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
1595.10
Total PnL
595.10 (59.51%)
Total Trades (Win/Los)
61 (25/36)
Win Rate
40.98%
Max Drawdown
479.95 (31.86%)
Total Fees
15.41
Position avg (max), %
82.37 (124.37)
Profit Factor
1.51
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 -12.34% 23.34% 28.05% -17.94% 4.41% -5.04% -8.19% 3.57% -2.79% 3.95% 32.29% -12.43% 25.40%
2025 -8.60% 0.51% 8.49% -6.37% 6.93% -6.16% 10.22% 11.83% -0.51% -5.72% 18.35% -1.02% 26.82%
2026 0.15% 11.00% -8.40% 0.43% -1.88% 0.01% — — — — — — 0.36%
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 1595.10
Min balance 847.40
Max balance 1864.33
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.57
Average monthly return (arithmetic), % 2.21
Best month, % 32.29
Worst month, % -17.94
PnL, Volume & Fees
Metric Value
Total PnL 595.10
Total PnL, % 59.51
Gross profit 1865.21
Gross loss 1235.97
Trading volume (USDT) 42864.46
Total transactions (buy/sell) 65
Total fees 15.41
Funding net -18.72
Funding accrued (received) 53.25
Funding paid 71.98
Trades
Metric Value
Total Trades 61
Win Trades 25
Los Trades 36
Win Rate, % 40.98
Expectancy per trade 10.3153
Max consecutive wins 4
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 82.37
Position max, % of margin balance 124.37
Max Drawdown 479.95
Max Drawdown, % 31.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5091
Recovery Factor (Total PnL / Max DD) 1.2399
Sharpe ratio (monthly) 0.6545
Sortino ratio (monthly) 1.3304
CAGR, % 21.33
Calmar ratio (CAGR / Max DD%) 0.6696
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 273.10 | Fee: 3.94 | Vol: 10961.23
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": 5,
    "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
}