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
1465.74
Total PnL
465.74 (46.57%)
Total Trades (Win/Los)
322 (194/128)
Win Rate
60.25%
Max Drawdown
289.72 (21.16%)
Total Fees
52.63
Position avg (max), %
31.21 (108.23)
Profit Factor
1.28
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 11.78% 4.98% 1.74% 2.40% 4.54% 0.88% -4.63% -1.68% 6.64% 4.58% -4.49% -10.75% 14.90%
2025 3.48% -4.33% 5.34% -1.28% 3.68% -3.44% 4.81% 2.59% -0.11% -8.95% 0.84% 4.43% 6.15%
2026 9.89% 5.56% -4.07% 4.45% 3.39% 0.01% — — — — — — 20.20%
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 1465.74
Min balance 978.58
Max balance 1480.50
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.28
Average monthly return (arithmetic), % 1.41
Best month, % 11.78
Worst month, % -10.75
PnL, Volume & Fees
Metric Value
Total PnL 465.74
Total PnL, % 46.57
Gross profit 2409.34
Gross loss 1887.92
Trading volume (USDT) 147390.42
Total transactions (buy/sell) 325
Total fees 52.63
Funding net -3.05
Funding accrued (received) 21.37
Funding paid 24.42
Trades
Metric Value
Total Trades 322
Win Trades 194
Los Trades 128
Win Rate, % 60.25
Expectancy per trade 1.6193
Max consecutive wins 15
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.21
Position max, % of margin balance 108.23
Max Drawdown 289.72
Max Drawdown, % 21.16
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2762
Recovery Factor (Total PnL / Max DD) 1.6075
Sharpe ratio (monthly) 0.9747
Sortino ratio (monthly) 1.5728
CAGR, % 17.16
Calmar ratio (CAGR / Max DD%) 0.8107
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 402.63 | Fee: 16.86 | Vol: 47298.52
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": 3,
    "detection": 2,
    "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
}