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
862.68
Total PnL
-137.32 (-13.73%)
Total Trades (Win/Los)
183 (109/74)
Win Rate
59.56%
Max Drawdown
339.06 (32.58%)
Total Fees
20.44
Position avg (max), %
33.40 (105.09)
Profit Factor
0.91
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 -19.29% 10.05% 1.99% 2.60% 7.04% 3.84% -14.74% -3.20% 5.88% -1.71% 1.38% -1.54% -11.44%
2025 0.21% 3.91% -5.23% 7.45% 2.71% -7.97% 5.62% -7.67% 0.61% -11.05% 4.36% -11.26% -19.00%
2026 9.22% -2.77% 10.47% 2.67% -0.14% 0.00% — — — — — — 20.28%
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 862.68
Min balance 701.73
Max balance 1040.79
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.49
Average monthly return (arithmetic), % -0.22
Best month, % 10.47
Worst month, % -19.29
PnL, Volume & Fees
Metric Value
Total PnL -137.32
Total PnL, % -13.73
Gross profit 1113.43
Gross loss 1228.01
Trading volume (USDT) 57252.02
Total transactions (buy/sell) 186
Total fees 20.44
Funding net -2.30
Funding accrued (received) 15.83
Funding paid 18.13
Trades
Metric Value
Total Trades 183
Win Trades 109
Los Trades 74
Win Rate, % 59.56
Expectancy per trade -0.6261
Max consecutive wins 12
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 33.40
Position max, % of margin balance 105.09
Max Drawdown 339.06
Max Drawdown, % 32.58
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9067
Recovery Factor (Total PnL / Max DD) -0.4050
Sharpe ratio (monthly) -0.1057
Sortino ratio (monthly) -0.1309
CAGR, % -5.93
Calmar ratio (CAGR / Max DD%) -0.1821
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -143.51 | Fee: 7.02 | Vol: 19680.65
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": 13,
    "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
}