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
1545.79
Total PnL
545.79 (54.58%)
Total Trades (Win/Los)
333 (215/118)
Win Rate
64.56%
Max Drawdown
399.99 (29.07%)
Total Fees
51.83
Position avg (max), %
32.62 (117.95)
Profit Factor
1.32
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 15.73% 1.20% 1.48% -1.61% 4.89% 2.63% -5.75% -0.17% 7.13% 5.85% -4.18% -17.66% 5.96%
2025 1.40% -5.86% 7.95% 4.79% 0.01% -3.52% 4.42% 4.53% -0.04% -0.32% -8.93% 7.11% 10.52%
2026 10.61% 4.65% 3.76% 4.86% 4.82% 0.01% — — — — — — 32.02%
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 1545.79
Min balance 976.15
Max balance 1561.50
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.46
Average monthly return (arithmetic), % 1.66
Best month, % 15.73
Worst month, % -17.66
PnL, Volume & Fees
Metric Value
Total PnL 545.79
Total PnL, % 54.58
Gross profit 2443.26
Gross loss 1845.98
Trading volume (USDT) 145201.96
Total transactions (buy/sell) 336
Total fees 51.83
Funding net 0.33
Funding accrued (received) 23.19
Funding paid 22.86
Trades
Metric Value
Total Trades 333
Win Trades 215
Los Trades 118
Win Rate, % 64.56
Expectancy per trade 1.7936
Max consecutive wins 12
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.62
Position max, % of margin balance 117.95
Max Drawdown 399.99
Max Drawdown, % 29.07
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3236
Recovery Factor (Total PnL / Max DD) 1.3645
Sharpe ratio (monthly) 0.9283
Sortino ratio (monthly) 1.4195
CAGR, % 19.76
Calmar ratio (CAGR / Max DD%) 0.6800
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 496.14 | Fee: 16.23 | Vol: 45562.65
Details
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  "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": 2,
    "detection": 5,
    "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
}