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
1058.17
Total PnL
58.17 (5.82%)
Total Trades (Win/Los)
204 (118/86)
Win Rate
57.84%
Max Drawdown
405.58 (34.56%)
Total Fees
24.92
Position avg (max), %
33.13 (107.16)
Profit Factor
1.07
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 -1.11% 3.70% 2.98% -2.13% 6.05% 6.24% -16.57% -5.76% 6.72% -2.27% 0.87% -7.29% -10.70%
2025 -5.82% 3.93% -4.08% 7.63% 2.41% -6.95% 6.05% 9.03% 1.19% -7.25% 3.70% -10.60% -3.13%
2026 7.41% -2.87% 10.81% 2.92% 2.84% 0.01% — — — — — — 22.38%
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 1058.17
Min balance 767.97
Max balance 1173.55
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.19
Average monthly return (arithmetic), % 0.39
Best month, % 10.81
Worst month, % -16.57
PnL, Volume & Fees
Metric Value
Total PnL 58.17
Total PnL, % 5.82
Gross profit 1392.19
Gross loss 1307.10
Trading volume (USDT) 69828.81
Total transactions (buy/sell) 207
Total fees 24.92
Funding net -1.99
Funding accrued (received) 17.68
Funding paid 19.68
Trades
Metric Value
Total Trades 204
Win Trades 118
Los Trades 86
Win Rate, % 57.84
Expectancy per trade 0.4171
Max consecutive wins 8
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 33.13
Position max, % of margin balance 107.16
Max Drawdown 405.58
Max Drawdown, % 34.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0651
Recovery Factor (Total PnL / Max DD) 0.1434
Sharpe ratio (monthly) 0.2166
Sortino ratio (monthly) 0.2938
CAGR, % 2.37
Calmar ratio (CAGR / Max DD%) 0.0686
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 51.44 | Fee: 8.59 | Vol: 24085.84
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": 11,
    "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
}