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
1603.89
Total PnL
603.89 (60.39%)
Total Trades (Win/Los)
186 (17/169)
Win Rate
9.14%
Max Drawdown
654.23 (38.35%)
Total Fees
50.85
Position avg (max), %
80.29 (110.00)
Profit Factor
1.64
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 -3.93% 38.82% 27.71% -25.16% 21.98% -6.92% -8.64% -4.16% -6.96% -7.07% 37.51% -11.67% 33.07%
2025 9.53% -8.53% 7.97% -4.32% -8.79% -10.84% 15.21% 13.23% -4.74% -13.00% 19.13% 2.04% 10.63%
2026 7.47% 8.93% -2.07% 0.39% -5.28% 0.01% — — — — — — 9.02%
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 1603.89
Min balance 939.01
Max balance 1802.08
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.59
Average monthly return (arithmetic), % 2.59
Best month, % 38.82
Worst month, % -25.16
PnL, Volume & Fees
Metric Value
Total PnL 603.89
Total PnL, % 60.39
Gross profit 1759.50
Gross loss 1074.80
Trading volume (USDT) 141292.30
Total transactions (buy/sell) 190
Total fees 50.85
Funding net -29.96
Funding accrued (received) 50.76
Funding paid 80.72
Trades
Metric Value
Total Trades 186
Win Trades 17
Los Trades 169
Win Rate, % 9.14
Expectancy per trade 3.6812
Max consecutive wins 3
Max consecutive losses 54
Risk & Exposure
Metric Value
Position avg, % of margin balance 80.29
Position max, % of margin balance 110.00
Max Drawdown 654.23
Max Drawdown, % 38.35
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6371
Recovery Factor (Total PnL / Max DD) 0.9231
Sharpe ratio (monthly) 0.6078
Sortino ratio (monthly) 1.2576
CAGR, % 21.61
Calmar ratio (CAGR / Max DD%) 0.5634
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 1.13 | Fee: 12.43 | Vol: 34544.60
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": 18,
    "detection": 2,
    "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
}