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
1341.21
Total PnL
341.21 (34.12%)
Total Trades (Win/Los)
52 (24/28)
Win Rate
46.15%
Max Drawdown
502.51 (36.62%)
Total Fees
12.22
Position avg (max), %
81.12 (118.67)
Profit Factor
1.33
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 | -9.42% | 20.20% | 25.76% | -23.45% | 6.67% | 0.43% | -7.34% | -3.87% | -2.40% | 2.52% | 29.97% | -12.74% | 13.49% |
| 2025 | -11.12% | 0.18% | 8.54% | -3.96% | 7.45% | -6.45% | 7.60% | 11.26% | -0.89% | -3.52% | 18.40% | 2.03% | 29.01% |
| 2026 | -3.94% | 11.23% | -9.98% | -0.16% | -4.57% | 0.01% | — | — | — | — | — | — | -8.34% |
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 | 1341.21 |
| Min balance | 869.60 |
| Max balance | 1663.71 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.99 |
| Average monthly return (arithmetic), % | 1.61 |
| Best month, % | 29.97 |
| Worst month, % | -23.45 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 341.21 |
| Total PnL, % | 34.12 |
| Gross profit | 1490.60 |
| Gross loss | 1121.95 |
| Trading volume (USDT) | 33985.33 |
| Total transactions (buy/sell) | 56 |
| Total fees | 12.22 |
| Funding net | -15.23 |
| Funding accrued (received) | 48.77 |
| Funding paid | 64.00 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 52 |
| Win Trades | 24 |
| Los Trades | 28 |
| Win Rate, % | 46.15 |
| Expectancy per trade | 7.0895 |
| Max consecutive wins | 5 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 81.12 |
| Position max, % of margin balance | 118.67 |
| Max Drawdown | 502.51 |
| Max Drawdown, % | 36.62 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3286 |
| Recovery Factor (Total PnL / Max DD) | 0.6790 |
| Sharpe ratio (monthly) | 0.4886 |
| Sortino ratio (monthly) | 0.8822 |
| CAGR, % | 12.93 |
| Calmar ratio (CAGR / Max DD%) | 0.3530 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -20.82 | Fee: 4.15 | Vol: 11538.67
Realized PnL by Symbol
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": 11,
"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
}