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
1055.39
Total PnL
55.39 (5.54%)
Total Trades (Win/Los)
29 (13/16)
Win Rate
44.83%
Max Drawdown
643.93 (45.95%)
Total Fees
5.83
Position avg (max), %
80.27 (128.16)
Profit Factor
1.13
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 -6.63% 18.99% 25.93% -24.45% 21.91% -12.73% -5.10% -6.31% -8.25% -1.15% 42.23% -11.96% 13.55%
2025 -2.48% -17.35% 9.53% -5.22% -12.97% 1.61% -2.88% 11.73% -1.70% -3.47% 18.36% 2.02% -8.00%
2026 6.97% 7.06% -0.55% -3.64% -7.90% 0.01% — — — — — — 1.09%
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 1055.39
Min balance 757.34
Max balance 1401.27
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.18
Average monthly return (arithmetic), % 1.05
Best month, % 42.23
Worst month, % -24.45
PnL, Volume & Fees
Metric Value
Total PnL 55.39
Total PnL, % 5.54
Gross profit 727.87
Gross loss 645.37
Trading volume (USDT) 16225.10
Total transactions (buy/sell) 33
Total fees 5.83
Funding net -21.28
Funding accrued (received) 38.67
Funding paid 59.96
Trades
Metric Value
Total Trades 29
Win Trades 13
Los Trades 16
Win Rate, % 44.83
Expectancy per trade 2.8448
Max consecutive wins 3
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 80.27
Position max, % of margin balance 128.16
Max Drawdown 643.93
Max Drawdown, % 45.95
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1278
Recovery Factor (Total PnL / Max DD) 0.0860
Sharpe ratio (monthly) 0.2667
Sortino ratio (monthly) 0.4872
CAGR, % 2.26
Calmar ratio (CAGR / Max DD%) 0.0491
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -112.80 | Fee: 2.11 | Vol: 5882.41
Details
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  "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": 15,
    "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
}