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
961.55
Total PnL
-38.45 (-3.84%)
Total Trades (Win/Los)
160 (101/59)
Win Rate
63.13%
Max Drawdown
231.69 (22.94%)
Total Fees
17.51
Position avg (max), %
30.08 (95.65)
Profit Factor
0.98
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 -16.88% 1.03% 1.90% 2.56% 6.57% 3.82% -14.51% -1.60% 3.92% -0.66% 1.36% -1.97% -16.22%
2025 -1.23% 1.92% 1.04% 1.99% 5.27% 1.75% 4.40% -7.45% 1.29% -5.57% 3.92% -7.06% -0.81%
2026 9.20% -0.45% 2.11% 0.01% 4.23% 0.00% — — — — — — 15.72%
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 961.55
Min balance 778.27
Max balance 1009.96
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.13
Average monthly return (arithmetic), % 0.03
Best month, % 9.20
Worst month, % -16.88
PnL, Volume & Fees
Metric Value
Total PnL -38.45
Total PnL, % -3.84
Gross profit 996.68
Gross loss 1016.25
Trading volume (USDT) 49064.19
Total transactions (buy/sell) 163
Total fees 17.51
Funding net -1.36
Funding accrued (received) 14.85
Funding paid 16.21
Trades
Metric Value
Total Trades 160
Win Trades 101
Los Trades 59
Win Rate, % 63.13
Expectancy per trade -0.1223
Max consecutive wins 13
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.08
Position max, % of margin balance 95.65
Max Drawdown 231.69
Max Drawdown, % 22.94
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9807
Recovery Factor (Total PnL / Max DD) -0.1659
Sharpe ratio (monthly) 0.0192
Sortino ratio (monthly) 0.0229
CAGR, % -1.61
Calmar ratio (CAGR / Max DD%) -0.0702
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -62.86 | Fee: 5.53 | Vol: 15514.01
Details
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  "description": "",
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    "notification_position": true,
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    "report": false
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  "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": {
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      "signal_symbol": ""
    }
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    "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": 15,
    "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
}