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
1877.37
Total PnL
877.37 (87.74%)
Total Trades (Win/Los)
276 (40/236)
Win Rate
14.49%
Max Drawdown
646.30 (30.96%)
Total Fees
77.98
Position avg (max), %
84.19 (113.92)
Profit Factor
1.54
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 -15.42% 21.83% -0.42% 0.24% -3.67% -7.76% -14.51% -5.24% 6.67% -6.23% 35.62% -0.76% -0.33%
2025 3.67% 14.54% 8.11% -0.61% 13.04% -6.26% 9.98% 8.77% 0.40% 3.36% 18.40% -15.13% 68.66%
2026 0.31% 13.49% -1.66% -1.79% 1.62% 0.01% — — — — — — 11.74%
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 1877.37
Min balance 662.88
Max balance 2087.43
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.12
Average monthly return (arithmetic), % 2.69
Best month, % 35.62
Worst month, % -15.42
PnL, Volume & Fees
Metric Value
Total PnL 877.37
Total PnL, % 87.74
Gross profit 2767.01
Gross loss 1800.70
Trading volume (USDT) 216664.19
Total transactions (buy/sell) 280
Total fees 77.98
Funding net -10.96
Funding accrued (received) 58.38
Funding paid 69.34
Trades
Metric Value
Total Trades 276
Win Trades 40
Los Trades 236
Win Rate, % 14.49
Expectancy per trade 3.5011
Max consecutive wins 4
Max consecutive losses 45
Risk & Exposure
Metric Value
Position avg, % of margin balance 84.19
Position max, % of margin balance 113.92
Max Drawdown 646.30
Max Drawdown, % 30.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5366
Recovery Factor (Total PnL / Max DD) 1.3575
Sharpe ratio (monthly) 0.8487
Sortino ratio (monthly) 1.7350
CAGR, % 29.80
Calmar ratio (CAGR / Max DD%) 0.9625
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 248.47 | Fee: 14.54 | Vol: 40418.80
Details
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  "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": 7,
    "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
}