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
1010.53
Total PnL
10.53 (1.05%)
Total Trades (Win/Los)
57 (21/36)
Win Rate
36.84%
Max Drawdown
727.46 (51.40%)
Total Fees
10.70
Position avg (max), %
81.75 (119.69)
Profit Factor
1.04
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 -12.48% 27.67% 26.46% -24.75% 4.50% -13.45% -17.02% 2.85% -11.11% -0.88% 34.50% -12.18% -14.57%
2025 -5.04% 4.24% 7.52% -5.33% -4.05% -1.63% 4.66% 11.91% -0.47% -6.47% 18.29% 1.92% 25.02%
2026 5.32% 9.02% -10.49% 0.15% -8.01% 0.01% — — — — — — -5.32%
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 1010.53
Min balance 687.81
Max balance 1415.27
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.04
Average monthly return (arithmetic), % 0.86
Best month, % 34.50
Worst month, % -24.75
PnL, Volume & Fees
Metric Value
Total PnL 10.53
Total PnL, % 1.05
Gross profit 1083.37
Gross loss 1045.62
Trading volume (USDT) 29758.96
Total transactions (buy/sell) 61
Total fees 10.70
Funding net -16.53
Funding accrued (received) 38.28
Funding paid 54.81
Trades
Metric Value
Total Trades 57
Win Trades 21
Los Trades 36
Win Rate, % 36.84
Expectancy per trade 0.6624
Max consecutive wins 4
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 81.75
Position max, % of margin balance 119.69
Max Drawdown 727.46
Max Drawdown, % 51.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0361
Recovery Factor (Total PnL / Max DD) 0.0145
Sharpe ratio (monthly) 0.2262
Sortino ratio (monthly) 0.3826
CAGR, % 0.43
Calmar ratio (CAGR / Max DD%) 0.0085
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -230.03 | Fee: 3.32 | Vol: 9217.98
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": 5,
    "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
}