hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3d | exchange: Bybit

Pairs
3
Initial Balance
1000.00
Final Balance
1246.82
Total PnL
246.82 (24.68%)
Total Trades (Win/Los)
547 (304/243)
Win Rate
55.58%
Max Drawdown
438.68 (28.34%)
Total Fees
98.81
Position avg (max), %
40.92 (117.76)
Profit Factor
1.11
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 16.02% 4.59% 3.57% -6.89% 0.63% -6.30% 5.03% 6.77% -3.59% 7.75% 0.75% -11.82% 14.21%
2025 12.74% -6.51% 3.69% 1.10% -8.49% 1.76% 5.40% 11.12% -0.12% -2.20% 4.74% -11.85% 8.65%
2026 9.69% -6.86% -6.42% 4.70% 0.38% 0.00% — — — — — — 0.48%
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 1246.82
Min balance 995.52
Max balance 1547.67
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.74
Average monthly return (arithmetic), % 0.98
Best month, % 16.02
Worst month, % -11.85
PnL, Volume & Fees
Metric Value
Total PnL 246.82
Total PnL, % 24.68
Gross profit 3363.79
Gross loss 3017.75
Trading volume (USDT) 276253.32
Total transactions (buy/sell) 550
Total fees 98.81
Funding net -0.40
Funding accrued (received) 29.90
Funding paid 30.30
Trades
Metric Value
Total Trades 547
Win Trades 304
Los Trades 243
Win Rate, % 55.58
Expectancy per trade 0.6326
Max consecutive wins 20
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 40.92
Position max, % of margin balance 117.76
Max Drawdown 438.68
Max Drawdown, % 28.34
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1147
Recovery Factor (Total PnL / Max DD) 0.5627
Sharpe ratio (monthly) 0.4872
Sortino ratio (monthly) 0.7661
CAGR, % 9.57
Calmar ratio (CAGR / Max DD%) 0.3375
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 299.82 | Fee: 28.50 | Vol: 79817.11
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": 2,
    "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
}