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

793.39

Total PnL

-206.61 (-20.66%)

Total Trades (Win/Los)

21 (8/13)

Win Rate

38.10%

Max Drawdown

491.44 (43.16%)

Total Fees

11.35

Position avg (max), %

91.19 (170.87)

Profit Factor

0.80

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%	-2.19%	8.27%	-10.05%	9.73%	33.73%	-3.29%	-1.06%
2025	-10.80%	-9.06%	2.42%	-1.57%	9.90%	-9.40%	0.92%	-0.89%	-3.99%	-11.12%	17.13%	2.30%	-16.71%
2026	-7.85%	14.25%	-13.45%	9.30%	-3.27%	0.00%	—	—	—	—	—	—	-3.66%

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	793.39
Min balance	561.51
Max balance	1138.75

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.77
Average monthly return (arithmetic), %	-0.04
Best month, %	33.73
Worst month, %	-29.87

PnL, Volume & Fees

Metric	Value
Total PnL	-206.61
Total PnL, %	-20.66
Gross profit	745.58
Gross loss	926.32
Trading volume (USDT)	31555.45
Total transactions (buy/sell)	22
Total fees	11.35
Funding net	-14.52
Funding accrued (received)	36.36
Funding paid	50.88

Trades

Metric	Value
Total Trades	21
Win Trades	8
Los Trades	13
Win Rate, %	38.10
Expectancy per trade	-8.6065
Max consecutive wins	2
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	91.19
Position max, % of margin balance	170.87
Max Drawdown	491.44
Max Drawdown, %	43.16

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.8049
Recovery Factor (Total PnL / Max DD)	-0.4204
Sharpe ratio (monthly)	-0.0117
Sortino ratio (monthly)	-0.0175
CAGR, %	-9.14
Calmar ratio (CAGR / Max DD%)	-0.2118

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -180.74 | Fee: 11.35 | Vol: 31555.45

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": 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
2024-09-26 14:22:00	BTCUSDT	9	buy	reversed	0.020	65064.664665	0.46846558558800	7.342976350	715.43295945997640	0.010	long	1301.293293300
2025-01-09 20:20:00	BTCUSDT	10	sell	reversed	0.017	91431.687705	0.55956192875460	263.670230400	966.63401334122180	-0.007	short	1554.338690985
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.016	102738.045735	0.59177114343360	-79.144506210	887.59302572278820	0.009	long	1643.808731760
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.018	89068.81500	0.5771659212000	-123.023076615	759.31274497708820	-0.009	short	1603.23867000
2025-04-22 01:21:00	BTCUSDT	13	buy	reversed	0.017	88771.05900	0.5432788810800	2.67980400	767.18692931500820	0.008	long	1509.10800300
2025-06-22 13:43:00	BTCUSDT	14	sell	reversed	0.015	100314.87750	0.5417003385000	92.35054800	852.19014732850820	-0.007	short	1504.72316250
2025-07-09 19:37:00	BTCUSDT	15	buy	reversed	0.014	110699.531280	0.55792563765120	-72.692576460	780.69442842535700	0.007	long	1549.793437920
2025-08-22 12:32:00	BTCUSDT	16	sell	reversed	0.013	111830.84550	0.5233683569400	7.919199540	783.25900950991700	-0.006	short	1453.80099150
2025-10-01 16:37:00	BTCUSDT	17	buy	reversed	0.012	117925.25940	0.5094371206080	-36.56648340	749.86606440830900	0.006	long	1415.10311280
2025-10-10 21:17:00	BTCUSDT	18	sell	reversed	0.012	108512.00750	0.4687718724000	-56.47951140	692.02941404090900	-0.006	short	1302.14409000
2026-01-05 20:25:00	BTCUSDT	19	buy	reversed	0.013	94583.09250	0.4426488729000	83.57349000	781.99244044100900	0.007	long	1229.58020250
2026-01-29 15:43:00	BTCUSDT	20	sell	reversed	0.016	84378.557165	0.48602048927040	-71.431747345	708.02780232323860	-0.009	short	1350.056914640
2026-03-16 03:38:00	BTCUSDT	21	buy	reversed	0.018	74047.707630	0.47982914544240	92.977645815	804.40596497879620	0.009	long	1332.858737340
2026-06-01 00:00:00	BTCUSDT	23	sell	closed	0.009	73624.22250	0.2319163008750	-3.811366170	793.39028901592120	0		662.61800250

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%	0.80	-180.74	11.35	31555.45	91.19%	170.87%

Run Tag: run_138_of_380
Run Parameters:
settings[*].zigzag.detection=18, 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