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
1326.05
Total PnL
326.05 (32.60%)
Total Trades (Win/Los)
54 (23/31)
Win Rate
42.59%
Max Drawdown
487.49 (34.13%)
Total Fees
12.76
Position avg (max), %
80.75 (111.96)
Profit Factor
1.30
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 -9.19% 20.15% 25.70% -22.56% 6.58% 0.75% -7.30% -0.47% -2.28% 2.39% 29.08% -12.48% 18.95%
2025 -10.92% -0.24% 8.40% -3.99% 7.58% -6.40% 7.16% 11.35% -1.20% -13.15% 20.72% -1.61% 13.25%
2026 4.01% 9.37% -8.92% -0.37% -4.60% 0.01% — — — — — — -1.50%
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 1326.05
Min balance 891.89
Max balance 1607.86
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.95
Average monthly return (arithmetic), % 1.59
Best month, % 29.08
Worst month, % -22.56
PnL, Volume & Fees
Metric Value
Total PnL 326.05
Total PnL, % 32.60
Gross profit 1529.19
Gross loss 1175.38
Trading volume (USDT) 35484.39
Total transactions (buy/sell) 58
Total fees 12.76
Funding net -15.00
Funding accrued (received) 49.58
Funding paid 64.58
Trades
Metric Value
Total Trades 54
Win Trades 23
Los Trades 31
Win Rate, % 42.59
Expectancy per trade 6.5519
Max consecutive wins 5
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 80.75
Position max, % of margin balance 111.96
Max Drawdown 487.49
Max Drawdown, % 34.13
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3010
Recovery Factor (Total PnL / Max DD) 0.6688
Sharpe ratio (monthly) 0.4765
Sortino ratio (monthly) 0.8472
CAGR, % 12.40
Calmar ratio (CAGR / Max DD%) 0.3632
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 99.98 | Fee: 3.62 | Vol: 10055.94
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": 8,
    "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
}