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
1115.23
Total PnL
115.23 (11.52%)
Total Trades (Win/Los)
32 (13/19)
Win Rate
40.63%
Max Drawdown
825.50 (54.66%)
Total Fees
6.43
Position avg (max), %
83.74 (134.55)
Profit Factor
1.20
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% | -14.67% | -20.53% | -2.98% | -9.54% | -3.95% | 33.16% | -12.03% | -7.71% |
| 2025 | 9.85% | -19.39% | 9.56% | -5.38% | -12.97% | 1.67% | 7.48% | 10.02% | -1.97% | -0.78% | 17.79% | 1.95% | 12.19% |
| 2026 | 6.84% | 6.94% | -0.57% | 0.90% | -5.98% | 0.01% | — | — | — | — | — | — | 7.79% |
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 | 1115.23 |
| Min balance | 684.65 |
| Max balance | 1510.16 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.37 |
| Average monthly return (arithmetic), % | 1.38 |
| Best month, % | 33.16 |
| Worst month, % | -25.23 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 115.23 |
| Total PnL, % | 11.52 |
| Gross profit | 842.78 |
| Gross loss | 700.01 |
| Trading volume (USDT) | 17896.45 |
| Total transactions (buy/sell) | 36 |
| Total fees | 6.43 |
| Funding net | -21.11 |
| Funding accrued (received) | 38.30 |
| Funding paid | 59.41 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 32 |
| Win Trades | 13 |
| Los Trades | 19 |
| Win Rate, % | 40.63 |
| Expectancy per trade | 4.4616 |
| Max consecutive wins | 3 |
| Max consecutive losses | 5 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 83.74 |
| Position max, % of margin balance | 134.55 |
| Max Drawdown | 825.50 |
| Max Drawdown, % | 54.66 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2040 |
| Recovery Factor (Total PnL / Max DD) | 0.1396 |
| Sharpe ratio (monthly) | 0.3297 |
| Sortino ratio (monthly) | 0.5514 |
| CAGR, % | 4.62 |
| Calmar ratio (CAGR / Max DD%) | 0.0845 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -68.74 | Fee: 2.15 | Vol: 5993.62
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": 20,
"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
}