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
924.65
Total PnL
-75.35 (-7.54%)
Total Trades (Win/Los)
421 (221/200)
Win Rate
52.49%
Max Drawdown
516.83 (39.21%)
Total Fees
60.86
Position avg (max), %
35.10 (109.90)
Profit Factor
0.99
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 5.04% 8.98% 3.40% 1.59% -0.30% -2.79% -0.97% 0.26% 6.63% -0.43% -6.23% -16.63% -3.97%
2025 1.67% -3.70% -0.89% 1.39% -2.09% -6.12% 5.55% 3.48% -2.62% -10.19% 5.27% -2.26% -11.13%
2026 8.74% -4.73% -1.04% 5.20% 0.48% 0.00% — — — — — — 8.36%
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 924.65
Min balance 801.16
Max balance 1317.99
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.26
Average monthly return (arithmetic), % -0.11
Best month, % 8.98
Worst month, % -16.63
PnL, Volume & Fees
Metric Value
Total PnL -75.35
Total PnL, % -7.54
Gross profit 2135.22
Gross loss 2149.39
Trading volume (USDT) 170112.49
Total transactions (buy/sell) 424
Total fees 60.86
Funding net -0.33
Funding accrued (received) 20.69
Funding paid 21.02
Trades
Metric Value
Total Trades 421
Win Trades 221
Los Trades 200
Win Rate, % 52.49
Expectancy per trade -0.0336
Max consecutive wins 10
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 35.10
Position max, % of margin balance 109.90
Max Drawdown 516.83
Max Drawdown, % 39.21
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9934
Recovery Factor (Total PnL / Max DD) -0.1458
Sharpe ratio (monthly) -0.0718
Sortino ratio (monthly) -0.0925
CAGR, % -3.19
Calmar ratio (CAGR / Max DD%) -0.0814
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 365.23 | Fee: 17.13 | Vol: 48005.23
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
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    "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": 3,
    "detection": 1,
    "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
}