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

839.71

Total PnL

-160.29 (-16.03%)

Total Trades (Win/Los)

21 (8/13)

Win Rate

38.10%

Max Drawdown

555.22 (45.23%)

Total Fees

12.19

Position avg (max), %

94.16 (170.87)

Profit Factor

0.86

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%	-10.07%	-6.01%	2.51%	-2.26%	8.55%	-10.35%	10.05%	34.76%	-3.36%	6.33%
2025	-11.37%	-9.43%	2.53%	-1.57%	10.47%	-9.97%	0.99%	-0.89%	-4.37%	-12.24%	19.10%	2.52%	-17.37%
2026	-8.15%	13.41%	-13.41%	9.79%	-3.42%	0.00%	—	—	—	—	—	—	-4.36%

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	839.71
Min balance	561.51
Max balance	1227.61

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.58
Average monthly return (arithmetic), %	0.16
Best month, %	34.76
Worst month, %	-29.87

PnL, Volume & Fees

Metric	Value
Total PnL	-160.29
Total PnL, %	-16.03
Gross profit	827.15
Gross loss	960.81
Trading volume (USDT)	33878.55
Total transactions (buy/sell)	22
Total fees	12.19
Funding net	-14.43
Funding accrued (received)	40.29
Funding paid	54.72

Trades

Metric	Value
Total Trades	21
Win Trades	8
Los Trades	13
Win Rate, %	38.10
Expectancy per trade	-6.3650
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	94.16
Position max, % of margin balance	170.87
Max Drawdown	555.22
Max Drawdown, %	45.23

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.8609
Recovery Factor (Total PnL / Max DD)	-0.2887
Sharpe ratio (monthly)	0.0459
Sortino ratio (monthly)	0.0706
CAGR, %	-6.98
Calmar ratio (CAGR / Max DD%)	-0.1543

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -133.66 | Fee: 12.19 | Vol: 33878.55

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": 16,
    "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 19:56:00	BTCUSDT	6	sell	reversed	0.023	63758.276790	0.52791853182120	220.300616250	783.59374920389380	-0.008	short	1466.440366170
2024-05-17 15:22:00	BTCUSDT	7	buy	reversed	0.019	67169.200995	0.45943733480580	-27.287393640	758.14229302508800	0.011	long	1276.214818905
2024-06-11 15:44:00	BTCUSDT	8	sell	reversed	0.022	66010.88810	0.5228062337520	-12.741441845	742.32085286933600	-0.011	short	1452.23953820
2024-09-26 14:22:00	BTCUSDT	9	buy	reversed	0.022	65064.664665	0.51531214414680	10.408457785	761.96389183918920	0.011	long	1431.422622630
2025-01-09 20:20:00	BTCUSDT	10	sell	reversed	0.019	91431.687705	0.62539274390220	290.037253440	1038.27517648628700	-0.008	short	1737.202066395
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.018	102738.045735	0.66574253636280	-90.450864240	947.95318654992420	0.010	long	1849.284823230
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.020	89068.81500	0.6412954680000	-136.692307350	805.41954127692420	-0.010	short	1781.37630000
2025-04-22 01:21:00	BTCUSDT	13	buy	reversed	0.019	88771.05900	0.6071940435600	2.97756000	814.16508414336420	0.009	long	1686.65012100
2025-06-22 13:43:00	BTCUSDT	14	sell	reversed	0.017	100314.87750	0.6139270503000	103.89436650	909.78919023906420	-0.008	short	1705.35291750
2025-07-09 19:37:00	BTCUSDT	15	buy	reversed	0.016	110699.531280	0.63762930017280	-83.077230240	828.07979720689140	0.008	long	1771.192500480
2025-08-22 12:32:00	BTCUSDT	16	sell	reversed	0.015	111830.84550	0.6038865657000	9.050513760	831.00499571719140	-0.007	short	1677.46268250
2025-10-01 16:37:00	BTCUSDT	17	buy	reversed	0.014	117925.25940	0.5943433073760	-42.66089730	792.04655976531540	0.007	long	1650.95363160
2025-10-10 21:17:00	BTCUSDT	18	sell	reversed	0.014	108512.00750	0.5469005178000	-65.89276330	724.57046767001540	-0.007	short	1519.16810500
2026-01-05 20:25:00	BTCUSDT	19	buy	reversed	0.014	94583.09250	0.4766987862000	97.50240500	829.56705670231540	0.007	long	1324.16329500
2026-01-29 15:43:00	BTCUSDT	20	sell	reversed	0.016	84378.557165	0.48602048927040	-71.431747345	755.60241858454500	-0.009	short	1350.056914640
2026-03-16 03:38:00	BTCUSDT	21	buy	reversed	0.019	74047.707630	0.50648632018920	92.977645815	851.95392406535580	0.010	long	1406.906444970
2026-06-01 00:00:00	BTCUSDT	23	sell	closed	0.010	73624.22250	0.2576847787500	-4.234851300	839.71428410660580	0		736.24222500

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%	0.86	-133.66	12.19	33878.55	94.16%	170.87%

Run Tag: run_136_of_380
Run Parameters:
settings[*].zigzag.detection=16, 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