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
1859.14
Total PnL
859.14 (85.91%)
Total Trades (Win/Los)
65 (26/39)
Win Rate
40.00%
Max Drawdown
485.73 (32.47%)
Total Fees
18.75
Position avg (max), %
82.61 (121.20)
Profit Factor
1.64
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 | -5.09% | 23.48% | 27.43% | -17.21% | 4.12% | -5.23% | -8.13% | 3.25% | -1.36% | -1.99% | 34.04% | -12.78% | 30.81% |
| 2025 | -5.35% | 4.15% | 7.57% | -3.24% | 8.10% | -9.37% | 12.94% | 12.34% | -0.35% | -4.76% | 18.55% | -1.27% | 41.67% |
| 2026 | 1.70% | 10.16% | -10.77% | 2.17% | -1.73% | 0.01% | — | — | — | — | — | — | 0.38% |
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 | 1859.14 |
| Min balance | 925.15 |
| Max balance | 2181.83 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 2.09 |
| Average monthly return (arithmetic), % | 2.71 |
| Best month, % | 34.04 |
| Worst month, % | -17.21 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 859.14 |
| Total PnL, % | 85.91 |
| Gross profit | 2302.97 |
| Gross loss | 1403.16 |
| Trading volume (USDT) | 52124.20 |
| Total transactions (buy/sell) | 68 |
| Total fees | 18.75 |
| Funding net | -21.93 |
| Funding accrued (received) | 59.38 |
| Funding paid | 81.30 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 65 |
| Win Trades | 26 |
| Los Trades | 39 |
| Win Rate, % | 40.00 |
| Expectancy per trade | 13.8432 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.61 |
| Position max, % of margin balance | 121.20 |
| Max Drawdown | 485.73 |
| Max Drawdown, % | 32.47 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.6413 |
| Recovery Factor (Total PnL / Max DD) | 1.7687 |
| Sharpe ratio (monthly) | 0.8100 |
| Sortino ratio (monthly) | 1.7606 |
| CAGR, % | 29.28 |
| Calmar ratio (CAGR / Max DD%) | 0.9016 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 438.23 | Fee: 4.43 | Vol: 12333.64
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": 10,
"detection": 4,
"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
}