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
877.33
Total PnL
-122.67 (-12.27%)
Total Trades (Win/Los)
33 (13/20)
Win Rate
39.39%
Max Drawdown
765.25 (55.52%)
Total Fees
5.95
Position avg (max), %
83.14 (131.54)
Profit Factor
0.87
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 | -11.84% | 22.02% | 27.92% | -25.50% | 22.62% | -15.98% | -17.30% | -3.19% | -9.43% | -1.95% | 40.80% | -11.67% | -6.60% |
| 2025 | -2.80% | -16.89% | 9.79% | -5.86% | -13.73% | 1.76% | -3.32% | 11.02% | -1.14% | -2.51% | 18.89% | 2.09% | -7.96% |
| 2026 | 7.16% | 7.33% | -0.57% | -3.74% | -7.24% | 0.01% | — | — | — | — | — | — | 2.12% |
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 | 877.33 |
| Min balance | 613.08 |
| Max balance | 1378.33 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.43 |
| Average monthly return (arithmetic), % | 0.56 |
| Best month, % | 40.80 |
| Worst month, % | -25.50 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -122.67 |
| Total PnL, % | -12.27 |
| Gross profit | 689.45 |
| Gross loss | 790.14 |
| Trading volume (USDT) | 16553.66 |
| Total transactions (buy/sell) | 37 |
| Total fees | 5.95 |
| Funding net | -16.03 |
| Funding accrued (received) | 35.99 |
| Funding paid | 52.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 33 |
| Win Trades | 13 |
| Los Trades | 20 |
| Win Rate, % | 39.39 |
| Expectancy per trade | -3.0511 |
| Max consecutive wins | 3 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.14 |
| Position max, % of margin balance | 131.54 |
| Max Drawdown | 765.25 |
| Max Drawdown, % | 55.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.8726 |
| Recovery Factor (Total PnL / Max DD) | -0.1603 |
| Sharpe ratio (monthly) | 0.1335 |
| Sortino ratio (monthly) | 0.2267 |
| CAGR, % | -5.28 |
| Calmar ratio (CAGR / Max DD%) | -0.0950 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -235.54 | Fee: 2.29 | Vol: 6357.61
Realized PnL by Symbol
Details
{
"name": "1",
"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": 13,
"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
}