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

249.96

Total PnL

-750.04 (-75.00%)

Total Trades (Win/Los)

27 (7/20)

Win Rate

25.93%

Max Drawdown

785.56 (76.17%)

Total Fees

8.76

Position avg (max), %

97.06 (196.73)

Profit Factor

0.35

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%	7.21%	19.91%	-17.85%	-7.65%	-11.68%	-11.80%	-26.37%	-18.08%	-15.18%	38.12%	-3.60%	-63.95%
2025	-9.25%	-4.36%	2.07%	-0.80%	9.48%	-7.83%	2.04%	-1.60%	-3.34%	-9.24%	13.94%	1.92%	-9.29%
2026	-4.47%	11.55%	-13.81%	-12.75%	-4.55%	0.00%	—	—	—	—	—	—	-23.51%

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	249.96
Min balance	245.76
Max balance	1031.32

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-4.51
Average monthly return (arithmetic), %	-3.61
Best month, %	38.12
Worst month, %	-30.34

PnL, Volume & Fees

Metric	Value
Total PnL	-750.04
Total PnL, %	-75.00
Gross profit	394.50
Gross loss	1126.42
Trading volume (USDT)	24332.12
Total transactions (buy/sell)	28
Total fees	8.76
Funding net	-9.37
Funding accrued (received)	20.12
Funding paid	29.49

Trades

Metric	Value
Total Trades	27
Win Trades	7
Los Trades	20
Win Rate, %	25.93
Expectancy per trade	-27.1080
Max consecutive wins	2
Max consecutive losses	7

Risk & Exposure

Metric	Value
Position avg, % of margin balance	97.06
Position max, % of margin balance	196.73
Max Drawdown	785.56
Max Drawdown, %	76.17

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.3502
Recovery Factor (Total PnL / Max DD)	-0.9548
Sharpe ratio (monthly)	-0.9289
Sortino ratio (monthly)	-1.1582
CAGR, %	-43.68
Calmar ratio (CAGR / Max DD%)	-0.5735

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -731.92 | Fee: 8.76 | Vol: 24332.12

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": 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
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.035	49071.569040	0.61830176990400	-171.496957100	567.03996688559400	0.015	long	1717.504916400
2024-04-13 20:08:00	BTCUSDT	6	sell	reversed	0.024	60739.933580	0.52479302613120	175.025468100	733.64155125446280	-0.009	short	1457.758405920
2024-05-17 15:22:00	BTCUSDT	7	buy	reversed	0.019	67222.419615	0.45980135016660	-58.342374315	677.42167223479620	0.010	long	1277.225972685
2024-06-24 09:33:00	BTCUSDT	8	sell	reversed	0.020	61288.54150	0.4412774988000	-59.338781150	614.16462095099620	-0.010	short	1225.77083000
2024-07-19 19:35:00	BTCUSDT	9	buy	reversed	0.019	67364.56935	0.4607736543540	-60.76027850	555.00563205664220	0.009	long	1279.92681765
2024-08-05 01:10:00	BTCUSDT	10	sell	reversed	0.019	54209.320095	0.37079174944980	-118.397243295	434.93504488169240	-0.010	short	1029.977081805
2024-09-26 14:22:00	BTCUSDT	11	buy	reversed	0.016	65064.664665	0.37477246847040	-108.553445700	330.20875013322200	0.006	long	1041.034634640
2024-10-10 18:08:00	BTCUSDT	12	sell	reversed	0.011	59105.505830	0.23405780308680	-35.754953010	293.48846003413520	-0.005	short	650.160564130
2024-10-14 22:58:00	BTCUSDT	13	buy	reversed	0.009	66543.28200	0.2156002336800	-37.188880850	256.25347444295520	0.004	long	598.88953800
2025-01-09 20:20:00	BTCUSDT	14	sell	reversed	0.006	91431.687705	0.19749244544280	99.553622820	351.46887489951240	-0.002	short	548.590126230
2025-01-17 12:41:00	BTCUSDT	15	buy	reversed	0.005	102738.045735	0.18492848232300	-22.612716060	328.86988456718940	0.003	long	513.690228675
2025-02-25 00:10:00	BTCUSDT	16	sell	reversed	0.006	91134.691690	0.19685093405040	-34.810062135	292.30295876163900	-0.003	short	546.808150140
2025-04-22 01:21:00	BTCUSDT	17	buy	reversed	0.006	88771.05900	0.1917454874400	7.090898070	301.11466441719900	0.003	long	532.62635400
2025-06-22 13:43:00	BTCUSDT	18	sell	reversed	0.005	100314.87750	0.1805667795000	34.63145550	333.01344201969900	-0.002	short	501.57438750
2025-07-09 19:37:00	BTCUSDT	19	buy	reversed	0.005	110738.74500	0.1993297410000	-20.84773500	312.46774390569900	0.003	long	553.69372500
2025-08-22 12:32:00	BTCUSDT	20	sell	reversed	0.005	111830.84550	0.2012955219000	3.27630150	313.47221412729900	-0.002	short	559.15422750
2025-10-01 16:37:00	BTCUSDT	21	buy	reversed	0.004	117925.25940	0.1698123735360	-12.18882780	302.34123242676300	0.002	long	471.70103760
2025-10-10 21:17:00	BTCUSDT	22	sell	reversed	0.004	108512.00750	0.1562572908000	-18.82650380	283.06234897096300	-0.002	short	434.04803000
2026-01-05 18:58:00	BTCUSDT	23	buy	reversed	0.005	94490.860230	0.17008354841400	28.042294540	313.21195505354900	0.003	long	472.454301150
2026-01-25 19:20:00	BTCUSDT	24	sell	reversed	0.006	86588.283490	0.18703069233840	-23.707730220	288.57119546771060	-0.003	short	519.529700940
2026-03-04 08:57:00	BTCUSDT	25	buy	reversed	0.007	70961.82795	0.1788238064340	46.879366620	336.36558782327660	0.004	long	496.73279565
2026-03-27 17:44:00	BTCUSDT	26	sell	reversed	0.009	65557.04700	0.2124048322800	-21.61912380	313.64788797899660	-0.005	short	590.01342300
2026-04-17 09:28:00	BTCUSDT	27	buy	reversed	0.009	76080.518865	0.24650088112260	-52.617359325	261.75997283287400	0.004	long	684.724669785
2026-06-01 00:00:00	BTCUSDT	29	sell	closed	0.004	73624.22250	0.1030739115000	-9.825185460	249.95869174537400	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	27	25.93%	0.35	-731.92	8.76	24332.12	97.06%	196.73%

Run Tag: run_080_of_380
Run Parameters:
settings[*].zigzag.detection=20, 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