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
922.61
Total PnL
-77.39 (-7.74%)
Total Trades (Win/Los)
423 (22/401)
Win Rate
5.20%
Max Drawdown
829.00 (56.56%)
Total Fees
81.44
Position avg (max), %
82.49 (116.35)
Profit Factor
1.02
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 -13.88% 33.25% 27.50% -16.45% -14.67% -10.28% -9.18% -19.60% -4.87% 1.73% 35.83% -11.28% -20.30%
2025 8.55% 0.48% 6.76% -5.11% -7.19% -7.43% 10.39% 13.09% -4.34% -3.93% 6.24% 2.17% 18.23%
2026 8.28% 11.48% -3.19% -4.44% -12.27% 0.01% — — — — — — -2.02%
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 922.61
Min balance 636.59
Max balance 1465.59
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.27
Average monthly return (arithmetic), % 0.59
Best month, % 35.83
Worst month, % -19.60
PnL, Volume & Fees
Metric Value
Total PnL -77.39
Total PnL, % -7.74
Gross profit 1357.95
Gross loss 1336.14
Trading volume (USDT) 226259.67
Total transactions (buy/sell) 430
Total fees 81.44
Funding net -17.76
Funding accrued (received) 36.78
Funding paid 54.55
Trades
Metric Value
Total Trades 423
Win Trades 22
Los Trades 401
Win Rate, % 5.20
Expectancy per trade 0.0516
Max consecutive wins 3
Max consecutive losses 117
Risk & Exposure
Metric Value
Position avg, % of margin balance 82.49
Position max, % of margin balance 116.35
Max Drawdown 829.00
Max Drawdown, % 56.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0163
Recovery Factor (Total PnL / Max DD) -0.0934
Sharpe ratio (monthly) 0.1502
Sortino ratio (monthly) 0.2670
CAGR, % -3.28
Calmar ratio (CAGR / Max DD%) -0.0580
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -384.97 | Fee: 58.70 | Vol: 163085.36
Details
{
  "name": "1",
  "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": 13,
    "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
}