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
1244.90
Total PnL
244.90 (24.49%)
Total Trades (Win/Los)
411 (253/158)
Win Rate
61.56%
Max Drawdown
349.90 (27.51%)
Total Fees
61.84
Position avg (max), %
38.15 (112.13)
Profit Factor
1.14
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 9.73% 4.50% 2.97% -7.49% 3.86% -0.86% 2.53% 4.23% -3.87% 7.71% -8.55% -15.14% -3.43%
2025 8.88% -5.78% 8.72% -6.21% -4.35% 1.97% 0.57% 13.49% 2.39% -1.10% -2.08% -8.35% 5.82%
2026 13.88% -0.05% -2.17% 5.38% 3.85% 0.01% — — — — — — 21.86%
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 1244.90
Min balance 922.10
Max balance 1281.81
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.73
Average monthly return (arithmetic), % 0.95
Best month, % 13.88
Worst month, % -15.14
PnL, Volume & Fees
Metric Value
Total PnL 244.90
Total PnL, % 24.49
Gross profit 2595.96
Gross loss 2283.70
Trading volume (USDT) 173066.20
Total transactions (buy/sell) 414
Total fees 61.84
Funding net -5.53
Funding accrued (received) 22.07
Funding paid 27.60
Trades
Metric Value
Total Trades 411
Win Trades 253
Los Trades 158
Win Rate, % 61.56
Expectancy per trade 0.7598
Max consecutive wins 20
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 38.15
Position max, % of margin balance 112.13
Max Drawdown 349.90
Max Drawdown, % 27.51
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1367
Recovery Factor (Total PnL / Max DD) 0.6999
Sharpe ratio (monthly) 0.4979
Sortino ratio (monthly) 0.7757
CAGR, % 9.50
Calmar ratio (CAGR / Max DD%) 0.3452
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 136.60 | Fee: 21.08 | Vol: 59067.97
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": 3,
    "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
}