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
1426.54
Total PnL
426.54 (42.65%)
Total Trades (Win/Los)
46 (23/23)
Win Rate
50.00%
Max Drawdown
523.21 (38.73%)
Total Fees
10.40
Position avg (max), %
81.18 (118.51)
Profit Factor
1.50
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 -11.26% 19.02% 26.27% -20.50% 7.29% 0.25% -8.66% -3.86% -3.02% 2.53% 29.11% -12.89% 11.97%
2025 -17.61% 2.30% 9.79% -3.90% 6.76% -6.70% 7.13% 11.18% -1.22% -2.88% 18.72% -1.06% 18.88%
2026 6.21% 8.44% -6.72% -0.57% 0.37% 0.01% — — — — — — 7.24%
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 1426.54
Min balance 827.73
Max balance 1602.71
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.19
Average monthly return (arithmetic), % 1.82
Best month, % 29.11
Worst month, % -20.50
PnL, Volume & Fees
Metric Value
Total PnL 426.54
Total PnL, % 42.65
Gross profit 1376.16
Gross loss 918.01
Trading volume (USDT) 28933.89
Total transactions (buy/sell) 50
Total fees 10.40
Funding net -21.21
Funding accrued (received) 44.11
Funding paid 65.32
Trades
Metric Value
Total Trades 46
Win Trades 23
Los Trades 23
Win Rate, % 50.00
Expectancy per trade 9.9598
Max consecutive wins 5
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 81.18
Position max, % of margin balance 118.51
Max Drawdown 523.21
Max Drawdown, % 38.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4991
Recovery Factor (Total PnL / Max DD) 0.8152
Sharpe ratio (monthly) 0.5534
Sortino ratio (monthly) 0.9796
CAGR, % 15.85
Calmar ratio (CAGR / Max DD%) 0.4092
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 105.16 | Fee: 2.89 | Vol: 8027.94
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": 18,
    "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
}