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
1358.67
Total PnL
358.67 (35.87%)
Total Trades (Win/Los)
110 (41/69)
Win Rate
37.27%
Max Drawdown
518.40 (41.10%)
Total Fees
23.28
Position avg (max), %
87.26 (128.38)
Profit Factor
1.23
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 | -21.21% | 26.40% | 26.33% | -14.93% | -4.96% | 4.49% | -14.87% | -11.58% | 2.37% | -1.13% | 28.28% | -6.50% | -2.88% |
| 2025 | -19.36% | 19.00% | -4.93% | -0.97% | 10.43% | -11.64% | 19.26% | 5.18% | -1.41% | 1.54% | 16.49% | -10.10% | 15.95% |
| 2026 | 13.63% | 6.17% | -2.57% | -3.97% | 6.93% | 0.01% | — | — | — | — | — | — | 20.72% |
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 | 1358.67 |
| Min balance | 743.01 |
| Max balance | 1549.37 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.03 |
| Average monthly return (arithmetic), % | 1.88 |
| Best month, % | 28.28 |
| Worst month, % | -21.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 358.67 |
| Total PnL, % | 35.87 |
| Gross profit | 2099.08 |
| Gross loss | 1701.23 |
| Trading volume (USDT) | 64685.97 |
| Total transactions (buy/sell) | 113 |
| Total fees | 23.28 |
| Funding net | -15.90 |
| Funding accrued (received) | 45.43 |
| Funding paid | 61.33 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 110 |
| Win Trades | 41 |
| Los Trades | 69 |
| Win Rate, % | 37.27 |
| Expectancy per trade | 3.6168 |
| Max consecutive wins | 4 |
| Max consecutive losses | 8 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 87.26 |
| Position max, % of margin balance | 128.38 |
| Max Drawdown | 518.40 |
| Max Drawdown, % | 41.10 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2339 |
| Recovery Factor (Total PnL / Max DD) | 0.6919 |
| Sharpe ratio (monthly) | 0.4909 |
| Sortino ratio (monthly) | 0.8509 |
| CAGR, % | 13.53 |
| Calmar ratio (CAGR / Max DD%) | 0.3293 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -8.84 | Fee: 8.20 | Vol: 22792.00
Realized PnL by Symbol
Details
{
"name": "1",
"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": 10,
"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
}