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
1792.24
Total PnL
792.24 (79.22%)
Total Trades (Win/Los)
300 (27/273)
Win Rate
9.00%
Max Drawdown
702.33 (33.18%)
Total Fees
92.84
Position avg (max), %
85.15 (116.40)
Profit Factor
1.53
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 -10.93% 34.08% 27.71% -16.43% -4.29% -0.70% -2.67% -7.47% -6.99% -4.13% 36.79% -12.00% 17.09%
2025 10.29% 8.44% 7.10% 3.48% 10.00% -9.66% 9.68% 11.16% -0.30% -16.47% 22.78% 2.03% 67.55%
2026 2.75% 11.66% -7.85% -3.90% -10.04% 0.01% — — — — — — -8.58%
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 1792.24
Min balance 879.85
Max balance 2383.82
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.97
Average monthly return (arithmetic), % 2.80
Best month, % 36.79
Worst month, % -16.47
PnL, Volume & Fees
Metric Value
Total PnL 792.24
Total PnL, % 79.22
Gross profit 2627.98
Gross loss 1717.67
Trading volume (USDT) 257986.79
Total transactions (buy/sell) 307
Total fees 92.84
Funding net -25.22
Funding accrued (received) 63.31
Funding paid 88.53
Trades
Metric Value
Total Trades 300
Win Trades 27
Los Trades 273
Win Rate, % 9.00
Expectancy per trade 3.0344
Max consecutive wins 3
Max consecutive losses 71
Risk & Exposure
Metric Value
Position avg, % of margin balance 85.15
Position max, % of margin balance 116.40
Max Drawdown 702.33
Max Drawdown, % 33.18
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5300
Recovery Factor (Total PnL / Max DD) 1.1280
Sharpe ratio (monthly) 0.7179
Sortino ratio (monthly) 1.5215
CAGR, % 27.33
Calmar ratio (CAGR / Max DD%) 0.8237
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -250.44 | Fee: 32.33 | Vol: 89811.53
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
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    "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": 11,
    "detection": 1,
    "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
}