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
1102.34
Total PnL
102.34 (10.23%)
Total Trades (Win/Los)
229 (133/96)
Win Rate
58.08%
Max Drawdown
280.00 (24.14%)
Total Fees
29.17
Position avg (max), %
34.13 (102.86)
Profit Factor
1.10
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 1.83% 5.14% 2.90% -2.30% 3.00% 3.86% -14.16% -4.63% 6.69% -1.90% 1.23% -7.30% -7.42%
2025 2.53% 5.35% -6.21% 6.36% -1.09% -5.90% 5.38% 8.76% -5.25% -6.25% 3.55% -8.40% -3.17%
2026 7.45% -2.84% 11.19% 2.85% 3.03% 0.01% — — — — — — 23.02%
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 1102.34
Min balance 880.11
Max balance 1160.11
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.33
Average monthly return (arithmetic), % 0.50
Best month, % 11.19
Worst month, % -14.16
PnL, Volume & Fees
Metric Value
Total PnL 102.34
Total PnL, % 10.23
Gross profit 1498.49
Gross loss 1363.88
Trading volume (USDT) 81722.93
Total transactions (buy/sell) 232
Total fees 29.17
Funding net -3.10
Funding accrued (received) 18.54
Funding paid 21.64
Trades
Metric Value
Total Trades 229
Win Trades 133
Los Trades 96
Win Rate, % 58.08
Expectancy per trade 0.5878
Max consecutive wins 10
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.13
Position max, % of margin balance 102.86
Max Drawdown 280.00
Max Drawdown, % 24.14
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0987
Recovery Factor (Total PnL / Max DD) 0.3655
Sharpe ratio (monthly) 0.2978
Sortino ratio (monthly) 0.4187
CAGR, % 4.12
Calmar ratio (CAGR / Max DD%) 0.1706
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 139.04 | Fee: 9.87 | Vol: 27683.41
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": 9,
    "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
}