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

801.39

Total PnL

-198.61 (-19.86%)

Total Trades (Win/Los)

25 (7/18)

Win Rate

28.00%

Max Drawdown

727.35 (55.38%)

Total Fees

14.13

Position avg (max), %

90.88 (159.54)

Profit Factor

0.87

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	-24.47%	43.94%	16.41%	-15.63%	11.17%	-12.83%	-16.09%	-14.01%	-9.02%	11.98%	40.71%	-3.77%	2.98%
2025	-9.11%	-8.04%	2.51%	-10.75%	10.17%	-9.63%	3.81%	2.93%	-3.84%	-25.90%	16.44%	2.22%	-31.00%
2026	6.52%	7.94%	-0.62%	1.68%	-2.89%	0.00%	—	—	—	—	—	—	12.83%

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	801.39
Min balance	585.93
Max balance	1313.27

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.73
Average monthly return (arithmetic), %	0.39
Best month, %	43.94
Worst month, %	-25.90

PnL, Volume & Fees

Metric	Value
Total PnL	-198.61
Total PnL, %	-19.86
Gross profit	995.27
Gross loss	1149.54
Trading volume (USDT)	39252.75
Total transactions (buy/sell)	26
Total fees	14.13
Funding net	-30.21
Funding accrued (received)	32.66
Funding paid	62.88

Trades

Metric	Value
Total Trades	25
Win Trades	7
Los Trades	18
Win Rate, %	28.00
Expectancy per trade	-6.1711
Max consecutive wins	2
Max consecutive losses	6

Risk & Exposure

Metric	Value
Position avg, % of margin balance	90.88
Position max, % of margin balance	159.54
Max Drawdown	727.35
Max Drawdown, %	55.38

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.8658
Recovery Factor (Total PnL / Max DD)	-0.2731
Sharpe ratio (monthly)	0.0880
Sortino ratio (monthly)	0.1466
CAGR, %	-8.76
Calmar ratio (CAGR / Max DD%)	-0.1582

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -154.28 | Fee: 14.13 | Vol: 39252.75

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": 15,
    "detection": 5,
    "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 20:44:00	BTCUSDT	1	buy	opened	0.022	43889.856075	0.34760766011400	0	999.65239233988600	0.022	long	965.576833650
2024-01-03 12:09:00	BTCUSDT	2	sell	reversed	0.045	41263.55270	0.6684695537400	-57.778674250	940.98229004214600	-0.023	short	1856.85987150
2024-01-04 15:15:00	BTCUSDT	3	buy	reversed	0.044	43889.856075	0.69521532022800	-60.404977625	880.01532581591800	0.021	long	1931.153667300
2024-01-18 19:12:00	BTCUSDT	4	sell	reversed	0.042	41263.55270	0.6239049168240	-55.152370875	822.44673495759400	-0.021	short	1733.06921340
2024-01-30 02:37:00	BTCUSDT	5	buy	reversed	0.039	43595.152965	0.61207594762860	-48.963605565	774.19261572196540	0.018	long	1700.210965635
2024-06-24 09:33:00	BTCUSDT	6	sell	reversed	0.030	60686.552270	0.65541476451600	307.645187490	1058.84477844444940	-0.012	short	1820.596568100
2024-07-29 13:06:00	BTCUSDT	7	buy	reversed	0.027	70024.50000	0.6806381400000	-112.055372760	949.63216910244940	0.015	long	1890.66150000
2024-08-04 17:43:00	BTCUSDT	8	sell	reversed	0.031	57691.001080	0.64383157205280	-185.002483800	763.16536112539660	-0.016	short	1788.421033480
2024-09-19 13:14:00	BTCUSDT	9	buy	reversed	0.028	63225.321120	0.63731123688960	-88.549120640	679.78619105650700	0.012	long	1770.308991360
2025-01-09 13:37:00	BTCUSDT	10	sell	reversed	0.019	92346.167525	0.63164778587100	349.450156860	1013.64576425663600	-0.007	short	1754.577182975
2025-01-17 12:41:00	BTCUSDT	11	buy	reversed	0.016	102738.045735	0.59177114343360	-72.743147470	941.03581527670240	0.009	long	1643.808731760
2025-02-25 07:25:00	BTCUSDT	12	sell	reversed	0.019	89068.81500	0.6092306946000	-123.023076615	812.72346975760240	-0.010	short	1692.30748500
2025-04-02 20:16:00	BTCUSDT	13	buy	reversed	0.019	88314.89940	0.6040739118960	7.53915600	823.86821823570640	0.009	long	1677.98308860
2025-04-02 22:10:00	BTCUSDT	14	sell	reversed	0.018	83723.886380	0.54253078374240	-41.319117180	782.00657027196400	-0.009	short	1507.029954840
2025-04-21 14:29:00	BTCUSDT	15	buy	reversed	0.017	88314.89940	0.5404871843280	-41.319117180	742.02484382563600	0.008	long	1501.35328980
2025-06-22 13:43:00	BTCUSDT	16	sell	reversed	0.015	100314.87750	0.5417003385000	95.99982480	830.61415503913600	-0.007	short	1504.72316250
2025-07-02 16:05:00	BTCUSDT	17	buy	reversed	0.014	108993.634425	0.54932791750200	-60.751298475	770.35013319813400	0.007	long	1525.910881950
2025-08-19 14:28:00	BTCUSDT	18	sell	reversed	0.013	114178.02370	0.5343531509160	36.290724925	800.87827911621800	-0.006	short	1484.31430810
2025-10-01 08:39:00	BTCUSDT	19	buy	reversed	0.012	115380.569070	0.49844405838240	-7.215272220	797.09116225383560	0.006	long	1384.566828840
2025-10-10 21:16:00	BTCUSDT	20	sell	reversed	0.013	109095.603170	0.51056742283560	-37.709795400	757.95073957400000	-0.007	short	1418.242841210
2025-10-12 20:28:00	BTCUSDT	21	buy	reversed	0.013	115380.569070	0.53998106324760	-43.994761300	713.62704843925240	0.006	long	1499.947397910
2025-10-16 15:41:00	BTCUSDT	22	sell	reversed	0.012	109095.603170	0.47129300569440	-37.709795400	675.11079907055800	-0.006	short	1309.147238040
2025-10-27 06:48:00	BTCUSDT	23	buy	reversed	0.011	115991.182710	0.45932508353160	-41.373477240	634.22323774902640	0.005	long	1275.903009810
2025-10-29 18:40:00	BTCUSDT	24	sell	reversed	0.010	109095.603170	0.39274417141200	-34.477897700	599.14769071761440	-0.005	short	1090.956031700
2026-04-07 23:20:00	BTCUSDT	25	buy	reversed	0.013	72009.994680	0.33700677510240	185.428042450	793.18446105001200	0.008	long	936.129930840
2026-06-01 00:00:00	BTCUSDT	27	sell	closed	0.008	73624.22250	0.2061478230000	12.913822560	801.38582329501200	0		588.99378000

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	25	28.00%	0.87	-154.28	14.13	39252.75	90.88%	159.54%

Run Tag: run_265_of_380
Run Parameters:
settings[*].zigzag.detection=5, settings[*].zigzag.length=15
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