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
1034.61
Total PnL
34.61 (3.46%)
Total Trades (Win/Los)
69 (23/46)
Win Rate
33.33%
Max Drawdown
857.42 (59.28%)
Total Fees
12.36
Position avg (max), %
81.91 (130.37)
Profit Factor
1.05
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 -10.32% 27.20% 26.59% -17.75% -20.37% -14.51% -13.55% -2.99% -8.56% 0.76% 33.84% -12.12% -26.51%
2025 -1.15% 3.01% 7.29% -4.38% -0.62% -8.01% 13.22% 12.60% 0.10% -4.69% 18.35% 1.90% 40.07%
2026 3.58% 10.45% -7.44% 2.34% -7.19% 0.01% — — — — — — 0.58%
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 1034.61
Min balance 588.88
Max balance 1446.30
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.12
Average monthly return (arithmetic), % 0.92
Best month, % 33.84
Worst month, % -20.37
PnL, Volume & Fees
Metric Value
Total PnL 34.61
Total PnL, % 3.46
Gross profit 1241.59
Gross loss 1179.16
Trading volume (USDT) 34381.16
Total transactions (buy/sell) 73
Total fees 12.36
Funding net -15.45
Funding accrued (received) 35.63
Funding paid 51.08
Trades
Metric Value
Total Trades 69
Win Trades 23
Los Trades 46
Win Rate, % 33.33
Expectancy per trade 0.9047
Max consecutive wins 3
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 81.91
Position max, % of margin balance 130.37
Max Drawdown 857.42
Max Drawdown, % 59.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0529
Recovery Factor (Total PnL / Max DD) 0.0404
Sharpe ratio (monthly) 0.2441
Sortino ratio (monthly) 0.4263
CAGR, % 1.42
Calmar ratio (CAGR / Max DD%) 0.0239
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -80.21 | Fee: 3.28 | Vol: 9107.65
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": 13,
    "detection": 4,
    "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
}