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
904.24
Total PnL
-95.76 (-9.58%)
Total Trades (Win/Los)
172 (105/67)
Win Rate
61.05%
Max Drawdown
281.25 (27.85%)
Total Fees
18.54
Position avg (max), %
31.63 (109.83)
Profit Factor
0.93
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 -21.09% 8.11% 1.87% 2.52% 6.70% 3.90% -14.90% -3.34% 4.00% -0.66% 1.29% -1.98% -16.66%
2025 -1.04% 2.80% 1.04% 4.30% 2.43% -7.55% 6.56% -5.33% 1.20% -5.88% 4.15% -11.64% -10.22%
2026 8.36% -3.14% 10.30% 0.17% 4.21% 0.00% — — — — — — 20.86%
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 904.24
Min balance 728.72
Max balance 1009.96
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.33
Average monthly return (arithmetic), % -0.09
Best month, % 10.30
Worst month, % -21.09
PnL, Volume & Fees
Metric Value
Total PnL -95.76
Total PnL, % -9.58
Gross profit 1048.17
Gross loss 1123.69
Trading volume (USDT) 51924.10
Total transactions (buy/sell) 175
Total fees 18.54
Funding net -1.71
Funding accrued (received) 14.93
Funding paid 16.64
Trades
Metric Value
Total Trades 172
Win Trades 105
Los Trades 67
Win Rate, % 61.05
Expectancy per trade -0.4391
Max consecutive wins 11
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.63
Position max, % of margin balance 109.83
Max Drawdown 281.25
Max Drawdown, % 27.85
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9328
Recovery Factor (Total PnL / Max DD) -0.3405
Sharpe ratio (monthly) -0.0445
Sortino ratio (monthly) -0.0538
CAGR, % -4.08
Calmar ratio (CAGR / Max DD%) -0.1466
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -93.33 | Fee: 6.14 | Vol: 17213.11
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": 14,
    "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
}