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
1593.00
Total PnL
593.00 (59.30%)
Total Trades (Win/Los)
182 (70/112)
Win Rate
38.46%
Max Drawdown
900.21 (48.64%)
Total Fees
52.82
Position avg (max), %
89.11 (123.70)
Profit Factor
1.22
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 -5.02% 30.96% 25.79% -9.16% 7.62% 3.37% -6.44% -6.33% 6.49% -3.65% 13.40% -23.34% 23.61%
2025 -17.11% 3.51% 1.66% 4.48% 17.74% -7.06% 20.61% 1.45% 5.64% -15.66% 8.27% -16.65% -1.91%
2026 17.44% 8.60% -0.28% 3.56% -0.21% 0.01% — — — — — — 31.45%
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 1593.00
Min balance 903.51
Max balance 1850.84
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.57
Average monthly return (arithmetic), % 2.32
Best month, % 30.96
Worst month, % -23.34
PnL, Volume & Fees
Metric Value
Total PnL 593.00
Total PnL, % 59.30
Gross profit 3669.48
Gross loss 3005.77
Trading volume (USDT) 146768.81
Total transactions (buy/sell) 185
Total fees 52.82
Funding net -17.89
Funding accrued (received) 64.20
Funding paid 82.09
Trades
Metric Value
Total Trades 182
Win Trades 70
Los Trades 112
Win Rate, % 38.46
Expectancy per trade 3.6468
Max consecutive wins 5
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.11
Position max, % of margin balance 123.70
Max Drawdown 900.21
Max Drawdown, % 48.64
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2208
Recovery Factor (Total PnL / Max DD) 0.6587
Sharpe ratio (monthly) 0.6474
Sortino ratio (monthly) 1.0971
CAGR, % 21.27
Calmar ratio (CAGR / Max DD%) 0.4372
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 356.67 | Fee: 17.52 | Vol: 48689.18
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": 3,
    "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
}