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
1342.08
Total PnL
342.08 (34.21%)
Total Trades (Win/Los)
255 (102/153)
Win Rate
40.00%
Max Drawdown
736.28 (42.53%)
Total Fees
70.63
Position avg (max), %
89.37 (120.67)
Profit Factor
1.12
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 -3.54% 26.59% 24.39% -12.45% 0.78% 2.94% 1.16% 0.88% -3.19% 1.24% 5.98% -21.23% 15.21%
2025 -0.74% 8.67% -4.55% 1.48% -6.20% -5.51% 12.64% 4.81% 7.69% 0.11% -3.21% -13.77% -1.63%
2026 25.05% 3.12% -12.39% 5.68% -0.77% 0.01% — — — — — — 18.49%
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 1342.08
Min balance 883.62
Max balance 1731.10
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.99
Average monthly return (arithmetic), % 1.52
Best month, % 26.59
Worst month, % -21.23
PnL, Volume & Fees
Metric Value
Total PnL 342.08
Total PnL, % 34.21
Gross profit 3986.74
Gross loss 3561.01
Trading volume (USDT) 196218.70
Total transactions (buy/sell) 258
Total fees 70.63
Funding net -13.02
Funding accrued (received) 62.29
Funding paid 75.31
Trades
Metric Value
Total Trades 255
Win Trades 102
Los Trades 153
Win Rate, % 40.00
Expectancy per trade 1.6695
Max consecutive wins 11
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.37
Position max, % of margin balance 120.67
Max Drawdown 736.28
Max Drawdown, % 42.53
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1196
Recovery Factor (Total PnL / Max DD) 0.4646
Sharpe ratio (monthly) 0.4998
Sortino ratio (monthly) 0.8825
CAGR, % 12.96
Calmar ratio (CAGR / Max DD%) 0.3046
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 108.42 | Fee: 24.31 | Vol: 67548.78
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": 3,
    "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
}