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
1020.84
Total PnL
20.84 (2.08%)
Total Trades (Win/Los)
29 (12/17)
Win Rate
41.38%
Max Drawdown
716.54 (49.33%)
Total Fees
5.76
Position avg (max), %
82.83 (136.56)
Profit Factor
1.07
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 -8.34% 23.48% 28.15% -25.70% 22.92% -15.37% -17.00% -3.22% -9.89% -1.09% 41.34% -12.09% -0.27%
2025 10.41% -18.55% 8.98% -5.16% -12.12% 1.54% -2.05% 11.81% -2.77% -8.90% 19.52% 2.00% -1.92%
2026 7.58% 7.56% -0.72% -1.85% -7.40% 0.01% — — — — — — 4.42%
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 1020.84
Min balance 736.15
Max balance 1452.69
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.07
Average monthly return (arithmetic), % 1.10
Best month, % 41.34
Worst month, % -25.70
PnL, Volume & Fees
Metric Value
Total PnL 20.84
Total PnL, % 2.08
Gross profit 712.54
Gross loss 667.65
Trading volume (USDT) 16043.13
Total transactions (buy/sell) 33
Total fees 5.76
Funding net -18.29
Funding accrued (received) 39.41
Funding paid 57.70
Trades
Metric Value
Total Trades 29
Win Trades 12
Los Trades 17
Win Rate, % 41.38
Expectancy per trade 1.5480
Max consecutive wins 3
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 82.83
Position max, % of margin balance 136.56
Max Drawdown 716.54
Max Drawdown, % 49.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0672
Recovery Factor (Total PnL / Max DD) 0.0291
Sharpe ratio (monthly) 0.2585
Sortino ratio (monthly) 0.4482
CAGR, % 0.86
Calmar ratio (CAGR / Max DD%) 0.0174
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -122.04 | Fee: 2.12 | Vol: 5894.10
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": 12,
    "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
}