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

863.92

Total PnL

-136.08 (-13.61%)

Total Trades (Win/Los)

21 (7/14)

Win Rate

33.33%

Max Drawdown

747.38 (51.66%)

Total Fees

13.17

Position avg (max), %

88.89 (157.03)

Profit Factor

0.89

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	-21.05%	7.06%	18.76%	-7.92%	-6.45%	5.28%	-1.59%	5.95%	-8.05%	10.10%	34.91%	-3.38%	25.26%
2025	-10.96%	-8.34%	2.53%	-18.08%	11.66%	-9.67%	1.72%	0.39%	-4.24%	-11.85%	18.41%	2.44%	-27.71%
2026	-4.60%	12.53%	-0.94%	-7.14%	-3.33%	0.00%	—	—	—	—	—	—	-4.54%

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	863.92
Min balance	642.50
Max balance	1446.77

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.48
Average monthly return (arithmetic), %	0.14
Best month, %	34.91
Worst month, %	-21.05

PnL, Volume & Fees

Metric	Value
Total PnL	-136.08
Total PnL, %	-13.61
Gross profit	922.97
Gross loss	1035.99
Trading volume (USDT)	36607.46
Total transactions (buy/sell)	22
Total fees	13.17
Funding net	-9.89
Funding accrued (received)	44.44
Funding paid	54.33

Trades

Metric	Value
Total Trades	21
Win Trades	7
Los Trades	14
Win Rate, %	33.33
Expectancy per trade	-5.3820
Max consecutive wins	1
Max consecutive losses	4

Risk & Exposure

Metric	Value
Position avg, % of margin balance	88.89
Position max, % of margin balance	157.03
Max Drawdown	747.38
Max Drawdown, %	51.66

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.8909
Recovery Factor (Total PnL / Max DD)	-0.1821
Sharpe ratio (monthly)	0.0420
Sortino ratio (monthly)	0.0683
CAGR, %	-5.88
Calmar ratio (CAGR / Max DD%)	-0.1138

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -113.02 | Fee: 13.17 | Vol: 36607.46

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": 9,
    "detection": 6,
    "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
2024-01-01 23:27:00	BTCUSDT	1	buy	opened	0.022	44002.39545	0.3484989719640	0	999.6515010280360	0.022	long	968.05269990
2024-01-03 12:09:00	BTCUSDT	2	sell	reversed	0.045	41263.55270	0.6684695537400	-60.25454050	938.5055324802960	-0.023	short	1856.85987150
2024-01-04 15:15:00	BTCUSDT	3	buy	reversed	0.044	44002.39545	0.6969979439280	-62.99338325	874.9483800053680	0.021	long	1936.10539980
2024-01-18 19:12:00	BTCUSDT	4	sell	reversed	0.042	41263.55270	0.6239049168240	-57.51569775	815.0164622720440	-0.021	short	1733.06921340
2024-02-12 15:10:00	BTCUSDT	5	buy	reversed	0.037	49071.569040	0.65363329961280	-163.968343140	653.39082275293120	0.016	long	1815.648054480
2024-04-13 19:56:00	BTCUSDT	6	sell	reversed	0.025	64383.45790	0.5794511211000	244.990221760	889.37589663983120	-0.009	short	1609.58644750
2024-09-26 14:20:00	BTCUSDT	7	buy	reversed	0.022	65015.347410	0.51492155148720	-5.687005590	895.82569965784400	0.013	long	1430.337643020
2025-01-09 20:20:00	BTCUSDT	8	sell	reversed	0.022	91431.687705	0.72413896662360	343.412423835	1223.03148555922040	-0.009	short	2011.497129510
2025-01-17 12:41:00	BTCUSDT	9	buy	reversed	0.020	102738.045735	0.73971392929200	-101.757222270	1121.42849330492840	0.011	long	2054.760914700
2025-02-25 07:25:00	BTCUSDT	10	sell	reversed	0.023	89068.81500	0.7374897882000	-150.361538085	964.60941873122840	-0.012	short	2048.58274500
2025-04-02 20:16:00	BTCUSDT	11	buy	reversed	0.023	88530.97500	0.7330364730000	6.45408000	975.38206192622840	0.011	long	2036.21242500
2025-04-06 17:44:00	BTCUSDT	12	sell	reversed	0.023	81065.217240	0.67121999874720	-82.123335360	892.09398315248120	-0.012	short	1864.499996520
2025-04-22 01:19:00	BTCUSDT	13	buy	reversed	0.022	88530.97500	0.7011653220000	-89.589093120	803.86394815448120	0.010	long	1947.68145000
2025-06-22 13:43:00	BTCUSDT	14	sell	reversed	0.017	100314.87750	0.6139270503000	117.83902500	912.58200904418120	-0.007	short	1705.35291750
2025-07-03 13:49:00	BTCUSDT	15	buy	reversed	0.015	110414.131425	0.59623630969500	-70.694777475	842.39632339248620	0.008	long	1656.211971375
2025-08-20 01:38:00	BTCUSDT	16	sell	reversed	0.015	112538.297805	0.60770680814700	16.993331040	852.80376958833920	-0.007	short	1688.074467075
2025-10-01 16:37:00	BTCUSDT	17	buy	reversed	0.014	117925.25940	0.5943433073760	-37.708731165	819.04729914996320	0.007	long	1650.95363160
2025-10-10 21:17:00	BTCUSDT	18	sell	reversed	0.014	108512.00750	0.5469005178000	-65.89276330	751.57120705466320	-0.007	short	1519.16810500
2026-01-05 20:25:00	BTCUSDT	19	buy	reversed	0.015	94583.09250	0.5107486995000	97.50240500	856.53374617366320	0.008	long	1418.74638750
2026-01-25 18:44:00	BTCUSDT	20	sell	reversed	0.017	86722.63645	0.5307425350740	-62.88364840	791.13002544258920	-0.009	short	1474.28481965
2026-04-17 09:28:00	BTCUSDT	21	buy	reversed	0.019	76080.518865	0.52039074903660	95.779058265	893.42082791955260	0.010	long	1445.529858435
2026-06-01 00:00:00	BTCUSDT	23	sell	closed	0.010	73624.22250	0.2576847787500	-24.562963650	863.91762520080260	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	33.33%	0.89	-113.02	13.17	36607.46	88.89%	157.03%

Run Tag: run_146_of_380
Run Parameters:
settings[*].zigzag.detection=6, settings[*].zigzag.length=9
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