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
2263.30
Total PnL
1263.30 (126.33%)
Total Trades (Win/Los)
256 (17/239)
Win Rate
6.64%
Max Drawdown
482.08 (30.69%)
Total Fees
66.20
Position avg (max), %
77.93 (104.48)
Profit Factor
3.01
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 -8.10% 31.94% 29.18% -25.83% 22.27% -6.55% -4.54% -5.08% -5.43% -0.51% 35.01% -11.18% 35.71%
2025 9.04% -8.58% 6.31% 1.58% -3.97% -2.09% 19.83% 8.17% 0.27% -6.05% 18.16% 1.92% 48.85%
2026 7.08% 7.13% -0.65% 0.99% -2.60% 0.01% — — — — — — 12.11%
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 2263.30
Min balance 871.11
Max balance 2488.10
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.76
Average monthly return (arithmetic), % 3.59
Best month, % 35.01
Worst month, % -25.83
PnL, Volume & Fees
Metric Value
Total PnL 1263.30
Total PnL, % 126.33
Gross profit 2061.03
Gross loss 685.46
Trading volume (USDT) 183963.09
Total transactions (buy/sell) 260
Total fees 66.20
Funding net -46.06
Funding accrued (received) 46.91
Funding paid 92.97
Trades
Metric Value
Total Trades 256
Win Trades 17
Los Trades 239
Win Rate, % 6.64
Expectancy per trade 5.3733
Max consecutive wins 5
Max consecutive losses 190
Risk & Exposure
Metric Value
Position avg, % of margin balance 77.93
Position max, % of margin balance 104.48
Max Drawdown 482.08
Max Drawdown, % 30.69
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 3.0068
Recovery Factor (Total PnL / Max DD) 2.6205
Sharpe ratio (monthly) 0.9325
Sortino ratio (monthly) 2.0413
CAGR, % 40.25
Calmar ratio (CAGR / Max DD%) 1.3113
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 374.22 | Fee: 48.55 | Vol: 134880.86
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": 20,
    "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
}