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
1212.60
Total PnL
212.60 (21.26%)
Total Trades (Win/Los)
156 (62/94)
Win Rate
39.74%
Max Drawdown
673.94 (48.13%)
Total Fees
33.47
Position avg (max), %
86.40 (120.65)
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 -15.27% 23.02% 20.33% -6.38% 3.65% 5.42% -11.00% -3.61% 6.18% -8.31% 20.82% -20.74% 2.63%
2025 -26.71% 22.03% -16.33% 4.68% 13.57% -8.40% 19.52% -7.41% -1.31% 0.36% 15.22% -9.73% -7.10%
2026 15.65% 8.37% -1.28% 0.00% 2.84% 0.01% — — — — — — 27.25%
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 1212.60
Min balance 726.23
Max balance 1400.17
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.65
Average monthly return (arithmetic), % 1.51
Best month, % 23.02
Worst month, % -26.71
PnL, Volume & Fees
Metric Value
Total PnL 212.60
Total PnL, % 21.26
Gross profit 2432.42
Gross loss 2176.54
Trading volume (USDT) 92989.95
Total transactions (buy/sell) 159
Total fees 33.47
Funding net -9.81
Funding accrued (received) 48.63
Funding paid 58.44
Trades
Metric Value
Total Trades 156
Win Trades 62
Los Trades 94
Win Rate, % 39.74
Expectancy per trade 1.6403
Max consecutive wins 8
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 86.40
Position max, % of margin balance 120.65
Max Drawdown 673.94
Max Drawdown, % 48.13
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1176
Recovery Factor (Total PnL / Max DD) 0.3155
Sharpe ratio (monthly) 0.3993
Sortino ratio (monthly) 0.6223
CAGR, % 8.31
Calmar ratio (CAGR / Max DD%) 0.1726
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 79.06 | Fee: 11.15 | Vol: 30987.80
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": 7,
    "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
}