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
1189.66
Total PnL
189.66 (18.97%)
Total Trades (Win/Los)
306 (26/280)
Win Rate
8.50%
Max Drawdown
780.41 (51.77%)
Total Fees
72.02
Position avg (max), %
80.29 (115.56)
Profit Factor
1.20
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 -11.89% 34.12% 27.35% -13.25% -16.10% -10.74% -2.76% -13.52% -7.09% -1.88% 35.70% -11.80% -10.29%
2025 10.08% 1.05% 7.22% -4.11% -6.76% 1.08% 13.37% 12.74% -3.26% -3.16% 7.20% 1.17% 39.98%
2026 5.34% 12.03% -4.93% -8.57% -7.59% 0.01% — — — — — — -5.20%
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 1189.66
Min balance 727.08
Max balance 1573.50
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.58
Average monthly return (arithmetic), % 1.37
Best month, % 35.70
Worst month, % -16.10
PnL, Volume & Fees
Metric Value
Total PnL 189.66
Total PnL, % 18.97
Gross profit 1642.48
Gross loss 1369.79
Trading volume (USDT) 200132.55
Total transactions (buy/sell) 316
Total fees 72.02
Funding net -11.01
Funding accrued (received) 46.93
Funding paid 57.94
Trades
Metric Value
Total Trades 306
Win Trades 26
Los Trades 280
Win Rate, % 8.50
Expectancy per trade 0.8911
Max consecutive wins 4
Max consecutive losses 100
Risk & Exposure
Metric Value
Position avg, % of margin balance 80.29
Position max, % of margin balance 115.56
Max Drawdown 780.41
Max Drawdown, % 51.77
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1991
Recovery Factor (Total PnL / Max DD) 0.2430
Sharpe ratio (monthly) 0.3612
Sortino ratio (monthly) 0.7164
CAGR, % 7.46
Calmar ratio (CAGR / Max DD%) 0.1440
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -387.93 | Fee: 41.99 | Vol: 116680.31
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": 12,
    "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
}