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
1903.69
Total PnL
903.69 (90.37%)
Total Trades (Win/Los)
165 (57/108)
Win Rate
34.55%
Max Drawdown
675.61 (39.01%)
Total Fees
50.63
Position avg (max), %
88.91 (121.50)
Profit Factor
1.38
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 -18.93% 30.71% 26.19% -5.10% 3.85% 3.58% 4.24% -9.63% 5.65% -3.59% 27.68% -5.83% 57.48%
2025 -20.44% -2.52% 5.45% -0.73% 16.82% -4.69% 22.85% 1.34% -7.57% -15.13% 23.71% -13.34% -5.37%
2026 17.72% 6.30% -0.13% 4.81% -2.43% 0.01% — — — — — — 27.82%
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 1903.69
Min balance 792.52
Max balance 2113.68
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.17
Average monthly return (arithmetic), % 3.03
Best month, % 30.71
Worst month, % -20.44
PnL, Volume & Fees
Metric Value
Total PnL 903.69
Total PnL, % 90.37
Gross profit 3510.54
Gross loss 2540.68
Trading volume (USDT) 140681.17
Total transactions (buy/sell) 168
Total fees 50.63
Funding net -15.53
Funding accrued (received) 69.77
Funding paid 85.31
Trades
Metric Value
Total Trades 165
Win Trades 57
Los Trades 108
Win Rate, % 34.55
Expectancy per trade 5.8779
Max consecutive wins 3
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.91
Position max, % of margin balance 121.50
Max Drawdown 675.61
Max Drawdown, % 39.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3817
Recovery Factor (Total PnL / Max DD) 1.3376
Sharpe ratio (monthly) 0.7809
Sortino ratio (monthly) 1.5135
CAGR, % 30.55
Calmar ratio (CAGR / Max DD%) 0.7832
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 692.12 | Fee: 12.74 | Vol: 35397.36
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": 4,
    "detection": 2,
    "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
}