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
1175.83
Total PnL
175.83 (17.58%)
Total Trades (Win/Los)
139 (92/47)
Win Rate
66.19%
Max Drawdown
275.83 (22.02%)
Total Fees
18.40
Position avg (max), %
30.00 (116.72)
Profit Factor
1.22
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% | 2.86% | 6.78% | 3.78% | 0.39% | 1.45% | 0.37% | -2.65% | 5.95% | -0.49% | 2.35% |
| 2025 | -1.13% | 4.81% | 0.83% | 1.94% | 5.50% | 3.23% | 4.76% | -6.67% | -6.23% | -5.88% | 3.29% | -5.12% | -1.89% |
| 2026 | 12.74% | -0.86% | 1.72% | -4.41% | 7.75% | 0.00% | — | — | — | — | — | — | 17.10% |
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 | 1175.83 |
| Min balance | 789.74 |
| Max balance | 1252.64 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.54 |
| Average monthly return (arithmetic), % | 0.69 |
| Best month, % | 12.74 |
| Worst month, % | -16.88 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 175.83 |
| Total PnL, % | 17.58 |
| Gross profit | 1099.73 |
| Gross loss | 903.18 |
| Trading volume (USDT) | 51555.67 |
| Total transactions (buy/sell) | 142 |
| Total fees | 18.40 |
| Funding net | -2.32 |
| Funding accrued (received) | 17.25 |
| Funding paid | 19.57 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 139 |
| Win Trades | 92 |
| Los Trades | 47 |
| Win Rate, % | 66.19 |
| Expectancy per trade | 1.4140 |
| Max consecutive wins | 13 |
| Max consecutive losses | 6 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 30.00 |
| Position max, % of margin balance | 116.72 |
| Max Drawdown | 275.83 |
| Max Drawdown, % | 22.02 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.2176 |
| Recovery Factor (Total PnL / Max DD) | 0.6375 |
| Sharpe ratio (monthly) | 0.4429 |
| Sortino ratio (monthly) | 0.6146 |
| CAGR, % | 6.94 |
| Calmar ratio (CAGR / Max DD%) | 0.3151 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 132.75 | Fee: 5.99 | Vol: 16815.53
Realized PnL by Symbol
Details
{
"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": 17,
"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
}