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
1271.96
Total PnL
271.96 (27.20%)
Total Trades (Win/Los)
251 (20/231)
Win Rate
7.97%
Max Drawdown
836.01 (55.11%)
Total Fees
46.07
Position avg (max), %
80.83 (117.77)
Profit Factor
1.31
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 -4.09% 24.71% 26.63% -24.61% 21.62% -12.21% -14.62% -7.99% -7.72% -3.92% 34.51% -11.57% 1.02%
2025 -0.13% -13.20% 9.40% -0.72% -7.39% -19.33% 23.63% 14.61% -2.97% -3.57% 18.93% 2.04% 13.17%
2026 8.49% 8.70% -0.95% 3.54% -7.96% 0.01% — — — — — — 11.33%
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 1271.96
Min balance 681.04
Max balance 1517.04
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.81
Average monthly return (arithmetic), % 1.80
Best month, % 34.51
Worst month, % -24.61
PnL, Volume & Fees
Metric Value
Total PnL 271.96
Total PnL, % 27.20
Gross profit 1468.36
Gross loss 1124.57
Trading volume (USDT) 128009.13
Total transactions (buy/sell) 254
Total fees 46.07
Funding net -25.76
Funding accrued (received) 38.31
Funding paid 64.07
Trades
Metric Value
Total Trades 251
Win Trades 20
Los Trades 231
Win Rate, % 7.97
Expectancy per trade 1.3697
Max consecutive wins 3
Max consecutive losses 112
Risk & Exposure
Metric Value
Position avg, % of margin balance 80.83
Position max, % of margin balance 117.77
Max Drawdown 836.01
Max Drawdown, % 55.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3057
Recovery Factor (Total PnL / Max DD) 0.3253
Sharpe ratio (monthly) 0.4324
Sortino ratio (monthly) 0.7724
CAGR, % 10.47
Calmar ratio (CAGR / Max DD%) 0.1901
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -136.46 | Fee: 11.97 | Vol: 33270.81
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": 15,
    "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
}