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
1020.90
Total PnL
20.90 (2.09%)
Total Trades (Win/Los)
35 (16/19)
Win Rate
45.71%
Max Drawdown
577.27 (43.69%)
Total Fees
6.68
Position avg (max), %
80.19 (120.80)
Profit Factor
1.07
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 -11.26% 18.26% 25.72% -24.27% 21.67% -9.63% -10.89% -5.69% -8.56% -1.83% 40.03% -11.82% 2.34%
2025 -16.70% 1.70% 9.36% -3.64% -6.37% -1.67% -4.96% 11.12% -1.52% -3.56% 18.82% 2.07% -0.02%
2026 7.11% 7.20% -7.36% -1.01% -5.20% 0.01% — — — — — — -0.17%
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 1020.90
Min balance 744.07
Max balance 1321.34
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.07
Average monthly return (arithmetic), % 0.90
Best month, % 40.03
Worst month, % -24.27
PnL, Volume & Fees
Metric Value
Total PnL 20.90
Total PnL, % 2.09
Gross profit 725.76
Gross loss 678.40
Trading volume (USDT) 18593.04
Total transactions (buy/sell) 39
Total fees 6.68
Funding net -19.78
Funding accrued (received) 36.78
Funding paid 56.56
Trades
Metric Value
Total Trades 35
Win Trades 16
Los Trades 19
Win Rate, % 45.71
Expectancy per trade 1.3532
Max consecutive wins 4
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 80.19
Position max, % of margin balance 120.80
Max Drawdown 577.27
Max Drawdown, % 43.69
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0698
Recovery Factor (Total PnL / Max DD) 0.0362
Sharpe ratio (monthly) 0.2346
Sortino ratio (monthly) 0.4247
CAGR, % 0.86
Calmar ratio (CAGR / Max DD%) 0.0197
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -169.57 | Fee: 2.07 | Vol: 5751.15
Details
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  "is_runing": true,
  "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": 19,
    "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
}