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
1606.75
Total PnL
606.75 (60.68%)
Total Trades (Win/Los)
174 (70/104)
Win Rate
40.23%
Max Drawdown
638.42 (41.96%)
Total Fees
43.85
Position avg (max), %
88.90 (114.89)
Profit Factor
1.27
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 -12.29% 23.79% 21.61% -11.01% -0.73% 4.40% -3.18% -1.28% 8.00% -3.80% 22.57% -19.06% 19.96%
2025 -23.07% 12.94% -13.40% 7.62% 15.09% -8.12% 20.55% -4.16% 2.51% -1.56% 18.44% -15.74% -0.37%
2026 16.81% 6.68% 1.06% 1.65% 5.07% 0.01% — — — — — — 34.52%
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 1606.75
Min balance 858.18
Max balance 1678.94
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.60
Average monthly return (arithmetic), % 2.38
Best month, % 23.79
Worst month, % -23.07
PnL, Volume & Fees
Metric Value
Total PnL 606.75
Total PnL, % 60.68
Gross profit 3083.59
Gross loss 2420.74
Trading volume (USDT) 121850.43
Total transactions (buy/sell) 177
Total fees 43.85
Funding net -12.24
Funding accrued (received) 57.82
Funding paid 70.06
Trades
Metric Value
Total Trades 174
Win Trades 70
Los Trades 104
Win Rate, % 40.23
Expectancy per trade 3.8095
Max consecutive wins 6
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.90
Position max, % of margin balance 114.89
Max Drawdown 638.42
Max Drawdown, % 41.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2738
Recovery Factor (Total PnL / Max DD) 0.9504
Sharpe ratio (monthly) 0.6557
Sortino ratio (monthly) 1.0927
CAGR, % 21.70
Calmar ratio (CAGR / Max DD%) 0.5171
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 380.74 | Fee: 13.52 | Vol: 37576.99
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": 6,
    "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
}