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
1005.78
Total PnL
5.78 (0.58%)
Total Trades (Win/Los)
29 (13/16)
Win Rate
44.83%
Max Drawdown
684.14 (48.82%)
Total Fees
5.72
Position avg (max), %
82.20 (132.85)
Profit Factor
1.05
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% -9.66% -10.67% -5.91% -9.04% -1.25% 42.80% -11.90% 10.58%
2025 -4.46% -17.77% 9.76% -5.25% -13.60% 1.68% -2.43% 12.00% -1.87% -3.49% 18.67% 2.03% -10.07%
2026 7.12% 7.20% -0.59% -3.83% -7.84% 0.01% — — — — — — 1.20%
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 1005.78
Min balance 717.13
Max balance 1401.27
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.02
Average monthly return (arithmetic), % 0.92
Best month, % 42.80
Worst month, % -24.45
PnL, Volume & Fees
Metric Value
Total PnL 5.78
Total PnL, % 0.58
Gross profit 692.28
Gross loss 659.53
Trading volume (USDT) 15933.08
Total transactions (buy/sell) 33
Total fees 5.72
Funding net -21.25
Funding accrued (received) 38.29
Funding paid 59.54
Trades
Metric Value
Total Trades 29
Win Trades 13
Los Trades 16
Win Rate, % 44.83
Expectancy per trade 1.1294
Max consecutive wins 3
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 82.20
Position max, % of margin balance 132.85
Max Drawdown 684.14
Max Drawdown, % 48.82
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0497
Recovery Factor (Total PnL / Max DD) 0.0084
Sharpe ratio (monthly) 0.2286
Sortino ratio (monthly) 0.4146
CAGR, % 0.24
Calmar ratio (CAGR / Max DD%) 0.0049
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -137.30 | Fee: 2.03 | Vol: 5636.49
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": 16,
    "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
}