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
1558.11
Total PnL
558.11 (55.81%)
Total Trades (Win/Los)
108 (42/66)
Win Rate
38.89%
Max Drawdown
429.83 (22.55%)
Total Fees
27.52
Position avg (max), %
87.57 (124.04)
Profit Factor
1.32
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 -13.49% 17.76% 26.49% -15.45% -3.30% 4.81% 4.78% -13.16% 1.39% 0.44% 29.46% -6.04% 24.46%
2025 -19.31% 7.32% 2.85% -3.26% 18.67% -10.03% 19.80% -1.38% -4.93% 1.48% 17.16% -9.22% 11.52%
2026 14.45% 8.98% -6.46% -2.82% -0.96% 0.01% — — — — — — 12.32%
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 1558.11
Min balance 831.85
Max balance 1906.40
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.49
Average monthly return (arithmetic), % 2.20
Best month, % 29.46
Worst month, % -19.31
PnL, Volume & Fees
Metric Value
Total PnL 558.11
Total PnL, % 55.81
Gross profit 2472.14
Gross loss 1867.21
Trading volume (USDT) 76473.40
Total transactions (buy/sell) 111
Total fees 27.52
Funding net -19.30
Funding accrued (received) 54.61
Funding paid 73.91
Trades
Metric Value
Total Trades 108
Win Trades 42
Los Trades 66
Win Rate, % 38.89
Expectancy per trade 5.6012
Max consecutive wins 8
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.57
Position max, % of margin balance 124.04
Max Drawdown 429.83
Max Drawdown, % 22.55
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3240
Recovery Factor (Total PnL / Max DD) 1.2984
Sharpe ratio (monthly) 0.6253
Sortino ratio (monthly) 1.1644
CAGR, % 20.16
Calmar ratio (CAGR / Max DD%) 0.8941
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 96.09 | Fee: 9.48 | Vol: 26336.64
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": 8,
    "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
}