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
1905.44
Total PnL
905.44 (90.54%)
Total Trades (Win/Los)
258 (167/91)
Win Rate
64.73%
Max Drawdown
300.17 (17.01%)
Total Fees
49.47
Position avg (max), %
27.97 (109.59)
Profit Factor
1.55
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 14.50% 3.82% 1.72% 1.39% 7.13% 6.20% -2.88% 5.84% 7.35% 7.34% -5.04% -2.48% 53.02%
2025 4.59% -2.64% 4.21% 4.66% -3.88% -5.09% 3.99% 6.59% 2.10% -9.16% 3.98% -5.98% 1.85%
2026 8.79% -2.43% 10.89% 3.81% 0.07% 0.00% — — — — — — 22.27%
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 1905.44
Min balance 978.22
Max balance 1924.06
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.17
Average monthly return (arithmetic), % 2.31
Best month, % 14.50
Worst month, % -9.16
PnL, Volume & Fees
Metric Value
Total PnL 905.44
Total PnL, % 90.54
Gross profit 2704.28
Gross loss 1745.14
Trading volume (USDT) 138756.29
Total transactions (buy/sell) 261
Total fees 49.47
Funding net -4.23
Funding accrued (received) 23.61
Funding paid 27.85
Trades
Metric Value
Total Trades 258
Win Trades 167
Los Trades 91
Win Rate, % 64.73
Expectancy per trade 3.7176
Max consecutive wins 16
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.97
Position max, % of margin balance 109.59
Max Drawdown 300.17
Max Drawdown, % 17.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5496
Recovery Factor (Total PnL / Max DD) 3.0164
Sharpe ratio (monthly) 1.4936
Sortino ratio (monthly) 3.0070
CAGR, % 30.60
Calmar ratio (CAGR / Max DD%) 1.7986
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 445.80 | Fee: 15.23 | Vol: 42762.54
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": 6,
    "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
}