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
1132.18
Total PnL
132.18 (13.22%)
Total Trades (Win/Los)
245 (141/104)
Win Rate
57.55%
Max Drawdown
275.43 (24.35%)
Total Fees
30.80
Position avg (max), %
35.19 (111.74)
Profit Factor
1.11
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 2.25% 4.66% -1.52% -0.98% 3.63% 3.81% -10.05% -5.45% 6.27% -8.93% 3.89% -6.80% -10.53%
2025 1.25% 6.94% -5.49% 9.99% -1.45% -5.32% 4.53% 0.77% -4.96% 2.87% 3.91% -8.18% 3.19%
2026 7.47% -2.91% 10.83% 3.02% 2.95% 0.01% — — — — — — 22.68%
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 1132.18
Min balance 855.90
Max balance 1147.09
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.42
Average monthly return (arithmetic), % 0.57
Best month, % 10.83
Worst month, % -10.05
PnL, Volume & Fees
Metric Value
Total PnL 132.18
Total PnL, % 13.22
Gross profit 1577.18
Gross loss 1416.58
Trading volume (USDT) 86302.85
Total transactions (buy/sell) 248
Total fees 30.80
Funding net 2.38
Funding accrued (received) 21.79
Funding paid 19.42
Trades
Metric Value
Total Trades 245
Win Trades 141
Los Trades 104
Win Rate, % 57.55
Expectancy per trade 0.6555
Max consecutive wins 10
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 35.19
Position max, % of margin balance 111.74
Max Drawdown 275.43
Max Drawdown, % 24.35
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1134
Recovery Factor (Total PnL / Max DD) 0.4799
Sharpe ratio (monthly) 0.3579
Sortino ratio (monthly) 0.5251
CAGR, % 5.28
Calmar ratio (CAGR / Max DD%) 0.2167
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 139.81 | Fee: 10.65 | Vol: 29890.88
Details
{
  "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": 8,
    "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
}