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
1070.89
Total PnL
70.89 (7.09%)
Total Trades (Win/Los)
209 (26/183)
Win Rate
12.44%
Max Drawdown
518.71 (42.33%)
Total Fees
43.25
Position avg (max), %
79.17 (110.99)
Profit Factor
1.09
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 -8.74% 19.15% -0.20% -3.84% -13.07% -3.82% -7.23% -1.76% 2.51% -0.71% 32.33% -11.67% -5.40%
2025 9.90% 6.56% 6.76% -5.69% -7.18% -6.55% 3.69% 6.14% -4.83% -5.24% 19.14% 2.08% 23.45%
2026 4.41% 10.42% -8.78% -10.17% -2.87% 0.01% — — — — — — -8.23%
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 1070.89
Min balance 706.60
Max balance 1417.59
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.23
Average monthly return (arithmetic), % 0.69
Best month, % 32.33
Worst month, % -13.07
PnL, Volume & Fees
Metric Value
Total PnL 70.89
Total PnL, % 7.09
Gross profit 1530.32
Gross loss 1407.75
Trading volume (USDT) 120188.86
Total transactions (buy/sell) 213
Total fees 43.25
Funding net -8.42
Funding accrued (received) 43.67
Funding paid 52.09
Trades
Metric Value
Total Trades 209
Win Trades 26
Los Trades 183
Win Rate, % 12.44
Expectancy per trade 0.5865
Max consecutive wins 3
Max consecutive losses 55
Risk & Exposure
Metric Value
Position avg, % of margin balance 79.17
Position max, % of margin balance 110.99
Max Drawdown 518.71
Max Drawdown, % 42.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0871
Recovery Factor (Total PnL / Max DD) 0.1367
Sharpe ratio (monthly) 0.2404
Sortino ratio (monthly) 0.4539
CAGR, % 2.88
Calmar ratio (CAGR / Max DD%) 0.0680
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -228.96 | Fee: 9.88 | Vol: 27464.90
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": 9,
    "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
}