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
1852.96
Total PnL
852.96 (85.30%)
Total Trades (Win/Los)
194 (75/119)
Win Rate
38.66%
Max Drawdown
766.98 (41.21%)
Total Fees
62.69
Position avg (max), %
89.06 (118.45)
Profit Factor
1.28
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 -4.13% 30.67% 25.61% -10.21% 7.50% 3.43% -5.38% -6.16% 7.93% 0.44% 15.43% -21.32% 37.33%
2025 -17.18% 7.51% 3.18% 3.51% 18.81% -7.26% 22.55% 2.65% 2.40% -13.66% 9.48% -13.19% 10.76%
2026 18.37% 8.72% -8.77% 3.95% -0.12% 0.01% — — — — — — 21.90%
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 1852.96
Min balance 910.83
Max balance 2143.58
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.08
Average monthly return (arithmetic), % 2.83
Best month, % 30.67
Worst month, % -21.32
PnL, Volume & Fees
Metric Value
Total PnL 852.96
Total PnL, % 85.30
Gross profit 4245.02
Gross loss 3310.83
Trading volume (USDT) 174173.79
Total transactions (buy/sell) 197
Total fees 62.69
Funding net -18.55
Funding accrued (received) 72.18
Funding paid 90.73
Trades
Metric Value
Total Trades 194
Win Trades 75
Los Trades 119
Win Rate, % 38.66
Expectancy per trade 4.8154
Max consecutive wins 6
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.06
Position max, % of margin balance 118.45
Max Drawdown 766.98
Max Drawdown, % 41.21
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2822
Recovery Factor (Total PnL / Max DD) 1.1121
Sharpe ratio (monthly) 0.7880
Sortino ratio (monthly) 1.4184
CAGR, % 29.10
Calmar ratio (CAGR / Max DD%) 0.7061
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 504.54 | Fee: 20.39 | Vol: 56651.22
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": 2,
    "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
}