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
1272.29
Total PnL
272.29 (27.23%)
Total Trades (Win/Los)
270 (166/104)
Win Rate
61.48%
Max Drawdown
284.90 (21.81%)
Total Fees
38.46
Position avg (max), %
34.57 (118.46)
Profit Factor
1.20
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 5.27% -0.23% -1.60% -3.13% 5.85% 3.99% -3.39% 4.85% 8.37% 5.65% -2.63% -13.99% 7.03%
2025 2.52% 7.17% -4.63% 6.09% -5.01% -5.43% 4.38% -0.66% -2.69% 2.31% 2.94% -7.92% -2.29%
2026 7.18% 3.15% 1.84% 3.75% 4.15% 0.00% — — — — — — 21.66%
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 1272.29
Min balance 973.47
Max balance 1306.05
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.81
Average monthly return (arithmetic), % 0.94
Best month, % 8.37
Worst month, % -13.99
PnL, Volume & Fees
Metric Value
Total PnL 272.29
Total PnL, % 27.23
Gross profit 1909.28
Gross loss 1597.09
Trading volume (USDT) 107801.32
Total transactions (buy/sell) 273
Total fees 38.46
Funding net -1.44
Funding accrued (received) 22.11
Funding paid 23.55
Trades
Metric Value
Total Trades 270
Win Trades 166
Los Trades 104
Win Rate, % 61.48
Expectancy per trade 1.1562
Max consecutive wins 15
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.57
Position max, % of margin balance 118.46
Max Drawdown 284.90
Max Drawdown, % 21.81
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1955
Recovery Factor (Total PnL / Max DD) 0.9557
Sharpe ratio (monthly) 0.6398
Sortino ratio (monthly) 0.9216
CAGR, % 10.49
Calmar ratio (CAGR / Max DD%) 0.4807
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 334.38 | Fee: 12.58 | Vol: 35326.45
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": 7,
    "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
}