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

951.59

Total PnL

-48.41 (-4.84%)

Total Trades (Win/Los)

11 (4/7)

Win Rate

36.36%

Max Drawdown

547.09 (44.43%)

Total Fees

6.51

Position avg (max), %

92.83 (169.66)

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	-15.35%	7.12%	19.67%	-18.23%	13.44%	-9.07%	-21.95%	9.12%	-11.23%	11.76%	40.03%	-3.73%	4.27%
2025	9.70%	-11.41%	1.49%	-7.67%	-16.24%	2.10%	8.00%	-0.88%	-4.31%	-12.07%	18.79%	2.49%	-14.61%
2026	7.29%	8.81%	-0.68%	-5.18%	-2.74%	0.00%	—	—	—	—	—	—	6.93%

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	951.59
Min balance	638.56
Max balance	1231.29

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.16
Average monthly return (arithmetic), %	0.64
Best month, %	40.03
Worst month, %	-21.95

PnL, Volume & Fees

Metric	Value
Total PnL	-48.41
Total PnL, %	-4.84
Gross profit	663.24
Gross loss	678.96
Trading volume (USDT)	18093.00
Total transactions (buy/sell)	12
Total fees	6.51
Funding net	-26.18
Funding accrued (received)	37.12
Funding paid	63.30

Trades

Metric	Value
Total Trades	11
Win Trades	4
Los Trades	7
Win Rate, %	36.36
Expectancy per trade	-1.4287
Max consecutive wins	1
Max consecutive losses	2

Risk & Exposure

Metric	Value
Position avg, % of margin balance	92.83
Position max, % of margin balance	169.66
Max Drawdown	547.09
Max Drawdown, %	44.43

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.9769
Recovery Factor (Total PnL / Max DD)	-0.0885
Sharpe ratio (monthly)	0.1704
Sortino ratio (monthly)	0.2750
CAGR, %	-2.03
Calmar ratio (CAGR / Max DD%)	-0.0458

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -15.72 | Fee: 6.51 | Vol: 18093.00

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": 16,
    "detection": 19,
    "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
2024-01-22 18:49:00	BTCUSDT	2	sell	reversed	0.046	40195.92650	0.6656445428400	-94.457866030	901.84812731650920	-0.024	short	1849.01261900
2024-02-12 15:10:00	BTCUSDT	3	buy	reversed	0.042	49071.569040	0.74196212388480	-213.015420960	690.97868010862440	0.018	long	2061.005899680
2024-07-05 02:53:00	BTCUSDT	4	sell	reversed	0.029	56485.22325	0.5897057307300	133.445775780	801.34872158689440	-0.011	short	1638.07147425
2024-09-26 14:22:00	BTCUSDT	5	buy	reversed	0.023	65064.664665	0.53873542342620	-94.373855565	713.95056096146820	0.012	long	1496.487287295
2025-02-25 07:25:00	BTCUSDT	6	sell	reversed	0.019	89068.81500	0.6092306946000	288.049804020	979.66762057286820	-0.007	short	1692.30748500
2025-05-21 23:23:00	BTCUSDT	7	buy	reversed	0.015	109990.183095	0.59394698871300	-146.449576665	839.85941397665520	0.008	long	1649.852746425
2025-08-22 12:32:00	BTCUSDT	8	sell	reversed	0.015	111830.84550	0.6038865657000	14.725299240	842.81709406295520	-0.007	short	1677.46268250
2025-10-01 16:37:00	BTCUSDT	9	buy	reversed	0.014	117925.25940	0.5943433073760	-42.66089730	803.85865811107920	0.007	long	1650.95363160
2025-10-10 21:17:00	BTCUSDT	10	sell	reversed	0.014	108512.00750	0.5469005178000	-65.89276330	736.38256601577920	-0.007	short	1519.16810500
2026-04-17 09:28:00	BTCUSDT	11	buy	reversed	0.016	76080.518865	0.43822378866240	227.020420445	978.14574736511680	0.009	long	1217.288301840
2026-06-01 00:00:00	BTCUSDT	13	sell	closed	0.009	73624.22250	0.2319163008750	-22.106667285	951.59286491824180	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	11	36.36%	0.98	-15.72	6.51	18093.00	92.83%	169.66%

Run Tag: run_299_of_380
Run Parameters:
settings[*].zigzag.detection=19, settings[*].zigzag.length=16
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