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
1276.68
Total PnL
276.68 (27.67%)
Total Trades (Win/Los)
185 (19/166)
Win Rate
10.27%
Max Drawdown
774.59 (48.01%)
Total Fees
41.86
Position avg (max), %
83.97 (113.22)
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 -10.01% 40.49% 27.42% -25.17% 22.29% -14.03% -10.96% -11.88% -7.33% 2.14% 31.56% -11.39% 9.71%
2025 6.50% -10.90% 8.99% -5.57% -11.26% -0.20% 17.19% 10.33% 0.84% -7.89% 6.99% 2.71% 14.14%
2026 8.13% 10.70% -3.62% -3.26% -8.62% 0.01% — — — — — — 2.01%
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 1276.68
Min balance 838.90
Max balance 1613.48
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.82
Average monthly return (arithmetic), % 1.81
Best month, % 40.49
Worst month, % -25.17
PnL, Volume & Fees
Metric Value
Total PnL 276.68
Total PnL, % 27.67
Gross profit 1427.76
Gross loss 1079.37
Trading volume (USDT) 116336.52
Total transactions (buy/sell) 191
Total fees 41.86
Funding net -29.85
Funding accrued (received) 43.93
Funding paid 73.78
Trades
Metric Value
Total Trades 185
Win Trades 19
Los Trades 166
Win Rate, % 10.27
Expectancy per trade 1.8832
Max consecutive wins 3
Max consecutive losses 62
Risk & Exposure
Metric Value
Position avg, % of margin balance 83.97
Position max, % of margin balance 113.22
Max Drawdown 774.59
Max Drawdown, % 48.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3228
Recovery Factor (Total PnL / Max DD) 0.3572
Sharpe ratio (monthly) 0.4297
Sortino ratio (monthly) 0.8053
CAGR, % 10.64
Calmar ratio (CAGR / Max DD%) 0.2217
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -202.54 | Fee: 12.67 | Vol: 35193.62
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": 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
}