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
1012.02
Total PnL
12.02 (1.20%)
Total Trades (Win/Los)
57 (25/32)
Win Rate
43.86%
Max Drawdown
495.38 (41.06%)
Total Fees
11.43
Position avg (max), %
86.14 (137.25)
Profit Factor
1.03
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 -17.10% 11.80% 29.94% -23.98% 4.97% -1.82% -8.61% -3.15% -6.49% 5.12% 27.06% -5.42% -1.34%
2025 -9.27% 3.76% 9.23% -4.31% 5.16% -11.41% -3.51% 12.69% -1.48% -3.41% 18.48% -1.14% 11.08%
2026 -5.93% 15.10% -14.01% 5.20% -5.67% 0.01% — — — — — — -7.60%
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 1012.02
Min balance 710.97
Max balance 1278.10
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.04
Average monthly return (arithmetic), % 0.73
Best month, % 29.94
Worst month, % -23.98
PnL, Volume & Fees
Metric Value
Total PnL 12.02
Total PnL, % 1.20
Gross profit 1234.84
Gross loss 1196.28
Trading volume (USDT) 31779.03
Total transactions (buy/sell) 61
Total fees 11.43
Funding net -15.12
Funding accrued (received) 41.73
Funding paid 56.85
Trades
Metric Value
Total Trades 57
Win Trades 25
Los Trades 32
Win Rate, % 43.86
Expectancy per trade 0.6765
Max consecutive wins 3
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 86.14
Position max, % of margin balance 137.25
Max Drawdown 495.38
Max Drawdown, % 41.06
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0322
Recovery Factor (Total PnL / Max DD) 0.0243
Sharpe ratio (monthly) 0.2118
Sortino ratio (monthly) 0.3500
CAGR, % 0.50
Calmar ratio (CAGR / Max DD%) 0.0121
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -210.41 | Fee: 4.05 | Vol: 11266.93
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": 7,
    "detection": 19,
    "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
}