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

956.09

Total PnL

-43.91 (-4.39%)

Total Trades (Win/Los)

21 (8/13)

Win Rate

38.10%

Max Drawdown

608.78 (44.58%)

Total Fees

13.28

Position avg (max), %

92.74 (154.52)

Profit Factor

0.98

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	-23.80%	8.16%	19.24%	-8.09%	-5.93%	3.23%	-2.19%	8.28%	-10.06%	9.74%	33.77%	-3.29%	18.62%
2025	-11.39%	-9.30%	2.49%	-1.49%	10.41%	-9.36%	1.36%	-0.84%	-4.43%	-12.40%	19.37%	2.55%	-16.35%
2026	-7.84%	14.47%	-13.63%	9.44%	-3.31%	0.00%	—	—	—	—	—	—	-3.59%

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	956.09
Min balance	621.51
Max balance	1365.47

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.15
Average monthly return (arithmetic), %	0.51
Best month, %	33.77
Worst month, %	-23.80

PnL, Volume & Fees

Metric	Value
Total PnL	-43.91
Total PnL, %	-4.39
Gross profit	930.04
Gross loss	945.76
Trading volume (USDT)	36902.76
Total transactions (buy/sell)	22
Total fees	13.28
Funding net	-14.91
Funding accrued (received)	44.93
Funding paid	59.84

Trades

Metric	Value
Total Trades	21
Win Trades	8
Los Trades	13
Win Rate, %	38.10
Expectancy per trade	-0.7485
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	92.74
Position max, % of margin balance	154.52
Max Drawdown	608.78
Max Drawdown, %	44.58

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.9834
Recovery Factor (Total PnL / Max DD)	-0.0721
Sharpe ratio (monthly)	0.1505
Sortino ratio (monthly)	0.2458
CAGR, %	-1.84
Calmar ratio (CAGR / Max DD%)	-0.0413

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -15.72 | Fee: 13.28 | Vol: 36902.76

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": 8,
    "detection": 15,
    "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	41263.55270	0.6684695537400	-70.970089630	927.82992335260920	-0.023	short	1856.85987150
2024-01-04 19:31:00	BTCUSDT	3	buy	reversed	0.043	44489.465865	0.68869693159020	-74.196002795	853.12414552501900	0.020	long	1913.047032195
2024-01-18 19:12:00	BTCUSDT	4	sell	reversed	0.040	41263.55270	0.5941951588800	-64.518263300	786.34445353613900	-0.020	short	1650.54210800
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.036	49071.569040	0.63596753475840	-156.160326800	632.40181341138060	0.016	long	1766.576485440
2024-04-13 19:56:00	BTCUSDT	6	sell	reversed	0.025	64383.45790	0.5794511211000	244.990221760	868.38688729828060	-0.009	short	1609.58644750
2024-05-17 15:22:00	BTCUSDT	7	buy	reversed	0.021	67107.979575	0.50733632558700	-24.520695075	845.94115254319360	0.012	long	1409.267571075
2024-06-11 15:40:00	BTCUSDT	8	sell	reversed	0.024	66287.891115	0.57272737923360	-9.841061520	832.73769955996000	-0.012	short	1590.909386760
2024-09-26 14:22:00	BTCUSDT	9	buy	reversed	0.024	65064.664665	0.56215870270560	14.678717400	857.49050552525440	0.012	long	1561.551951960
2025-01-09 20:20:00	BTCUSDT	10	sell	reversed	0.021	91431.687705	0.69122355904980	316.404276480	1158.91202093820460	-0.009	short	1920.065441805
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.020	102738.045735	0.73971392929200	-101.757222270	1057.30902868391260	0.011	long	2054.760914700
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.022	89068.81500	0.7054250148000	-150.361538085	900.52201888361260	-0.011	short	1959.51393000
2025-04-22 01:21:00	BTCUSDT	13	buy	reversed	0.021	88771.05900	0.6711092060400	3.27531600	910.13892027857260	0.010	long	1864.19223900
2025-06-22 13:43:00	BTCUSDT	14	sell	reversed	0.018	100314.87750	0.6500404062000	115.43818500	1016.42002781237260	-0.008	short	1805.66779500
2025-07-09 19:37:00	BTCUSDT	15	buy	reversed	0.017	110699.531280	0.67748113143360	-83.077230240	934.67078294893900	0.009	long	1881.892031760
2025-08-22 12:32:00	BTCUSDT	16	sell	reversed	0.017	111830.84550	0.6844047744600	10.181827980	937.95659888497900	-0.008	short	1901.12437350
2025-10-01 16:37:00	BTCUSDT	17	buy	reversed	0.016	117925.25940	0.6792494941440	-48.75531120	893.43267208283500	0.008	long	1886.80415040
2025-10-10 21:17:00	BTCUSDT	18	sell	reversed	0.016	108512.00750	0.6250291632000	-75.30601520	816.31713825963500	-0.008	short	1736.19212000
2026-01-05 20:25:00	BTCUSDT	19	buy	reversed	0.016	94583.09250	0.5447986128000	111.43132000	936.31324001083500	0.008	long	1513.32948000
2026-01-29 15:43:00	BTCUSDT	20	sell	reversed	0.019	84378.557165	0.57714933100860	-81.636282680	851.76052767582640	-0.011	short	1603.192586135
2026-03-16 03:38:00	BTCUSDT	21	buy	reversed	0.022	74047.707630	0.58645784442960	113.639344885	969.55605981039680	0.011	long	1629.049567860
2026-06-01 00:00:00	BTCUSDT	23	sell	closed	0.011	73624.22250	0.2834532566250	-4.658336430	956.09245585577180	0		809.86644750

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	21	38.10%	0.98	-15.72	13.28	36902.76	92.74%	154.52%

Run Tag: run_135_of_380
Run Parameters:
settings[*].zigzag.detection=15, settings[*].zigzag.length=8
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