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
1472.31
Total PnL
472.31 (47.23%)
Total Trades (Win/Los)
404 (28/376)
Win Rate
6.93%
Max Drawdown
665.36 (43.94%)
Total Fees
105.49
Position avg (max), %
82.99 (113.01)
Profit Factor
1.35
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 -5.99% 26.61% 27.01% -22.07% -7.39% -3.94% -7.32% -1.21% 1.05% 5.44% 32.31% -11.08% 20.27%
2025 10.79% 6.01% 6.61% -1.33% -2.36% -7.17% 10.66% 9.48% -1.47% -25.72% 24.50% 2.22% 26.35%
2026 2.46% 11.59% -5.50% -5.14% -5.42% 0.01% — — — — — — -3.05%
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 1472.31
Min balance 848.72
Max balance 1840.28
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.30
Average monthly return (arithmetic), % 2.12
Best month, % 32.31
Worst month, % -25.72
PnL, Volume & Fees
Metric Value
Total PnL 472.31
Total PnL, % 47.23
Gross profit 2294.67
Gross loss 1694.82
Trading volume (USDT) 293079.23
Total transactions (buy/sell) 408
Total fees 105.49
Funding net -22.04
Funding accrued (received) 54.30
Funding paid 76.35
Trades
Metric Value
Total Trades 404
Win Trades 28
Los Trades 376
Win Rate, % 6.93
Expectancy per trade 1.4848
Max consecutive wins 3
Max consecutive losses 178
Risk & Exposure
Metric Value
Position avg, % of margin balance 82.99
Position max, % of margin balance 113.01
Max Drawdown 665.36
Max Drawdown, % 43.94
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3539
Recovery Factor (Total PnL / Max DD) 0.7099
Sharpe ratio (monthly) 0.5633
Sortino ratio (monthly) 1.0124
CAGR, % 17.37
Calmar ratio (CAGR / Max DD%) 0.3953
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -130.81 | Fee: 12.53 | Vol: 34808.09
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": 10,
    "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
}