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
1501.40
Total PnL
501.40 (50.14%)
Total Trades (Win/Los)
360 (234/126)
Win Rate
65.00%
Max Drawdown
432.03 (28.92%)
Total Fees
60.35
Position avg (max), %
34.52 (114.18)
Profit Factor
1.26
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 11.48% 4.60% 1.99% -2.64% 2.08% 2.81% 0.98% 2.70% 1.54% 7.01% -6.33% -11.72% 13.23%
2025 9.99% -6.45% 12.00% -2.38% -1.72% -3.15% 0.57% 7.25% 3.01% -1.81% -7.73% -8.88% -1.78%
2026 13.94% 5.40% 3.73% 4.54% 3.68% 0.01% — — — — — — 35.05%
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 1501.40
Min balance 946.64
Max balance 1516.64
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.36
Average monthly return (arithmetic), % 1.55
Best month, % 13.94
Worst month, % -11.72
PnL, Volume & Fees
Metric Value
Total PnL 501.40
Total PnL, % 50.14
Gross profit 2713.24
Gross loss 2146.42
Trading volume (USDT) 168995.94
Total transactions (buy/sell) 363
Total fees 60.35
Funding net -5.06
Funding accrued (received) 22.94
Funding paid 28.00
Trades
Metric Value
Total Trades 360
Win Trades 234
Los Trades 126
Win Rate, % 65.00
Expectancy per trade 1.5745
Max consecutive wins 14
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.52
Position max, % of margin balance 114.18
Max Drawdown 432.03
Max Drawdown, % 28.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2641
Recovery Factor (Total PnL / Max DD) 1.1606
Sharpe ratio (monthly) 0.8785
Sortino ratio (monthly) 1.4962
CAGR, % 18.33
Calmar ratio (CAGR / Max DD%) 0.6338
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 413.92 | Fee: 18.89 | Vol: 52988.57
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": 4,
    "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
}