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
1634.46
Total PnL
634.46 (63.45%)
Total Trades (Win/Los)
198 (86/112)
Win Rate
43.43%
Max Drawdown
709.32 (44.04%)
Total Fees
54.47
Position avg (max), %
89.04 (110.17)
Profit Factor
1.25
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 -6.16% 26.94% 22.91% -7.26% 0.00% 5.01% -9.65% -4.61% 8.12% -3.61% 18.38% -19.78% 21.62%
2025 -18.67% 7.37% -8.77% 11.05% 8.89% -6.26% 21.60% 7.26% 4.53% 0.70% -13.92% -7.35% -1.12%
2026 18.50% 7.19% 1.11% 4.34% 1.47% 0.01% — — — — — — 35.99%
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 1634.46
Min balance 883.45
Max balance 1838.06
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.65
Average monthly return (arithmetic), % 2.31
Best month, % 26.94
Worst month, % -19.78
PnL, Volume & Fees
Metric Value
Total PnL 634.46
Total PnL, % 63.45
Gross profit 3480.62
Gross loss 2778.17
Trading volume (USDT) 151351.90
Total transactions (buy/sell) 201
Total fees 54.47
Funding net -13.52
Funding accrued (received) 62.43
Funding paid 75.95
Trades
Metric Value
Total Trades 198
Win Trades 86
Los Trades 112
Win Rate, % 43.43
Expectancy per trade 3.5477
Max consecutive wins 6
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.04
Position max, % of margin balance 110.17
Max Drawdown 709.32
Max Drawdown, % 44.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2528
Recovery Factor (Total PnL / Max DD) 0.8945
Sharpe ratio (monthly) 0.6890
Sortino ratio (monthly) 1.2064
CAGR, % 22.56
Calmar ratio (CAGR / Max DD%) 0.5123
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 415.46 | Fee: 16.98 | Vol: 47180.61
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": 5,
    "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
}