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
724.85
Total PnL
-275.15 (-27.51%)
Total Trades (Win/Los)
181 (104/77)
Win Rate
57.46%
Max Drawdown
421.54 (41.74%)
Total Fees
17.28
Position avg (max), %
38.59 (130.26)
Profit Factor
0.78
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 -27.69% 13.21% -3.30% -2.90% 5.77% 4.47% -14.61% -2.67% 5.14% -2.57% 2.08% -7.71% -31.86%
2025 0.11% 3.77% -4.65% 6.42% 2.54% -7.42% 5.79% -5.83% 0.95% -6.18% 5.25% -11.27% -11.82%
2026 9.51% -2.10% 9.82% 0.98% 1.49% 0.01% — — — — — — 20.67%
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 724.85
Min balance 588.43
Max balance 1009.96
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.07
Average monthly return (arithmetic), % -0.72
Best month, % 13.21
Worst month, % -27.69
PnL, Volume & Fees
Metric Value
Total PnL -275.15
Total PnL, % -27.51
Gross profit 888.36
Gross loss 1145.71
Trading volume (USDT) 48353.67
Total transactions (buy/sell) 184
Total fees 17.28
Funding net -0.52
Funding accrued (received) 16.17
Funding paid 16.68
Trades
Metric Value
Total Trades 181
Win Trades 104
Los Trades 77
Win Rate, % 57.46
Expectancy per trade -1.4218
Max consecutive wins 8
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 38.59
Position max, % of margin balance 130.26
Max Drawdown 421.54
Max Drawdown, % 41.74
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7754
Recovery Factor (Total PnL / Max DD) -0.6527
Sharpe ratio (monthly) -0.3120
Sortino ratio (monthly) -0.3707
CAGR, % -12.48
Calmar ratio (CAGR / Max DD%) -0.2989
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -100.35 | Fee: 5.74 | Vol: 16070.05
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": 12,
    "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
}