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
1224.51
Total PnL
224.51 (22.45%)
Total Trades (Win/Los)
204 (23/181)
Win Rate
11.27%
Max Drawdown
705.47 (46.76%)
Total Fees
46.07
Position avg (max), %
81.97 (121.60)
Profit Factor
1.22
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 -5.94% 25.79% 27.32% -24.82% 8.37% -8.24% -16.75% -7.19% -4.61% -1.02% 34.05% -11.25% -2.26%
2025 -3.10% 1.28% 7.70% 0.25% -4.42% -1.72% 15.34% 12.28% -2.74% -17.50% 23.45% 2.43% 30.80%
2026 9.60% 9.88% -5.60% -6.57% -9.77% 0.01% — — — — — — -4.16%
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 1224.51
Min balance 803.39
Max balance 1618.00
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.68
Average monthly return (arithmetic), % 1.55
Best month, % 34.05
Worst month, % -24.82
PnL, Volume & Fees
Metric Value
Total PnL 224.51
Total PnL, % 22.45
Gross profit 1639.63
Gross loss 1343.99
Trading volume (USDT) 128020.25
Total transactions (buy/sell) 211
Total fees 46.07
Funding net -25.07
Funding accrued (received) 42.37
Funding paid 67.44
Trades
Metric Value
Total Trades 204
Win Trades 23
Los Trades 181
Win Rate, % 11.27
Expectancy per trade 1.4493
Max consecutive wins 4
Max consecutive losses 46
Risk & Exposure
Metric Value
Position avg, % of margin balance 81.97
Position max, % of margin balance 121.60
Max Drawdown 705.47
Max Drawdown, % 46.76
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2200
Recovery Factor (Total PnL / Max DD) 0.3182
Sharpe ratio (monthly) 0.3975
Sortino ratio (monthly) 0.7102
CAGR, % 8.75
Calmar ratio (CAGR / Max DD%) 0.1871
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -288.21 | Fee: 24.04 | Vol: 66804.85
Details
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  "description": "",
  "tg_notification": {
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    "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": 14,
    "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
}