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
1415.38
Total PnL
415.38 (41.54%)
Total Trades (Win/Los)
162 (63/99)
Win Rate
38.89%
Max Drawdown
735.21 (45.29%)
Total Fees
42.50
Position avg (max), %
89.00 (129.66)
Profit Factor
1.18
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 -9.64% 29.03% 25.11% -11.43% 4.24% 5.11% -10.65% -1.18% 3.99% 3.58% 17.42% -18.49% 28.87%
2025 -24.15% 0.42% 0.11% 1.23% 19.14% -8.29% 20.66% -1.95% 5.78% -15.66% 5.74% -8.19% -13.58%
2026 15.42% 7.75% -0.21% 3.09% -0.63% 0.01% — — — — — — 27.17%
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 1415.38
Min balance 884.28
Max balance 1623.38
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.17
Average monthly return (arithmetic), % 1.91
Best month, % 29.03
Worst month, % -24.15
PnL, Volume & Fees
Metric Value
Total PnL 415.38
Total PnL, % 41.54
Gross profit 3112.74
Gross loss 2638.55
Trading volume (USDT) 118076.74
Total transactions (buy/sell) 165
Total fees 42.50
Funding net -16.31
Funding accrued (received) 57.81
Funding paid 74.12
Trades
Metric Value
Total Trades 162
Win Trades 63
Los Trades 99
Win Rate, % 38.89
Expectancy per trade 2.9271
Max consecutive wins 8
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.00
Position max, % of margin balance 129.66
Max Drawdown 735.21
Max Drawdown, % 45.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1797
Recovery Factor (Total PnL / Max DD) 0.5650
Sharpe ratio (monthly) 0.5377
Sortino ratio (monthly) 0.8939
CAGR, % 15.47
Calmar ratio (CAGR / Max DD%) 0.3416
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 300.37 | Fee: 14.01 | Vol: 38935.53
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": 5,
    "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
}