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
1047.18
Total PnL
47.18 (4.72%)
Total Trades (Win/Los)
451 (266/185)
Win Rate
58.98%
Max Drawdown
292.93 (24.98%)
Total Fees
65.10
Position avg (max), %
41.00 (109.82)
Profit Factor
1.05
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 5.90% 4.07% 3.06% -7.96% 0.87% 0.12% 2.47% 1.47% -3.31% 8.09% -8.71% -13.01% -8.90%
2025 11.53% -4.87% 9.21% -4.33% -8.64% 1.82% 1.71% 10.67% -1.35% -1.61% 9.12% -17.43% 1.52%
2026 9.36% 3.16% -7.02% 3.78% 4.03% 0.01% — — — — — — 13.26%
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 1047.18
Min balance 879.60
Max balance 1172.53
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.15
Average monthly return (arithmetic), % 0.41
Best month, % 11.53
Worst month, % -17.43
PnL, Volume & Fees
Metric Value
Total PnL 47.18
Total PnL, % 4.72
Gross profit 2476.32
Gross loss 2358.71
Trading volume (USDT) 182084.62
Total transactions (buy/sell) 454
Total fees 65.10
Funding net -5.33
Funding accrued (received) 22.32
Funding paid 27.65
Trades
Metric Value
Total Trades 451
Win Trades 266
Los Trades 185
Win Rate, % 58.98
Expectancy per trade 0.2608
Max consecutive wins 20
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 41.00
Position max, % of margin balance 109.82
Max Drawdown 292.93
Max Drawdown, % 24.98
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0499
Recovery Factor (Total PnL / Max DD) 0.1611
Sharpe ratio (monthly) 0.2012
Sortino ratio (monthly) 0.2740
CAGR, % 1.93
Calmar ratio (CAGR / Max DD%) 0.0771
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 54.52 | Fee: 21.11 | Vol: 59129.11
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": 2,
    "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
}