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

415.41

Total PnL

-584.59 (-58.46%)

Total Trades (Win/Los)

26 (7/19)

Win Rate

26.92%

Max Drawdown

673.00 (65.26%)

Total Fees

11.00

Position avg (max), %

99.80 (190.78)

Profit Factor

0.52

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%	-27.18%	-17.93%	13.77%	46.05%	-4.11%	-37.23%
2025	-10.53%	-3.02%	2.38%	-1.85%	9.15%	-9.44%	0.98%	-1.14%	-9.36%	-5.28%	16.93%	-7.94%	-20.48%
2026	8.71%	13.30%	-18.75%	-12.27%	-5.15%	0.00%	—	—	—	—	—	—	-16.73%

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	415.41
Min balance	358.32
Max balance	1031.32

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-2.88
Average monthly return (arithmetic), %	-1.83
Best month, %	46.05
Worst month, %	-29.87

PnL, Volume & Fees

Metric	Value
Total PnL	-584.59
Total PnL, %	-58.46
Gross profit	616.77
Gross loss	1177.52
Trading volume (USDT)	30554.07
Total transactions (buy/sell)	27
Total fees	11.00
Funding net	-12.85
Funding accrued (received)	28.14
Funding paid	40.98

Trades

Metric	Value
Total Trades	26
Win Trades	7
Los Trades	19
Win Rate, %	26.92
Expectancy per trade	-21.5673
Max consecutive wins	2
Max consecutive losses	5

Risk & Exposure

Metric	Value
Position avg, % of margin balance	99.80
Position max, % of margin balance	190.78
Max Drawdown	673.00
Max Drawdown, %	65.26

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.5238
Recovery Factor (Total PnL / Max DD)	-0.8686
Sharpe ratio (monthly)	-0.4296
Sortino ratio (monthly)	-0.6098
CAGR, %	-30.50
Calmar ratio (CAGR / Max DD%)	-0.4673

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -560.75 | Fee: 11.00 | Vol: 30554.07

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": 6,
    "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
2024-02-12 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 01:10:00	BTCUSDT	10	sell	reversed	0.022	53295.639995	0.42210146876040	-140.178114700	545.23220031625600	-0.012	short	1172.504079890
2024-09-26 14:22:00	BTCUSDT	11	buy	reversed	0.020	65064.664665	0.46846558558800	-141.228296040	408.57774679466800	0.008	long	1301.293293300
2025-01-09 20:20:00	BTCUSDT	12	sell	reversed	0.012	91431.687705	0.39498489088560	210.936184320	609.59125455178240	-0.004	short	1097.180252460
2025-01-17 12:41:00	BTCUSDT	13	buy	reversed	0.009	102738.045735	0.33287126818140	-45.225432120	564.43025958360100	0.005	long	924.642411615
2025-02-25 00:10:00	BTCUSDT	14	sell	reversed	0.011	91134.691690	0.36089337909240	-58.016770225	503.45257475200860	-0.006	short	1002.481608590
2025-04-22 01:21:00	BTCUSDT	15	buy	reversed	0.011	88771.05900	0.3515333936400	14.181796140	521.10794364436860	0.005	long	976.48164900
2025-06-22 13:43:00	BTCUSDT	16	sell	reversed	0.010	100314.87750	0.3611335590000	57.71909250	574.21238405536860	-0.005	short	1003.14877500
2025-07-09 19:37:00	BTCUSDT	17	buy	reversed	0.010	110699.531280	0.39851831260800	-51.923268900	523.14401341026060	0.005	long	1106.995312800
2025-08-22 12:32:00	BTCUSDT	18	sell	reversed	0.009	111830.84550	0.3623319394200	5.656571100	524.98735964334060	-0.004	short	1006.47760950
2025-09-18 03:07:00	BTCUSDT	19	buy	reversed	0.008	117415.581075	0.33815687349600	-22.338942300	503.93025971384460	0.004	long	939.324648600
2025-10-10 21:17:00	BTCUSDT	20	sell	reversed	0.008	108512.00750	0.3125145816000	-35.614294300	466.57588840024460	-0.004	short	868.09606000
2025-12-09 16:44:00	BTCUSDT	21	buy	reversed	0.008	94222.366290	0.27136041491520	57.158564840	526.72336278732940	0.004	long	753.778930320
2026-01-25 18:44:00	BTCUSDT	22	sell	reversed	0.010	86722.63645	0.3122014912200	-29.998919360	494.12305681810940	-0.006	short	867.22636450
2026-03-16 03:38:00	BTCUSDT	23	buy	reversed	0.012	74047.707630	0.31988609696160	76.049572920	572.70210386114780	0.006	long	888.572491560
2026-03-27 17:44:00	BTCUSDT	24	sell	reversed	0.014	65557.04700	0.3304075168800	-50.943963780	520.76013688226780	-0.008	short	917.79865800
2026-04-17 09:28:00	BTCUSDT	25	buy	reversed	0.014	76080.518865	0.38344581507960	-84.187774920	437.75042824318820	0.006	long	1065.127264110
2026-05-28 03:53:00	BTCUSDT	26	sell	reversed	0.011	73210.167470	0.28991226318120	-17.222108370	417.66731146900700	-0.005	short	805.311842170
2026-06-01 00:00:00	BTCUSDT	28	buy	closed	0.005	73675.77750	0.1289326106250	-2.328050150	415.40902573588200	0		368.37888750

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	26.92%	0.52	-560.75	11.00	30554.07	99.80%	190.78%

Run Tag: run_098_of_380
Run Parameters:
settings[*].zigzag.detection=18, settings[*].zigzag.length=6
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