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
949.67
Total PnL
-50.33 (-5.03%)
Total Trades (Win/Los)
38 (14/24)
Win Rate
36.84%
Max Drawdown
912.44 (60.42%)
Total Fees
7.02
Position avg (max), %
84.42 (147.60)
Profit Factor
0.97
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 | -9.93% | 31.18% | 27.61% | -25.23% | 22.25% | -14.56% | -20.42% | -1.55% | -9.15% | -11.13% | 22.21% | -12.48% | -20.34% |
| 2025 | 11.02% | -20.11% | 9.17% | -5.76% | -11.18% | 1.68% | 6.81% | 8.80% | -1.27% | -4.19% | 18.54% | 2.06% | 9.60% |
| 2026 | 7.05% | 7.22% | -0.57% | 0.64% | -5.26% | 0.01% | — | — | — | — | — | — | 8.84% |
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 | 949.67 |
| Min balance | 597.72 |
| Max balance | 1510.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.17 |
| Average monthly return (arithmetic), % | 0.78 |
| Best month, % | 31.18 |
| Worst month, % | -25.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -50.33 |
| Total PnL, % | -5.03 |
| Gross profit | 781.97 |
| Gross loss | 804.11 |
| Trading volume (USDT) | 19541.64 |
| Total transactions (buy/sell) | 42 |
| Total fees | 7.02 |
| Funding net | -21.17 |
| Funding accrued (received) | 34.85 |
| Funding paid | 56.02 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 38 |
| Win Trades | 14 |
| Los Trades | 24 |
| Win Rate, % | 36.84 |
| Expectancy per trade | -0.5826 |
| Max consecutive wins | 3 |
| Max consecutive losses | 7 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 84.42 |
| Position max, % of margin balance | 147.60 |
| Max Drawdown | 912.44 |
| Max Drawdown, % | 60.42 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9725 |
| Recovery Factor (Total PnL / Max DD) | -0.0552 |
| Sharpe ratio (monthly) | 0.1944 |
| Sortino ratio (monthly) | 0.3068 |
| CAGR, % | -2.12 |
| Calmar ratio (CAGR / Max DD%) | -0.0350 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -77.51 | Fee: 1.99 | Vol: 5532.08
Realized PnL by Symbol
Details
{
"name": "1",
"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": 19,
"detection": 7,
"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
}