hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-1d-notp | exchange: Bybit

Pairs
3
Initial Balance
1000.00
Final Balance
1243.54
Total PnL
243.54 (24.35%)
Total Trades (Win/Los)
358 (124/234)
Win Rate
34.64%
Max Drawdown
1145.82 (48.38%)
Total Fees
119.08
Position avg (max), %
90.59 (123.40)
Profit Factor
1.07
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -2.78% 28.27% 28.89% -14.90% 2.39% -2.89% 1.40% 3.36% 2.21% 2.75% 9.93% -16.83% 36.84%
2025 3.71% 7.96% -2.55% 6.89% -4.61% -6.26% 16.67% 7.12% 5.55% 1.48% 6.93% -22.88% 15.14%
2026 20.84% -11.63% -23.72% 4.62% -7.34% 0.02% — — — — — — -21.02%
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 3
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1243.54
Min balance 884.31
Max balance 2368.37
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.73
Average monthly return (arithmetic), % 1.49
Best month, % 28.89
Worst month, % -23.72
PnL, Volume & Fees
Metric Value
Total PnL 243.54
Total PnL, % 24.35
Gross profit 5386.78
Gross loss 5014.34
Trading volume (USDT) 330815.05
Total transactions (buy/sell) 361
Total fees 119.08
Funding net -9.81
Funding accrued (received) 77.38
Funding paid 87.19
Trades
Metric Value
Total Trades 358
Win Trades 124
Los Trades 234
Win Rate, % 34.64
Expectancy per trade 1.0403
Max consecutive wins 11
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.59
Position max, % of margin balance 123.40
Max Drawdown 1145.82
Max Drawdown, % 48.38
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0743
Recovery Factor (Total PnL / Max DD) 0.2125
Sharpe ratio (monthly) 0.4180
Sortino ratio (monthly) 0.6533
CAGR, % 9.45
Calmar ratio (CAGR / Max DD%) 0.1952
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 277.80 | Fee: 34.54 | Vol: 95955.09
Details
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  "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": "SOLUSDT",
    "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": 33.0,
    "balance_percentage_short": 33.0,
    "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": 2,
    "detection": 1,
    "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
}