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
1846.94
Total PnL
846.94 (84.69%)
Total Trades (Win/Los)
302 (60/242)
Win Rate
19.87%
Max Drawdown
625.08 (37.37%)
Total Fees
98.28
Position avg (max), %
88.48 (114.43)
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 -14.34% 29.24% 25.45% -0.16% 1.79% 5.44% -5.33% -13.01% 6.35% -16.86% 31.41% 0.46% 43.03%
2025 -10.77% 3.97% 2.41% -0.07% 18.81% -7.92% 21.68% 3.44% -7.48% -2.62% 20.72% -13.70% 22.71%
2026 7.19% 4.83% -0.05% -3.94% -2.42% 0.01% — — — — — — 5.29%
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 1846.94
Min balance 832.15
Max balance 2280.78
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.07
Average monthly return (arithmetic), % 2.82
Best month, % 31.41
Worst month, % -16.86
PnL, Volume & Fees
Metric Value
Total PnL 846.94
Total PnL, % 84.69
Gross profit 3877.57
Gross loss 2923.28
Trading volume (USDT) 273038.78
Total transactions (buy/sell) 305
Total fees 98.28
Funding net -9.07
Funding accrued (received) 74.87
Funding paid 83.94
Trades
Metric Value
Total Trades 302
Win Trades 60
Los Trades 242
Win Rate, % 19.87
Expectancy per trade 3.1599
Max consecutive wins 4
Max consecutive losses 31
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.48
Position max, % of margin balance 114.43
Max Drawdown 625.08
Max Drawdown, % 37.37
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3264
Recovery Factor (Total PnL / Max DD) 1.3549
Sharpe ratio (monthly) 0.7696
Sortino ratio (monthly) 1.5843
CAGR, % 28.93
Calmar ratio (CAGR / Max DD%) 0.7741
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 336.81 | Fee: 32.76 | Vol: 91022.77
Details
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  "is_runing": true,
  "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": 5,
    "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
}