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
1088.70
Total PnL
88.70 (8.87%)
Total Trades (Win/Los)
216 (123/93)
Win Rate
56.94%
Max Drawdown
317.33 (27.83%)
Total Fees
26.44
Position avg (max), %
33.15 (105.37)
Profit Factor
1.09
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 0.01% 4.73% 2.92% -2.01% 2.92% 4.10% -15.71% -5.26% 6.66% -2.11% 1.66% -7.32% -11.10%
2025 3.41% 4.99% -8.15% 6.33% -2.88% -7.01% 5.92% 9.05% 1.34% -5.32% 3.55% -9.25% -0.27%
2026 7.14% -2.81% 11.19% 2.92% 3.07% 0.01% — — — — — — 22.84%
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 1088.70
Min balance 823.11
Max balance 1140.44
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.29
Average monthly return (arithmetic), % 0.47
Best month, % 11.19
Worst month, % -15.71
PnL, Volume & Fees
Metric Value
Total PnL 88.70
Total PnL, % 8.87
Gross profit 1402.20
Gross loss 1283.39
Trading volume (USDT) 74095.16
Total transactions (buy/sell) 219
Total fees 26.44
Funding net -3.67
Funding accrued (received) 17.05
Funding paid 20.71
Trades
Metric Value
Total Trades 216
Win Trades 123
Los Trades 93
Win Rate, % 56.94
Expectancy per trade 0.5500
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 33.15
Position max, % of margin balance 105.37
Max Drawdown 317.33
Max Drawdown, % 27.83
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0926
Recovery Factor (Total PnL / Max DD) 0.2795
Sharpe ratio (monthly) 0.2711
Sortino ratio (monthly) 0.3694
CAGR, % 3.58
Calmar ratio (CAGR / Max DD%) 0.1287
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 89.93 | Fee: 9.10 | Vol: 25522.57
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": 10,
    "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
}