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
1383.42
Total PnL
383.42 (38.34%)
Total Trades (Win/Los)
285 (176/109)
Win Rate
61.75%
Max Drawdown
481.92 (31.56%)
Total Fees
45.94
Position avg (max), %
30.20 (110.50)
Profit Factor
1.23
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 15.99% 4.55% 1.69% 2.10% 4.18% 6.39% -6.28% 2.24% 6.13% 7.03% -4.71% -20.50% 15.07%
2025 5.27% -7.13% 5.37% -3.24% 2.43% -4.19% 4.32% 6.79% 2.07% -10.43% 0.67% -3.60% -3.32%
2026 9.26% 1.97% 3.81% 4.11% 3.28% 0.01% — — — — — — 24.39%
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 1383.42
Min balance 992.22
Max balance 1526.84
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.09
Average monthly return (arithmetic), % 1.32
Best month, % 15.99
Worst month, % -20.50
PnL, Volume & Fees
Metric Value
Total PnL 383.42
Total PnL, % 38.34
Gross profit 2308.17
Gross loss 1874.16
Trading volume (USDT) 128703.22
Total transactions (buy/sell) 288
Total fees 45.94
Funding net -4.65
Funding accrued (received) 19.75
Funding paid 24.39
Trades
Metric Value
Total Trades 285
Win Trades 176
Los Trades 109
Win Rate, % 61.75
Expectancy per trade 1.5228
Max consecutive wins 16
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.20
Position max, % of margin balance 110.50
Max Drawdown 481.92
Max Drawdown, % 31.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2316
Recovery Factor (Total PnL / Max DD) 0.7956
Sharpe ratio (monthly) 0.6870
Sortino ratio (monthly) 0.9583
CAGR, % 14.39
Calmar ratio (CAGR / Max DD%) 0.4558
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 338.82 | Fee: 15.22 | Vol: 42674.94
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": 4,
    "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
}