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
1641.17
Total PnL
641.17 (64.12%)
Total Trades (Win/Los)
122 (44/78)
Win Rate
36.07%
Max Drawdown
618.04 (38.53%)
Total Fees
33.51
Position avg (max), %
89.16 (126.42)
Profit Factor
1.33
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 | -16.89% | 28.36% | 26.29% | -12.10% | -0.86% | 4.63% | 2.18% | -6.59% | 1.38% | 0.53% | 29.66% | -4.20% | 48.45% |
| 2025 | -23.37% | -2.59% | 2.87% | -1.29% | 19.42% | -7.82% | 20.67% | -0.42% | -2.20% | -15.28% | 21.35% | -10.77% | -10.04% |
| 2026 | 17.90% | 5.33% | -0.20% | 0.22% | -1.00% | 0.01% | — | — | — | — | — | — | 22.97% |
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 | 1641.17 |
| Min balance | 821.08 |
| Max balance | 1888.35 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.67 |
| Average monthly return (arithmetic), % | 2.51 |
| Best month, % | 29.66 |
| Worst month, % | -23.37 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 641.17 |
| Total PnL, % | 64.12 |
| Gross profit | 2841.49 |
| Gross loss | 2141.45 |
| Trading volume (USDT) | 93114.60 |
| Total transactions (buy/sell) | 125 |
| Total fees | 33.51 |
| Funding net | -25.36 |
| Funding accrued (received) | 57.26 |
| Funding paid | 82.62 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 122 |
| Win Trades | 44 |
| Los Trades | 78 |
| Win Rate, % | 36.07 |
| Expectancy per trade | 5.7380 |
| Max consecutive wins | 4 |
| Max consecutive losses | 12 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 89.16 |
| Position max, % of margin balance | 126.42 |
| Max Drawdown | 618.04 |
| Max Drawdown, % | 38.53 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3269 |
| Recovery Factor (Total PnL / Max DD) | 1.0374 |
| Sharpe ratio (monthly) | 0.6538 |
| Sortino ratio (monthly) | 1.2432 |
| CAGR, % | 22.77 |
| Calmar ratio (CAGR / Max DD%) | 0.5910 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 332.40 | Fee: 10.06 | Vol: 27966.74
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": 4,
"detection": 6,
"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
}