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
1343.11
Total PnL
343.11 (34.31%)
Total Trades (Win/Los)
292 (180/112)
Win Rate
61.64%
Max Drawdown
449.84 (30.10%)
Total Fees
47.04
Position avg (max), %
34.60 (111.89)
Profit Factor
1.21
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 13.69% 8.62% 0.21% -5.36% 1.86% 2.32% -0.20% 5.37% 7.38% 5.86% -2.77% -12.35% 24.35%
2025 0.03% -0.91% -2.52% 3.88% -4.42% -4.49% 4.26% 1.38% -1.63% -1.22% 4.70% -13.67% -14.94%
2026 7.85% -2.17% 10.40% 4.50% 4.34% 0.01% — — — — — — 27.04%
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 1343.11
Min balance 978.22
Max balance 1494.69
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.99
Average monthly return (arithmetic), % 1.17
Best month, % 13.69
Worst month, % -13.67
PnL, Volume & Fees
Metric Value
Total PnL 343.11
Total PnL, % 34.31
Gross profit 2217.33
Gross loss 1825.76
Trading volume (USDT) 131811.44
Total transactions (buy/sell) 295
Total fees 47.04
Funding net -1.41
Funding accrued (received) 24.29
Funding paid 25.70
Trades
Metric Value
Total Trades 292
Win Trades 180
Los Trades 112
Win Rate, % 61.64
Expectancy per trade 1.3410
Max consecutive wins 12
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.60
Position max, % of margin balance 111.89
Max Drawdown 449.84
Max Drawdown, % 30.10
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2145
Recovery Factor (Total PnL / Max DD) 0.7627
Sharpe ratio (monthly) 0.6840
Sortino ratio (monthly) 1.0646
CAGR, % 12.99
Calmar ratio (CAGR / Max DD%) 0.4317
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 408.59 | Fee: 14.35 | Vol: 40286.30
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": 6,
    "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
}