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
1523.87
Total PnL
523.87 (52.39%)
Total Trades (Win/Los)
187 (28/159)
Win Rate
14.97%
Max Drawdown
536.90 (45.93%)
Total Fees
38.43
Position avg (max), %
78.42 (119.45)
Profit Factor
1.46
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 -12.69% 18.78% -0.41% -3.97% -8.40% -5.21% -13.71% -4.13% 1.61% 2.69% 32.96% -11.65% -12.68%
2025 6.86% 10.49% 6.17% -3.45% 6.29% -6.39% 6.96% 9.00% -2.01% -4.71% 18.82% -1.15% 53.94%
2026 4.96% 10.06% -4.95% 2.60% 0.68% 0.01% — — — — — — 13.43%
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 1523.87
Min balance 631.98
Max balance 1631.26
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.42
Average monthly return (arithmetic), % 1.87
Best month, % 32.96
Worst month, % -13.71
PnL, Volume & Fees
Metric Value
Total PnL 523.87
Total PnL, % 52.39
Gross profit 1808.59
Gross loss 1239.75
Trading volume (USDT) 106796.11
Total transactions (buy/sell) 192
Total fees 38.43
Funding net -6.54
Funding accrued (received) 46.31
Funding paid 52.84
Trades
Metric Value
Total Trades 187
Win Trades 28
Los Trades 159
Win Rate, % 14.97
Expectancy per trade 3.0419
Max consecutive wins 3
Max consecutive losses 43
Risk & Exposure
Metric Value
Position avg, % of margin balance 78.42
Position max, % of margin balance 119.45
Max Drawdown 536.90
Max Drawdown, % 45.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4588
Recovery Factor (Total PnL / Max DD) 0.9757
Sharpe ratio (monthly) 0.6569
Sortino ratio (monthly) 1.3216
CAGR, % 19.06
Calmar ratio (CAGR / Max DD%) 0.4149
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 69.33 | Fee: 11.06 | Vol: 30746.91
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": 2,
    "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
}