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

930.86

Total PnL

-69.14 (-6.91%)

Total Trades (Win/Los)

12 (5/7)

Win Rate

41.67%

Max Drawdown

744.39 (58.16%)

Total Fees

6.92

Position avg (max), %

95.74 (161.14)

Profit Factor

0.96

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	-5.57%	8.92%	19.27%	-17.92%	13.16%	-15.01%	-16.63%	-14.07%	-15.77%	12.76%	43.07%	-3.93%	-9.42%
2025	10.24%	-12.18%	1.48%	-7.60%	-10.20%	2.26%	8.60%	-7.77%	-0.73%	-8.60%	17.16%	2.30%	-9.20%
2026	6.76%	8.22%	-0.64%	1.47%	-2.80%	0.00%	—	—	—	—	—	—	13.23%

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	930.86
Min balance	535.41
Max balance	1279.80

Monthly Performance

Metric	Value
Average monthly return (geometric), %	-0.24
Average monthly return (arithmetic), %	0.54
Best month, %	43.07
Worst month, %	-17.92

PnL, Volume & Fees

Metric	Value
Total PnL	-69.14
Total PnL, %	-6.91
Gross profit	762.91
Gross loss	791.28
Trading volume (USDT)	19231.08
Total transactions (buy/sell)	13
Total fees	6.92
Funding net	-33.87
Funding accrued (received)	31.68
Funding paid	65.55

Trades

Metric	Value
Total Trades	12
Win Trades	5
Los Trades	7
Win Rate, %	41.67
Expectancy per trade	-2.3634
Max consecutive wins	2
Max consecutive losses	3

Risk & Exposure

Metric	Value
Position avg, % of margin balance	95.74
Position max, % of margin balance	161.14
Max Drawdown	744.39
Max Drawdown, %	58.16

Risk-Adjusted Ratios

Metric	Value
Profit Factor (gross profit/gross loss)	0.9642
Recovery Factor (Total PnL / Max DD)	-0.0929
Sharpe ratio (monthly)	0.1455
Sortino ratio (monthly)	0.2447
CAGR, %	-2.92
Calmar ratio (CAGR / Max DD%)	-0.0503

Open Positions Size (USDT)

Y scale not from zero

Strategy Charts

BTCUSDT 1d zigzag | PnL: -28.36 | Fee: 6.92 | Vol: 19231.08

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": 19,
    "detection": 8,
    "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
2024-01-22 18:49:00	BTCUSDT	1	sell	opened	0.024	40195.92650	0.3472928049600	0	999.6527071950400	-0.024	short	964.70223600
2024-02-12 15:10:00	BTCUSDT	2	buy	reversed	0.044	49071.569040	0.77729365359360	-213.015420960	788.74792845744640	0.020	long	2159.149037760
2024-06-24 09:33:00	BTCUSDT	3	sell	reversed	0.032	60545.401690	0.69748302746880	229.476653000	994.30255522997760	-0.012	short	1937.452854080
2024-07-29 13:06:00	BTCUSDT	4	buy	reversed	0.026	70024.50000	0.6554293200000	-113.749179720	883.42134774797760	0.014	long	1820.63700000
2024-08-04 17:43:00	BTCUSDT	5	sell	reversed	0.029	57691.001080	0.60229405127520	-172.668984880	709.38427571870240	-0.015	short	1673.039031320
2024-09-26 14:22:00	BTCUSDT	6	buy	reversed	0.026	65064.664665	0.60900526126440	-110.604953775	604.51247236743800	0.011	long	1691.681281290
2025-02-25 07:25:00	BTCUSDT	7	sell	reversed	0.017	89068.81500	0.5451011478000	264.045653685	848.09980400013800	-0.006	short	1514.16985500
2025-05-18 23:50:00	BTCUSDT	8	buy	reversed	0.014	106035.09930	0.5344169004720	-101.79770580	751.71218538566600	0.008	long	1484.49139020
2025-09-25 13:43:00	BTCUSDT	9	sell	reversed	0.014	110516.605645	0.55700369245080	35.852050760	771.35338798521520	-0.006	short	1547.232479030
2025-10-01 08:49:00	BTCUSDT	10	buy	reversed	0.012	116134.232760	0.50169988552320	-33.705762690	737.68682040569200	0.006	long	1393.610793120
2025-10-10 21:17:00	BTCUSDT	11	sell	reversed	0.012	108512.00750	0.4687718724000	-45.733351560	690.56463711629200	-0.006	short	1302.14409000
2026-04-07 23:20:00	BTCUSDT	12	buy	reversed	0.015	72009.994680	0.38885397127200	219.012076920	921.62993086402000	0.009	long	1080.149920200
2026-06-01 00:00:00	BTCUSDT	14	sell	closed	0.009	73624.22250	0.2319163008750	14.528050380	930.85646338964500	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	12	41.67%	0.96	-28.36	6.92	19231.08	95.74%	161.14%

Run Tag: run_348_of_380
Run Parameters:
settings[*].zigzag.detection=8, settings[*].zigzag.length=19
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