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
1289.68
Total PnL
289.68 (28.97%)
Total Trades (Win/Los)
287 (107/180)
Win Rate
37.28%
Max Drawdown
779.26 (38.92%)
Total Fees
87.22
Position avg (max), %
90.13 (124.29)
Profit Factor
1.09
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 -1.82% 26.13% 26.70% -16.04% 0.53% 4.25% 1.97% -1.27% -0.35% 4.22% 5.39% -20.80% 20.49%
2025 1.46% 8.49% 2.78% 2.92% -3.98% -5.16% 15.65% 4.60% 4.03% 1.14% 4.27% -22.09% 9.65%
2026 20.21% 0.21% -20.52% 2.42% -0.41% 0.01% — — — — — — -2.32%
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 1289.68
Min balance 897.26
Max balance 2002.11
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.85
Average monthly return (arithmetic), % 1.50
Best month, % 26.70
Worst month, % -22.09
PnL, Volume & Fees
Metric Value
Total PnL 289.68
Total PnL, % 28.97
Gross profit 4575.33
Gross loss 4185.25
Trading volume (USDT) 242313.21
Total transactions (buy/sell) 290
Total fees 87.22
Funding net -13.18
Funding accrued (received) 68.47
Funding paid 81.65
Trades
Metric Value
Total Trades 287
Win Trades 107
Los Trades 180
Win Rate, % 37.28
Expectancy per trade 1.3592
Max consecutive wins 11
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.13
Position max, % of margin balance 124.29
Max Drawdown 779.26
Max Drawdown, % 38.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0932
Recovery Factor (Total PnL / Max DD) 0.3717
Sharpe ratio (monthly) 0.4583
Sortino ratio (monthly) 0.7008
CAGR, % 11.11
Calmar ratio (CAGR / Max DD%) 0.2854
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 119.06 | Fee: 28.51 | Vol: 79192.43
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": 2,
    "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
}