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
1042.31
Total PnL
42.31 (4.23%)
Total Trades (Win/Los)
53 (21/32)
Win Rate
39.62%
Max Drawdown
591.95 (42.61%)
Total Fees
10.59
Position avg (max), %
81.55 (117.95)
Profit Factor
1.06
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 -12.80% 24.27% 27.99% -22.59% 2.02% -10.34% -8.09% 2.86% -8.19% -0.15% 30.84% -12.32% -2.37%
2025 -8.25% -0.55% 8.43% -3.97% -1.81% -8.31% 10.18% 11.92% -0.82% -9.23% 18.42% 1.86% 14.55%
2026 -0.52% 10.20% -9.42% 2.30% -8.21% 0.01% — — — — — — -6.74%
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 1042.31
Min balance 797.22
Max balance 1389.17
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.14
Average monthly return (arithmetic), % 0.86
Best month, % 30.84
Worst month, % -22.59
PnL, Volume & Fees
Metric Value
Total PnL 42.31
Total PnL, % 4.23
Gross profit 1125.75
Gross loss 1059.38
Trading volume (USDT) 29441.35
Total transactions (buy/sell) 57
Total fees 10.59
Funding net -13.48
Funding accrued (received) 42.10
Funding paid 55.58
Trades
Metric Value
Total Trades 53
Win Trades 21
Los Trades 32
Win Rate, % 39.62
Expectancy per trade 1.2523
Max consecutive wins 3
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 81.55
Position max, % of margin balance 117.95
Max Drawdown 591.95
Max Drawdown, % 42.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0627
Recovery Factor (Total PnL / Max DD) 0.0715
Sharpe ratio (monthly) 0.2414
Sortino ratio (monthly) 0.4254
CAGR, % 1.73
Calmar ratio (CAGR / Max DD%) 0.0406
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -1.74 | Fee: 3.08 | Vol: 8560.96
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": 7,
    "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
}