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
1137.21
Total PnL
137.21 (13.72%)
Total Trades (Win/Los)
198 (19/179)
Win Rate
9.60%
Max Drawdown
818.88 (54.88%)
Total Fees
36.58
Position avg (max), %
82.07 (115.66)
Profit Factor
1.19
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 -9.17% 29.47% 26.69% -24.94% 22.40% -13.89% -11.70% -11.27% -8.93% -8.18% 35.13% -11.83% -8.00%
2025 -3.32% -2.24% 8.98% -3.17% -6.87% -5.80% 15.86% 9.97% 0.50% -6.77% 5.38% 2.63% 12.99%
2026 7.73% 10.41% -0.48% 2.40% -9.71% 0.01% — — — — — — 9.47%
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 1137.21
Min balance 673.29
Max balance 1492.17
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.43
Average monthly return (arithmetic), % 1.31
Best month, % 35.13
Worst month, % -24.94
PnL, Volume & Fees
Metric Value
Total PnL 137.21
Total PnL, % 13.72
Gross profit 1238.06
Gross loss 1037.71
Trading volume (USDT) 101667.92
Total transactions (buy/sell) 205
Total fees 36.58
Funding net -26.56
Funding accrued (received) 36.99
Funding paid 63.55
Trades
Metric Value
Total Trades 198
Win Trades 19
Los Trades 179
Win Rate, % 9.60
Expectancy per trade 1.0118
Max consecutive wins 3
Max consecutive losses 113
Risk & Exposure
Metric Value
Position avg, % of margin balance 82.07
Position max, % of margin balance 115.66
Max Drawdown 818.88
Max Drawdown, % 54.88
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1931
Recovery Factor (Total PnL / Max DD) 0.1676
Sharpe ratio (monthly) 0.3322
Sortino ratio (monthly) 0.6037
CAGR, % 5.47
Calmar ratio (CAGR / Max DD%) 0.0997
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -219.38 | Fee: 6.42 | Vol: 17855.31
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": 3,
    "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
}