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
1262.39
Total PnL
262.39 (26.24%)
Total Trades (Win/Los)
304 (183/121)
Win Rate
60.20%
Max Drawdown
370.34 (28.05%)
Total Fees
46.29
Position avg (max), %
31.45 (111.45)
Profit Factor
1.17
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 10.84% 5.11% 1.76% 2.77% 4.56% 0.82% -5.55% -1.84% 6.67% 2.81% -5.07% -17.44% 2.34%
2025 6.94% -6.49% 3.35% 4.02% 3.38% -3.17% 4.42% 7.78% 2.29% -9.91% 0.82% -12.40% -1.45%
2026 9.92% 2.07% 3.69% 4.42% 3.05% 0.01% — — — — — — 25.20%
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 1262.39
Min balance 949.90
Max balance 1320.24
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.78
Average monthly return (arithmetic), % 0.99
Best month, % 10.84
Worst month, % -17.44
PnL, Volume & Fees
Metric Value
Total PnL 262.39
Total PnL, % 26.24
Gross profit 2190.16
Gross loss 1876.82
Trading volume (USDT) 129646.62
Total transactions (buy/sell) 307
Total fees 46.29
Funding net -4.67
Funding accrued (received) 19.16
Funding paid 23.83
Trades
Metric Value
Total Trades 304
Win Trades 183
Los Trades 121
Win Rate, % 60.20
Expectancy per trade 1.0307
Max consecutive wins 11
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.45
Position max, % of margin balance 111.45
Max Drawdown 370.34
Max Drawdown, % 28.05
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1670
Recovery Factor (Total PnL / Max DD) 0.7085
Sharpe ratio (monthly) 0.5438
Sortino ratio (monthly) 0.7242
CAGR, % 10.13
Calmar ratio (CAGR / Max DD%) 0.3611
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 283.90 | Fee: 15.30 | Vol: 42908.29
Details
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  "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": 3,
    "detection": 3,
    "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
}