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
1057.42
Total PnL
57.42 (5.74%)
Total Trades (Win/Los)
32 (13/19)
Win Rate
40.63%
Max Drawdown
823.60 (55.73%)
Total Fees
6.20
Position avg (max), %
84.60 (136.20)
Profit Factor
1.12
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% 27.59% 28.38% -25.78% 22.90% -14.96% -20.94% -3.46% -9.81% -4.57% 33.89% -12.05% -11.48%
2025 9.80% -19.91% 9.18% -5.45% -12.67% 1.65% 6.36% 9.39% -1.46% -0.49% 18.17% 1.96% 10.79%
2026 7.02% 7.11% -0.61% 0.94% -6.20% 0.01% — — — — — — 7.89%
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 1057.42
Min balance 654.23
Max balance 1477.83
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.19
Average monthly return (arithmetic), % 1.20
Best month, % 33.89
Worst month, % -25.78
PnL, Volume & Fees
Metric Value
Total PnL 57.42
Total PnL, % 5.74
Gross profit 793.69
Gross loss 708.74
Trading volume (USDT) 17257.00
Total transactions (buy/sell) 36
Total fees 6.20
Funding net -21.33
Funding accrued (received) 36.81
Funding paid 58.14
Trades
Metric Value
Total Trades 32
Win Trades 13
Los Trades 19
Win Rate, % 40.63
Expectancy per trade 2.6546
Max consecutive wins 3
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 84.60
Position max, % of margin balance 136.20
Max Drawdown 823.60
Max Drawdown, % 55.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1199
Recovery Factor (Total PnL / Max DD) 0.0697
Sharpe ratio (monthly) 0.2882
Sortino ratio (monthly) 0.4730
CAGR, % 2.34
Calmar ratio (CAGR / Max DD%) 0.0420
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -82.54 | Fee: 2.07 | Vol: 5757.48
Details
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  "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": 8,
    "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
}