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
1328.29
Total PnL
328.29 (32.83%)
Total Trades (Win/Los)
174 (17/157)
Win Rate
9.77%
Max Drawdown
833.06 (51.08%)
Total Fees
38.34
Position avg (max), %
78.88 (110.31)
Profit Factor
1.32
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 -7.61% 36.56% 29.06% -25.92% 22.61% -11.72% -0.47% -15.59% -3.72% -5.45% 32.42% -11.33% 17.25%
2025 -2.05% -10.87% 8.93% -4.66% -9.63% -13.11% 17.63% 13.02% -2.60% -4.34% 18.61% 1.97% 6.67%
2026 7.68% 8.54% -0.96% -1.01% -7.27% 0.01% — — — — — — 6.27%
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 1328.29
Min balance 797.99
Max balance 1631.05
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.95
Average monthly return (arithmetic), % 1.96
Best month, % 36.56
Worst month, % -25.92
PnL, Volume & Fees
Metric Value
Total PnL 328.29
Total PnL, % 32.83
Gross profit 1607.34
Gross loss 1215.13
Trading volume (USDT) 106528.37
Total transactions (buy/sell) 178
Total fees 38.34
Funding net -25.59
Funding accrued (received) 42.79
Funding paid 68.37
Trades
Metric Value
Total Trades 174
Win Trades 17
Los Trades 157
Win Rate, % 9.77
Expectancy per trade 2.2541
Max consecutive wins 3
Max consecutive losses 82
Risk & Exposure
Metric Value
Position avg, % of margin balance 78.88
Position max, % of margin balance 110.31
Max Drawdown 833.06
Max Drawdown, % 51.08
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3228
Recovery Factor (Total PnL / Max DD) 0.3941
Sharpe ratio (monthly) 0.4629
Sortino ratio (monthly) 0.8828
CAGR, % 12.47
Calmar ratio (CAGR / Max DD%) 0.2442
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -191.84 | Fee: 7.67 | Vol: 21307.28
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": 16,
    "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
}