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
811.30
Total PnL
-188.70 (-18.87%)
Total Trades (Win/Los)
214 (22/192)
Win Rate
10.28%
Max Drawdown
811.34 (61.67%)
Total Fees
34.15
Position avg (max), %
80.01 (149.49)
Profit Factor
0.89
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 -13.45% 18.59% 27.95% -19.16% -17.65% -13.71% -23.15% -1.10% -5.30% 5.48% 30.92% -11.23% -33.42%
2025 1.12% 9.72% 6.15% -5.56% -7.03% -7.90% 12.16% 10.19% 0.98% -8.74% 4.03% -1.37% 11.29%
2026 4.10% 11.79% -1.47% 2.39% -6.70% 0.01% — — — — — — 9.56%
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 811.30
Min balance 504.18
Max balance 1315.52
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.69
Average monthly return (arithmetic), % 0.07
Best month, % 30.92
Worst month, % -23.15
PnL, Volume & Fees
Metric Value
Total PnL -188.70
Total PnL, % -18.87
Gross profit 1112.85
Gross loss 1256.52
Trading volume (USDT) 94887.60
Total transactions (buy/sell) 219
Total fees 34.15
Funding net -10.88
Funding accrued (received) 31.78
Funding paid 42.66
Trades
Metric Value
Total Trades 214
Win Trades 22
Los Trades 192
Win Rate, % 10.28
Expectancy per trade -0.6714
Max consecutive wins 3
Max consecutive losses 48
Risk & Exposure
Metric Value
Position avg, % of margin balance 80.01
Position max, % of margin balance 149.49
Max Drawdown 811.34
Max Drawdown, % 61.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8857
Recovery Factor (Total PnL / Max DD) -0.2326
Sharpe ratio (monthly) 0.0193
Sortino ratio (monthly) 0.0295
CAGR, % -8.30
Calmar ratio (CAGR / Max DD%) -0.1345
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -249.93 | Fee: 5.85 | Vol: 16267.82
Details
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  "description": "",
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    "notification_position": true,
    "notification_zz_new_level": false,
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  "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": {
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      "signal_symbol": ""
    }
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  "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": 2,
    "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
}