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

625.07

Total PnL

-374.93 (-37.49%)

Total Trades (Win/Los)

26 (8/18)

Win Rate

30.77%

Max Drawdown

663.29 (57.94%)

Total Fees

13.65

Position avg (max), %

98.16 (175.18)

Profit Factor

0.73

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	-30.34%	35.48%	16.80%	-15.46%	-6.67%	-11.86%	-2.95%	-24.81%	-1.40%	12.29%	41.66%	-6.14%	-17.65%
2025	-6.06%	-4.92%	2.35%	-1.60%	9.46%	-8.91%	4.31%	-0.94%	-10.14%	-5.66%	18.20%	2.42%	-4.88%
2026	-3.46%	12.72%	-13.53%	-12.47%	-3.06%	0.00%	—	—	—	—	—	—	-20.15%

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	625.07
Min balance	481.53
Max balance	1144.82

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-1.55
Average monthly return (arithmetic), %	-0.49
Best month, %	41.66
Worst month, %	-30.34

PnL, Volume & Fees

Metric	Value
Total PnL	-374.93
Total PnL, %	-37.49
Gross profit	912.49
Gross loss	1253.29
Trading volume (USDT)	37932.41
Total transactions (buy/sell)	27
Total fees	13.65
Funding net	-20.47
Funding accrued (received)	33.92
Funding paid	54.40

Trades

Metric	Value
Total Trades	26
Win Trades	8
Los Trades	18
Win Rate, %	30.77
Expectancy per trade	-13.1078
Max consecutive wins	2
Max consecutive losses	5

Risk & Exposure

Metric	Value
Position avg, % of margin balance	98.16
Position max, % of margin balance	175.18
Max Drawdown	663.29
Max Drawdown, %	57.94

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.7281
Recovery Factor (Total PnL / Max DD)	-0.5652
Sharpe ratio (monthly)	-0.1135
Sortino ratio (monthly)	-0.1803
CAGR, %	-17.68
Calmar ratio (CAGR / Max DD%)	-0.3052

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -340.80 | Fee: 13.65 | Vol: 37932.41

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": 20,
    "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	40496.721185	0.65604688319700	-87.840382960	910.97205269315220	-0.023	short	1822.352453325
2024-01-04 19:31:00	BTCUSDT	3	buy	reversed	0.043	44489.465865	0.68869693159020	-91.833127640	818.62915002056200	0.020	long	1913.047032195
2024-01-19 16:30:00	BTCUSDT	4	sell	reversed	0.040	40496.721185	0.58315278506400	-79.854893600	736.41272082549800	-0.020	short	1619.868847400
2024-02-07 20:16:00	BTCUSDT	5	buy	reversed	0.036	43906.161780	0.56902385666880	-68.188811900	669.80764375882920	0.016	long	1580.621824080
2024-04-13 20:08:00	BTCUSDT	6	sell	reversed	0.026	60739.933580	0.56852577830880	269.340348800	929.68197303652040	-0.010	short	1579.238273080
2024-05-17 15:22:00	BTCUSDT	7	buy	reversed	0.023	67222.419615	0.55660163441220	-64.824860350	867.16972954710820	0.013	long	1546.115651145
2024-06-24 09:33:00	BTCUSDT	8	sell	reversed	0.026	61288.54150	0.5736607484400	-77.140415495	784.93556287816820	-0.013	short	1593.50207900
2024-07-15 22:11:00	BTCUSDT	9	buy	reversed	0.025	64521.474615	0.58069327153500	-42.028130495	744.55504020613320	0.012	long	1613.036865375
2024-08-05 01:10:00	BTCUSDT	10	sell	reversed	0.025	54209.320095	0.48788388085500	-123.745854240	618.16698331727820	-0.013	short	1355.233002375
2024-09-17 15:15:00	BTCUSDT	11	buy	reversed	0.023	61170.102045	0.50648844493260	-90.490165350	531.64126818934560	0.010	long	1406.912347035
2024-12-30 14:35:00	BTCUSDT	12	sell	reversed	0.015	92197.71950	0.4978676853000	310.276174550	830.09370671904560	-0.005	short	1382.96579250
2025-01-17 12:41:00	BTCUSDT	13	buy	reversed	0.013	102738.045735	0.48081405403980	-52.701631175	778.08114005750580	0.008	long	1335.594594555
2025-02-25 00:10:00	BTCUSDT	14	sell	reversed	0.016	91134.691690	0.52493582413440	-92.826832360	680.56933790937140	-0.008	short	1458.155067040
2025-04-22 01:21:00	BTCUSDT	15	buy	reversed	0.015	88771.05900	0.4793637186000	18.909061520	704.09917723877140	0.007	long	1331.56588500
2025-06-22 13:43:00	BTCUSDT	16	sell	reversed	0.013	100314.87750	0.4694736267000	80.80672950	778.48150717007140	-0.006	short	1304.09340750
2025-07-02 16:05:00	BTCUSDT	17	buy	reversed	0.013	108993.634425	0.51009020910900	-52.072541550	726.78739359796240	0.007	long	1416.917247525
2025-08-22 12:32:00	BTCUSDT	18	sell	reversed	0.013	111830.84550	0.5233683569400	19.860477525	740.57507402452240	-0.006	short	1453.80099150
2025-09-18 03:14:00	BTCUSDT	19	buy	reversed	0.012	117550.728360	0.50781914651520	-34.319297160	708.17795658400720	0.006	long	1410.608740320
2025-10-10 21:17:00	BTCUSDT	20	sell	reversed	0.012	108512.00750	0.4687718724000	-54.232325160	651.33551590360720	-0.006	short	1302.14409000
2026-01-05 18:58:00	BTCUSDT	21	buy	reversed	0.012	94490.860230	0.40820051619360	84.126883620	741.88638428041360	0.006	long	1133.890322760
2026-01-25 19:20:00	BTCUSDT	22	sell	reversed	0.014	86588.283490	0.43640494878960	-47.415460440	692.54252154462400	-0.008	short	1212.235968860
2026-03-04 08:57:00	BTCUSDT	23	buy	reversed	0.017	70961.82795	0.4342863870540	125.011644320	820.03681158957000	0.009	long	1206.35107515
2026-03-27 17:44:00	BTCUSDT	24	sell	reversed	0.021	65557.04700	0.4956112753200	-48.64302855	768.90428653725000	-0.012	short	1376.69798700
2026-04-17 09:28:00	BTCUSDT	25	buy	reversed	0.022	76080.518865	0.60255770941080	-126.281662380	644.36233459183920	0.010	long	1673.771415030
2026-05-27 23:25:00	BTCUSDT	26	sell	reversed	0.018	74195.422510	0.48078633786480	-18.850963550	620.77894136897440	-0.008	short	1335.517605180
2026-06-01 00:00:00	BTCUSDT	28	buy	closed	0.008	73675.77750	0.2062921770000	4.157160080	625.07453803597440	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	26	30.77%	0.73	-340.80	13.65	37932.41	98.16%	175.18%

Run Tag: run_060_of_380
Run Parameters:
settings[*].zigzag.detection=20, 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