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
1495.87
Total PnL
495.87 (49.59%)
Total Trades (Win/Los)
279 (174/105)
Win Rate
62.37%
Max Drawdown
412.47 (27.11%)
Total Fees
45.53
Position avg (max), %
28.93 (110.91)
Profit Factor
1.30
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 15.69% 0.71% 1.76% 1.97% 7.30% 6.45% -7.34% 4.47% 5.52% 7.29% -4.66% -16.57% 20.39%
2025 5.03% -8.30% 3.84% 2.62% 2.72% -3.89% 4.17% 6.00% 1.77% -9.57% -1.29% -3.53% -1.95%
2026 8.82% 4.69% 3.71% 4.00% 3.15% 0.01% — — — — — — 26.76%
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 1495.87
Min balance 984.43
Max balance 1521.33
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.35
Average monthly return (arithmetic), % 1.55
Best month, % 15.69
Worst month, % -16.57
PnL, Volume & Fees
Metric Value
Total PnL 495.87
Total PnL, % 49.59
Gross profit 2362.65
Gross loss 1820.05
Trading volume (USDT) 127604.75
Total transactions (buy/sell) 282
Total fees 45.53
Funding net -1.21
Funding accrued (received) 21.34
Funding paid 22.55
Trades
Metric Value
Total Trades 279
Win Trades 174
Los Trades 105
Win Rate, % 62.37
Expectancy per trade 1.9448
Max consecutive wins 16
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 28.93
Position max, % of margin balance 110.91
Max Drawdown 412.47
Max Drawdown, % 27.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2981
Recovery Factor (Total PnL / Max DD) 1.2022
Sharpe ratio (monthly) 0.8607
Sortino ratio (monthly) 1.2672
CAGR, % 18.15
Calmar ratio (CAGR / Max DD%) 0.6694
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 432.50 | Fee: 15.19 | Vol: 42614.25
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": 5,
    "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
}