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
838.09
Total PnL
-161.91 (-16.19%)
Total Trades (Win/Los)
331 (22/309)
Win Rate
6.65%
Max Drawdown
839.56 (60.47%)
Total Fees
54.73
Position avg (max), %
83.24 (120.77)
Profit Factor
0.94
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 -13.78% 26.83% 26.77% -16.93% -15.18% -13.95% -8.93% -11.99% -5.87% -4.76% 35.74% -11.90% -27.78%
2025 2.98% 9.21% 6.19% -2.94% -3.48% -7.04% 15.99% 10.22% 1.39% -8.41% 4.77% -1.93% 26.89%
2026 6.23% 12.04% -7.77% -4.38% -12.83% 0.01% — — — — — — -8.49%
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 838.09
Min balance 548.88
Max balance 1388.44
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.58
Average monthly return (arithmetic), % 0.21
Best month, % 35.74
Worst month, % -16.93
PnL, Volume & Fees
Metric Value
Total PnL -161.91
Total PnL, % -16.19
Gross profit 1309.60
Gross loss 1393.44
Trading volume (USDT) 152074.10
Total transactions (buy/sell) 338
Total fees 54.73
Funding net -23.34
Funding accrued (received) 32.51
Funding paid 55.85
Trades
Metric Value
Total Trades 331
Win Trades 22
Los Trades 309
Win Rate, % 6.65
Expectancy per trade -0.2533
Max consecutive wins 3
Max consecutive losses 103
Risk & Exposure
Metric Value
Position avg, % of margin balance 83.24
Position max, % of margin balance 120.77
Max Drawdown 839.56
Max Drawdown, % 60.47
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9398
Recovery Factor (Total PnL / Max DD) -0.1929
Sharpe ratio (monthly) 0.0558
Sortino ratio (monthly) 0.0966
CAGR, % -7.05
Calmar ratio (CAGR / Max DD%) -0.1166
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -348.00 | Fee: 14.42 | Vol: 40055.01
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": 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
}