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
1038.67
Total PnL
38.67 (3.87%)
Total Trades (Win/Los)
171 (20/151)
Win Rate
11.70%
Max Drawdown
716.69 (50.93%)
Total Fees
33.09
Position avg (max), %
81.05 (107.03)
Profit Factor
1.08
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 -13.49% 27.69% 27.19% -24.97% 7.31% -8.69% -11.07% -11.98% -7.57% -3.64% 33.55% -11.46% -14.84%
2025 0.17% 7.01% 6.90% -4.82% -7.94% -3.73% 14.00% 10.21% -0.82% -8.06% 5.13% 2.59% 19.43%
2026 10.00% 10.22% -3.31% -4.23% -8.98% 0.01% — — — — — — 2.20%
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 1038.67
Min balance 690.57
Max balance 1407.26
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.13
Average monthly return (arithmetic), % 0.91
Best month, % 33.55
Worst month, % -24.97
PnL, Volume & Fees
Metric Value
Total PnL 38.67
Total PnL, % 3.87
Gross profit 1321.72
Gross loss 1226.97
Trading volume (USDT) 91979.59
Total transactions (buy/sell) 178
Total fees 33.09
Funding net -22.99
Funding accrued (received) 36.15
Funding paid 59.14
Trades
Metric Value
Total Trades 171
Win Trades 20
Los Trades 151
Win Rate, % 11.70
Expectancy per trade 0.5541
Max consecutive wins 3
Max consecutive losses 51
Risk & Exposure
Metric Value
Position avg, % of margin balance 81.05
Position max, % of margin balance 107.03
Max Drawdown 716.69
Max Drawdown, % 50.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0772
Recovery Factor (Total PnL / Max DD) 0.0540
Sharpe ratio (monthly) 0.2455
Sortino ratio (monthly) 0.4272
CAGR, % 1.58
Calmar ratio (CAGR / Max DD%) 0.0311
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -434.89 | Fee: 9.46 | Vol: 26275.09
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": 14,
    "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
}