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
1102.94
Total PnL
102.94 (10.29%)
Total Trades (Win/Los)
165 (17/148)
Win Rate
10.30%
Max Drawdown
761.44 (51.70%)
Total Fees
32.55
Position avg (max), %
81.15 (107.03)
Profit Factor
1.15
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 -10.59% 29.68% 26.82% -24.83% 21.99% -10.09% -13.17% -12.50% -9.64% -0.33% 32.92% -11.24% -2.12%
2025 0.54% -10.69% 8.89% -5.04% -10.25% -5.79% 21.19% 10.29% 1.62% -5.96% 4.84% 2.59% 7.83%
2026 9.82% 10.05% -2.48% -2.51% -9.01% 0.01% — — — — — — 4.57%
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 1102.94
Min balance 711.25
Max balance 1472.69
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.33
Average monthly return (arithmetic), % 1.24
Best month, % 32.92
Worst month, % -24.83
PnL, Volume & Fees
Metric Value
Total PnL 102.94
Total PnL, % 10.29
Gross profit 1252.75
Gross loss 1089.81
Trading volume (USDT) 90438.73
Total transactions (buy/sell) 169
Total fees 32.55
Funding net -27.45
Funding accrued (received) 36.49
Funding paid 63.93
Trades
Metric Value
Total Trades 165
Win Trades 17
Los Trades 148
Win Rate, % 10.30
Expectancy per trade 0.9875
Max consecutive wins 3
Max consecutive losses 40
Risk & Exposure
Metric Value
Position avg, % of margin balance 81.15
Position max, % of margin balance 107.03
Max Drawdown 761.44
Max Drawdown, % 51.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1495
Recovery Factor (Total PnL / Max DD) 0.1352
Sharpe ratio (monthly) 0.3091
Sortino ratio (monthly) 0.5555
CAGR, % 4.14
Calmar ratio (CAGR / Max DD%) 0.0801
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -218.80 | Fee: 12.95 | Vol: 35973.37
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": 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
}