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
1357.81
Total PnL
357.81 (35.78%)
Total Trades (Win/Los)
316 (51/265)
Win Rate
16.14%
Max Drawdown
527.13 (42.96%)
Total Fees
76.69
Position avg (max), %
84.39 (112.77)
Profit Factor
1.22
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 -20.59% 37.32% 0.97% -1.29% -2.59% 1.44% -11.25% -23.23% 9.24% -9.67% 35.21% -2.57% -4.88%
2025 0.68% 16.64% 0.07% -0.27% 12.81% -4.38% 10.51% 7.02% -3.22% -9.26% 19.94% -14.48% 34.67%
2026 5.30% 9.65% -3.36% -2.56% -2.48% 0.01% — — — — — — 6.06%
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 1357.81
Min balance 699.87
Max balance 1637.06
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.03
Average monthly return (arithmetic), % 1.85
Best month, % 37.32
Worst month, % -23.23
PnL, Volume & Fees
Metric Value
Total PnL 357.81
Total PnL, % 35.78
Gross profit 2503.15
Gross loss 2056.65
Trading volume (USDT) 213062.06
Total transactions (buy/sell) 320
Total fees 76.69
Funding net -12.01
Funding accrued (received) 51.09
Funding paid 63.10
Trades
Metric Value
Total Trades 316
Win Trades 51
Los Trades 265
Win Rate, % 16.14
Expectancy per trade 1.4130
Max consecutive wins 4
Max consecutive losses 41
Risk & Exposure
Metric Value
Position avg, % of margin balance 84.39
Position max, % of margin balance 112.77
Max Drawdown 527.13
Max Drawdown, % 42.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2171
Recovery Factor (Total PnL / Max DD) 0.6788
Sharpe ratio (monthly) 0.4839
Sortino ratio (monthly) 0.8943
CAGR, % 13.50
Calmar ratio (CAGR / Max DD%) 0.3143
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -222.64 | Fee: 21.92 | Vol: 60914.49
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": 6,
    "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
}