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
1881.60
Total PnL
881.60 (88.16%)
Total Trades (Win/Los)
244 (30/214)
Win Rate
12.30%
Max Drawdown
426.97 (33.04%)
Total Fees
73.05
Position avg (max), %
80.76 (116.77)
Profit Factor
1.70
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 -4.67% 19.63% 0.62% 3.59% -6.93% -4.77% -3.27% -3.40% 6.30% -5.25% 34.97% -12.38% 17.28%
2025 4.19% 12.81% 7.18% -4.91% 2.16% -7.90% 7.68% 9.25% -4.23% -4.91% 17.97% -2.47% 38.95%
2026 3.97% 10.47% 0.73% 1.34% -1.47% 0.01% — — — — — — 15.54%
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 1881.60
Min balance 864.65
Max balance 2064.86
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.13
Average monthly return (arithmetic), % 2.54
Best month, % 34.97
Worst month, % -12.38
PnL, Volume & Fees
Metric Value
Total PnL 881.60
Total PnL, % 88.16
Gross profit 2351.81
Gross loss 1385.89
Trading volume (USDT) 202961.74
Total transactions (buy/sell) 248
Total fees 73.05
Funding net -11.27
Funding accrued (received) 58.53
Funding paid 69.80
Trades
Metric Value
Total Trades 244
Win Trades 30
Los Trades 214
Win Rate, % 12.30
Expectancy per trade 3.9587
Max consecutive wins 3
Max consecutive losses 50
Risk & Exposure
Metric Value
Position avg, % of margin balance 80.76
Position max, % of margin balance 116.77
Max Drawdown 426.97
Max Drawdown, % 33.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6970
Recovery Factor (Total PnL / Max DD) 2.0648
Sharpe ratio (monthly) 0.9237
Sortino ratio (monthly) 2.3221
CAGR, % 29.92
Calmar ratio (CAGR / Max DD%) 0.9057
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 274.46 | Fee: 13.66 | Vol: 37981.71
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": 8,
    "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
}