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

346.88

Total PnL

-653.12 (-65.31%)

Total Trades (Win/Los)

30 (7/23)

Win Rate

23.33%

Max Drawdown

686.90 (66.60%)

Total Fees

11.46

Position avg (max), %

96.39 (170.87)

Profit Factor

0.46

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%	7.16%	19.78%	-14.36%	-6.44%	1.47%	-9.93%	-16.51%	-15.64%	-11.63%	37.73%	-3.57%	-45.51%
2025	-11.30%	2.21%	2.18%	-0.85%	10.00%	-9.03%	0.85%	-13.87%	-4.92%	-11.35%	16.06%	-7.59%	-27.82%
2026	7.27%	11.40%	-12.39%	-11.16%	-5.13%	0.00%	—	—	—	—	—	—	-11.75%

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	346.88
Min balance	344.42
Max balance	1031.32

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-3.47
Average monthly return (arithmetic), %	-2.65
Best month, %	37.73
Worst month, %	-29.87

PnL, Volume & Fees

Metric	Value
Total PnL	-653.12
Total PnL, %	-65.31
Gross profit	551.54
Gross loss	1186.98
Trading volume (USDT)	31853.61
Total transactions (buy/sell)	31
Total fees	11.46
Funding net	-6.22
Funding accrued (received)	27.93
Funding paid	34.16

Trades

Metric	Value
Total Trades	30
Win Trades	7
Los Trades	23
Win Rate, %	23.33
Expectancy per trade	-21.1811
Max consecutive wins	2
Max consecutive losses	7

Risk & Exposure

Metric	Value
Position avg, % of margin balance	96.39
Position max, % of margin balance	170.87
Max Drawdown	686.90
Max Drawdown, %	66.60

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.4647
Recovery Factor (Total PnL / Max DD)	-0.9508
Sharpe ratio (monthly)	-0.7081
Sortino ratio (monthly)	-0.9455
CAGR, %	-35.50
Calmar ratio (CAGR / Max DD%)	-0.5329

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -635.43 | Fee: 11.46 | Vol: 31853.61

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": 5,
    "detection": 17,
    "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
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.035	49071.569040	0.61830176990400	-170.395342800	571.72014219071500	0.015	long	1717.504916400
2024-04-13 20:07:00	BTCUSDT	6	sell	reversed	0.023	62076.26570	0.5139914799960	195.070449900	758.37750990571900	-0.008	short	1427.75411110
2024-05-17 15:22:00	BTCUSDT	7	buy	reversed	0.019	67222.419615	0.45980135016660	-41.169231320	719.04385203155240	0.011	long	1277.225972685
2024-06-14 16:09:00	BTCUSDT	8	sell	reversed	0.021	65798.96230	0.4974401549880	-15.658030465	699.99789979556440	-0.010	short	1381.77820830
2024-07-19 19:35:00	BTCUSDT	9	buy	reversed	0.020	67313.451465	0.48465685054800	-15.144891650	687.27969663001640	0.010	long	1346.269029300
2024-08-05 00:54:00	BTCUSDT	10	sell	reversed	0.022	56493.520345	0.44742868113240	-108.199311200	577.18567660388400	-0.012	short	1242.857447590
2024-09-26 14:22:00	BTCUSDT	11	buy	reversed	0.020	65064.664665	0.46846558558800	-102.853731840	478.90578728229600	0.008	long	1301.293293300
2024-10-10 17:52:00	BTCUSDT	12	sell	reversed	0.015	59819.255930	0.32302398202200	-41.963269880	435.64445437227400	-0.007	short	897.288838950
2024-10-14 22:58:00	BTCUSDT	13	buy	reversed	0.013	66543.28200	0.3114225597600	-47.068182490	388.50214301201400	0.006	long	865.06266600
2025-01-09 20:20:00	BTCUSDT	14	sell	reversed	0.010	91431.687705	0.32915407573800	149.330434230	531.29232828927600	-0.004	short	914.316877050
2025-01-17 12:41:00	BTCUSDT	15	buy	reversed	0.009	102738.045735	0.33287126818140	-45.225432120	486.13133332109460	0.005	long	924.642411615
2025-02-03 01:42:00	BTCUSDT	16	sell	reversed	0.010	94297.284395	0.33947022382200	-42.203806700	442.42489970477260	-0.005	short	942.972843950
2025-04-22 01:21:00	BTCUSDT	17	buy	reversed	0.010	88771.05900	0.3195758124000	27.631126975	474.36090385737260	0.005	long	887.71059000
2025-06-22 13:43:00	BTCUSDT	18	sell	reversed	0.009	100314.87750	0.3250202031000	57.71909250	527.50145762427260	-0.004	short	902.83389750
2025-07-09 19:37:00	BTCUSDT	19	buy	reversed	0.008	110699.531280	0.31881465008640	-41.538615120	486.64676110818620	0.004	long	885.596250240
2025-08-01 00:51:00	BTCUSDT	20	sell	reversed	0.008	114669.85150	0.3302491723200	15.881280880	500.77644682786620	-0.004	short	917.35881200
2025-08-13 22:41:00	BTCUSDT	21	buy	reversed	0.008	123293.13750	0.3550842360000	-34.49314400	466.72346343386620	0.004	long	986.34510000
2025-08-22 12:32:00	BTCUSDT	22	sell	reversed	0.008	111830.84550	0.3220728350400	-45.84916800	420.00809908682620	-0.004	short	894.64676400
2025-10-01 16:37:00	BTCUSDT	23	buy	reversed	0.007	117925.25940	0.2971716536880	-24.37765560	397.78858877913820	0.003	long	825.47681580
2025-10-10 21:17:00	BTCUSDT	24	sell	reversed	0.006	108512.00750	0.2343859362000	-28.23975570	368.87026359543820	-0.003	short	651.07204500
2025-12-09 16:44:00	BTCUSDT	25	buy	reversed	0.006	94222.366290	0.20352031118640	42.868923630	413.98086938575180	0.003	long	565.334197740
2026-01-25 18:44:00	BTCUSDT	26	sell	reversed	0.007	86722.63645	0.2185410438540	-22.499189520	389.54624998339780	-0.004	short	607.05845515
2026-03-04 08:57:00	BTCUSDT	27	buy	reversed	0.009	70961.82795	0.2299163225580	63.04323400	453.81803371683980	0.005	long	638.65645155
2026-03-27 14:23:00	BTCUSDT	28	sell	reversed	0.011	65759.676055	0.26040831717780	-26.010759475	426.45400082966200	-0.006	short	723.356436605
2026-04-17 09:28:00	BTCUSDT	29	buy	reversed	0.011	76080.518865	0.30127885470540	-61.925056860	365.41661789095660	0.005	long	836.885707515
2026-05-28 03:53:00	BTCUSDT	30	sell	reversed	0.009	73210.167470	0.23720094260280	-14.351756975	348.68507985585380	-0.004	short	658.891507230
2026-06-01 00:00:00	BTCUSDT	32	buy	closed	0.004	73675.77750	0.1031460885000	-1.862440120	346.87845126935380	0		294.70311000

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	30	23.33%	0.46	-635.43	11.46	31853.61	96.39%	170.87%

Run Tag: run_077_of_380
Run Parameters:
settings[*].zigzag.detection=17, settings[*].zigzag.length=5
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