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
1062.56
Total PnL
62.56 (6.26%)
Total Trades (Win/Los)
56 (26/30)
Win Rate
46.43%
Max Drawdown
516.50 (37.69%)
Total Fees
12.39
Position avg (max), %
85.84 (126.61)
Profit Factor
1.08
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 -11.26% 19.02% 26.27% -20.50% 7.07% -0.82% -8.43% -2.83% -3.09% 5.27% 27.69% -12.32% 14.43%
2025 -17.10% 2.24% 9.53% -3.81% 6.67% -11.46% -2.70% 12.36% -1.50% -3.39% 19.72% -1.80% 3.14%
2026 -7.25% 16.11% -15.39% 5.08% -5.92% 0.01% — — — — — — -9.91%
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 1062.56
Min balance 853.75
Max balance 1375.69
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.20
Average monthly return (arithmetic), % 0.92
Best month, % 27.69
Worst month, % -20.50
PnL, Volume & Fees
Metric Value
Total PnL 62.56
Total PnL, % 6.26
Gross profit 1293.27
Gross loss 1197.53
Trading volume (USDT) 34442.63
Total transactions (buy/sell) 60
Total fees 12.39
Funding net -20.78
Funding accrued (received) 44.58
Funding paid 65.36
Trades
Metric Value
Total Trades 56
Win Trades 26
Los Trades 30
Win Rate, % 46.43
Expectancy per trade 1.7095
Max consecutive wins 3
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 85.84
Position max, % of margin balance 126.61
Max Drawdown 516.50
Max Drawdown, % 37.69
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0799
Recovery Factor (Total PnL / Max DD) 0.1211
Sharpe ratio (monthly) 0.2614
Sortino ratio (monthly) 0.4376
CAGR, % 2.54
Calmar ratio (CAGR / Max DD%) 0.0675
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -223.93 | Fee: 4.23 | Vol: 11757.45
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": 18,
    "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
}