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
2019.23
Total PnL
1019.23 (101.92%)
Total Trades (Win/Los)
219 (98/121)
Win Rate
44.75%
Max Drawdown
740.93 (34.08%)
Total Fees
71.20
Position avg (max), %
88.73 (119.23)
Profit Factor
1.34
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 -6.47% 25.91% 23.72% -3.61% 3.29% 5.05% -4.42% -1.37% 3.03% -0.33% 11.64% -16.49% 37.53%
2025 -8.44% 8.38% -2.77% 4.41% 8.23% -6.52% 12.39% 4.56% 7.40% -0.43% -4.35% -14.48% 4.77%
2026 24.49% 7.95% 1.12% 4.19% -0.98% 0.01% — — — — — — 40.22%
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 2019.23
Min balance 867.32
Max balance 2193.91
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.37
Average monthly return (arithmetic), % 2.84
Best month, % 25.91
Worst month, % -16.49
PnL, Volume & Fees
Metric Value
Total PnL 1019.23
Total PnL, % 101.92
Gross profit 4414.12
Gross loss 3305.95
Trading volume (USDT) 197822.54
Total transactions (buy/sell) 222
Total fees 71.20
Funding net -17.74
Funding accrued (received) 71.92
Funding paid 89.66
Trades
Metric Value
Total Trades 219
Win Trades 98
Los Trades 121
Win Rate, % 44.75
Expectancy per trade 5.0602
Max consecutive wins 8
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.73
Position max, % of margin balance 119.23
Max Drawdown 740.93
Max Drawdown, % 34.08
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3352
Recovery Factor (Total PnL / Max DD) 1.3756
Sharpe ratio (monthly) 0.9926
Sortino ratio (monthly) 2.0354
CAGR, % 33.78
Calmar ratio (CAGR / Max DD%) 0.9911
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 668.12 | Fee: 22.39 | Vol: 62205.87
Details
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  "description": "",
  "tg_notification": {
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    "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": 4,
    "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
}