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
1655.72
Total PnL
655.72 (65.57%)
Total Trades (Win/Los)
168 (66/102)
Win Rate
39.29%
Max Drawdown
852.01 (46.03%)
Total Fees
49.69
Position avg (max), %
89.80 (122.63)
Profit Factor
1.25
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 -7.01% 31.53% 25.61% -10.71% 7.12% 5.30% -8.20% -1.01% 4.29% 4.21% 17.96% -23.05% 38.70%
2025 -22.15% 3.25% 3.33% -2.81% 20.53% -8.79% 20.66% -0.23% 5.41% -16.75% 8.81% -8.45% -6.62%
2026 15.58% 8.36% -0.31% 2.97% -0.53% 0.01% — — — — — — 27.90%
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 1655.72
Min balance 898.91
Max balance 1850.86
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.70
Average monthly return (arithmetic), % 2.50
Best month, % 31.53
Worst month, % -23.05
PnL, Volume & Fees
Metric Value
Total PnL 655.72
Total PnL, % 65.57
Gross profit 3687.94
Gross loss 2961.31
Trading volume (USDT) 138067.47
Total transactions (buy/sell) 171
Total fees 49.69
Funding net -21.22
Funding accrued (received) 64.15
Funding paid 85.37
Trades
Metric Value
Total Trades 168
Win Trades 66
Los Trades 102
Win Rate, % 39.29
Expectancy per trade 4.3251
Max consecutive wins 8
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.80
Position max, % of margin balance 122.63
Max Drawdown 852.01
Max Drawdown, % 46.03
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2454
Recovery Factor (Total PnL / Max DD) 0.7696
Sharpe ratio (monthly) 0.6777
Sortino ratio (monthly) 1.1522
CAGR, % 23.22
Calmar ratio (CAGR / Max DD%) 0.5044
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 399.23 | Fee: 16.49 | Vol: 45816.60
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": 4,
    "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
}