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
1569.17
Total PnL
569.17 (56.92%)
Total Trades (Win/Los)
261 (69/192)
Win Rate
26.44%
Max Drawdown
601.77 (36.29%)
Total Fees
77.35
Position avg (max), %
88.46 (112.65)
Profit Factor
1.21
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 -21.95% 33.31% 26.45% -3.38% -1.50% 0.53% 5.59% -3.22% 8.14% -11.66% 26.18% -5.50% 46.52%
2025 -17.10% 0.08% 6.09% 2.37% 14.89% -14.33% 24.05% 1.67% -5.84% -11.52% 20.74% -13.02% -2.14%
2026 19.14% 0.77% -13.10% 7.05% -1.97% 0.01% — — — — — — 9.50%
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 1569.17
Min balance 765.71
Max balance 2032.99
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.52
Average monthly return (arithmetic), % 2.43
Best month, % 33.31
Worst month, % -21.95
PnL, Volume & Fees
Metric Value
Total PnL 569.17
Total PnL, % 56.92
Gross profit 3817.38
Gross loss 3161.07
Trading volume (USDT) 214886.69
Total transactions (buy/sell) 264
Total fees 77.35
Funding net -9.80
Funding accrued (received) 67.97
Funding paid 77.77
Trades
Metric Value
Total Trades 261
Win Trades 69
Los Trades 192
Win Rate, % 26.44
Expectancy per trade 2.5146
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.46
Position max, % of margin balance 112.65
Max Drawdown 601.77
Max Drawdown, % 36.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2076
Recovery Factor (Total PnL / Max DD) 0.9458
Sharpe ratio (monthly) 0.6065
Sortino ratio (monthly) 1.1252
CAGR, % 20.51
Calmar ratio (CAGR / Max DD%) 0.5652
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 558.12 | Fee: 18.95 | Vol: 52656.13
Details
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  "description": "",
  "tg_notification": {
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    "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": 4,
    "detection": 1,
    "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
}