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
1791.94
Total PnL
791.94 (79.19%)
Total Trades (Win/Los)
186 (17/169)
Win Rate
9.14%
Max Drawdown
625.28 (34.38%)
Total Fees
53.04
Position avg (max), %
80.70 (125.59)
Profit Factor
1.76
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 -9.30% 35.47% 28.98% -25.74% 20.92% -5.31% -1.88% -6.18% -9.36% -2.96% 35.41% -11.64% 30.54%
2025 9.76% 2.88% 6.90% -4.54% -7.90% -10.11% 18.25% 13.48% -2.89% -18.13% 24.15% 2.48% 29.49%
2026 9.09% 10.05% -1.30% -4.62% -6.15% 0.01% — — — — — — 6.08%
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 1791.94
Min balance 872.08
Max balance 2134.27
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.97
Average monthly return (arithmetic), % 2.99
Best month, % 35.47
Worst month, % -25.74
PnL, Volume & Fees
Metric Value
Total PnL 791.94
Total PnL, % 79.19
Gross profit 2014.23
Gross loss 1145.49
Trading volume (USDT) 147373.74
Total transactions (buy/sell) 189
Total fees 53.04
Funding net -23.76
Funding accrued (received) 57.52
Funding paid 81.28
Trades
Metric Value
Total Trades 186
Win Trades 17
Los Trades 169
Win Rate, % 9.14
Expectancy per trade 4.6706
Max consecutive wins 3
Max consecutive losses 40
Risk & Exposure
Metric Value
Position avg, % of margin balance 80.70
Position max, % of margin balance 125.59
Max Drawdown 625.28
Max Drawdown, % 34.38
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7584
Recovery Factor (Total PnL / Max DD) 1.2665
Sharpe ratio (monthly) 0.6996
Sortino ratio (monthly) 1.4053
CAGR, % 27.32
Calmar ratio (CAGR / Max DD%) 0.7946
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -7.23 | Fee: 14.34 | Vol: 39848.36
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": 17,
    "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
}