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
1167.12
Total PnL
167.12 (16.71%)
Total Trades (Win/Los)
278 (87/191)
Win Rate
31.29%
Max Drawdown
759.40 (41.29%)
Total Fees
79.98
Position avg (max), %
88.75 (118.34)
Profit Factor
1.07
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 -8.40% 29.18% 22.84% -7.40% 4.46% 1.02% 0.06% -1.28% 8.27% -4.21% 13.31% -20.08% 31.77%
2025 -16.63% 9.77% 2.27% 6.32% 6.68% -9.88% 19.57% 3.73% 0.68% -13.98% 11.33% -18.57% -6.84%
2026 19.30% -4.71% -18.59% 5.64% -2.71% 0.01% — — — — — — -4.87%
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 1167.12
Min balance 869.84
Max balance 1839.19
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.52
Average monthly return (arithmetic), % 1.27
Best month, % 29.18
Worst month, % -20.08
PnL, Volume & Fees
Metric Value
Total PnL 167.12
Total PnL, % 16.71
Gross profit 4090.06
Gross loss 3832.74
Trading volume (USDT) 222197.85
Total transactions (buy/sell) 281
Total fees 79.98
Funding net -10.22
Funding accrued (received) 66.30
Funding paid 76.51
Trades
Metric Value
Total Trades 278
Win Trades 87
Los Trades 191
Win Rate, % 31.29
Expectancy per trade 0.9256
Max consecutive wins 4
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.75
Position max, % of margin balance 118.34
Max Drawdown 759.40
Max Drawdown, % 41.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0671
Recovery Factor (Total PnL / Max DD) 0.2201
Sharpe ratio (monthly) 0.3566
Sortino ratio (monthly) 0.5607
CAGR, % 6.61
Calmar ratio (CAGR / Max DD%) 0.1601
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 531.56 | Fee: 22.08 | Vol: 61356.13
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": 3,
    "detection": 1,
    "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
}