016	92197.71950	0.5310588643200	256.54437500	855.33049618915760	-0.006	short	1475.16351200
2025-01-17 12:41:00	BTCUSDT	15	buy	reversed	0.014	102738.045735	0.51779975050440	-63.241957410	792.97459330965320	0.008	long	1438.332640290
2025-02-25 00:10:00	BTCUSDT	16	sell	reversed	0.016	91134.691690	0.52493582413440	-92.826832360	695.46279116151880	-0.008	short	1458.155067040
2025-04-22 01:21:00	BTCUSDT	17	buy	reversed	0.015	88771.05900	0.4793637186000	18.909061520	718.99263049091880	0.007	long	1331.56588500
2025-06-22 13:43:00	BTCUSDT	18	sell	reversed	0.014	100314.87750	0.5055869826000	80.80672950	793.33884706631880	-0.007	short	1404.40828500
2025-07-02 16:05:00	BTCUSDT	19	buy	reversed	0.014	108993.634425	0.54932791750200	-60.751298475	733.07482522531680	0.007	long	1525.910881950
2025-08-22 12:32:00	BTCUSDT	20	sell	reversed	0.013	111830.84550	0.5233683569400	19.860477525	746.86250565187680	-0.006	short	1453.80099150
2025-09-18 03:07:00	BTCUSDT	21	buy	reversed	0.012	117415.581075	0.50723531024400	-33.508413450	715.27685575763280	0.006	long	1408.986972900
2025-10-10 21:17:00	BTCUSDT	22	sell	reversed	0.012	108512.00750	0.4687718724000	-53.421441450	659.24529878723280	-0.006	short	1302.14409000
2025-12-09 16:44:00	BTCUSDT	23	buy	reversed	0.013	94222.366290	0.44096067423720	85.737847260	749.43259031599560	0.007	long	1224.890761770
2026-01-25 18:44:00	BTCUSDT	24	sell	reversed	0.015	86722.63645	0.4683022368300	-52.498108880	692.46010524266560	-0.008	short	1300.83954675
2026-03-04 08:57:00	BTCUSDT	25	buy	reversed	0.017	70961.82795	0.4342863870540	126.08646800	821.02921896761160	0.009	long	1206.35107515
2026-03-27 17:44:00	BTCUSDT	26	sell	reversed	0.021	65557.04700	0.4956112753200	-48.64302855	769.89669391529160	-0.012	short	1376.69798700
2026-04-17 09:28:00	BTCUSDT	27	buy	reversed	0.022	76080.518865	0.60255770941080	-126.281662380	645.35474196988080	0.010	long	1673.771415030
2026-05-27 23:25:00	BTCUSDT	28	sell	reversed	0.018	74195.422510	0.48078633786480	-18.850963550	621.77134874701600	-0.008	short	1335.517605180
2026-06-01 00:00:00	BTCUSDT	30	buy	closed	0.008	73675.77750	0.2062921770000	4.157160080	626.06694541401600	0		589.40622000

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	32.14%	0.72	-337.34	15.07	41886.52	96.97%	154.61%

Run Tag: run_058_of_380
Run Parameters:
settings[*].zigzag.detection=18, settings[*].zigzag.length=4
config_tester.json:
{
  "name_comment": "zz-btc-1d-notp-100",
  "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