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
1533.03
Total PnL
533.03 (53.30%)
Total Trades (Win/Los)
56 (26/30)
Win Rate
46.43%
Max Drawdown
543.24 (33.74%)
Total Fees
14.57
Position avg (max), %
80.51 (107.50)
Profit Factor
1.47
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 -8.17% 20.02% 26.14% -17.06% 6.74% 0.49% -7.30% 2.14% -1.96% 2.66% 29.90% -12.52% 33.93%
2025 -9.43% -0.61% 8.49% -8.38% 7.18% -6.13% 7.20% 11.72% -0.54% -9.50% 19.16% 1.94% 17.88%
2026 -0.70% 12.20% -10.09% -0.51% -2.52% 0.01% — — — — — — -2.84%
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 1533.03
Min balance 902.08
Max balance 1876.29
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.44
Average monthly return (arithmetic), % 2.02
Best month, % 29.90
Worst month, % -17.06
PnL, Volume & Fees
Metric Value
Total PnL 533.03
Total PnL, % 53.30
Gross profit 1762.76
Gross loss 1198.57
Trading volume (USDT) 40513.42
Total transactions (buy/sell) 60
Total fees 14.57
Funding net -16.59
Funding accrued (received) 54.75
Funding paid 71.35
Trades
Metric Value
Total Trades 56
Win Trades 26
Los Trades 30
Win Rate, % 46.43
Expectancy per trade 10.0748
Max consecutive wins 4
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 80.51
Position max, % of margin balance 107.50
Max Drawdown 543.24
Max Drawdown, % 33.74
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4707
Recovery Factor (Total PnL / Max DD) 0.9812
Sharpe ratio (monthly) 0.6286
Sortino ratio (monthly) 1.2310
CAGR, % 19.35
Calmar ratio (CAGR / Max DD%) 0.5736
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 146.05 | Fee: 4.63 | Vol: 12867.65
Details
{
  "name": "1",
  "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": 9,
    "detection": 6,
    "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
}