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
1276.23
Total PnL
276.23 (27.62%)
Total Trades (Win/Los)
236 (149/87)
Win Rate
63.14%
Max Drawdown
287.75 (21.69%)
Total Fees
35.43
Position avg (max), %
31.89 (109.80)
Profit Factor
1.20
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 10.01% 1.46% 1.83% -5.78% 7.11% 6.23% -6.21% 5.33% 7.34% 1.44% -4.56% -12.67% 9.24%
2025 3.73% 3.94% 3.02% 4.01% -4.70% -6.52% 4.32% 0.83% 2.63% -3.77% 5.78% -11.80% -0.26%
2026 4.49% -2.17% 10.42% 3.47% 0.29% 0.00% — — — — — — 17.13%
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 1276.23
Min balance 981.75
Max balance 1326.65
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.82
Average monthly return (arithmetic), % 0.98
Best month, % 10.42
Worst month, % -12.67
PnL, Volume & Fees
Metric Value
Total PnL 276.23
Total PnL, % 27.62
Gross profit 1837.04
Gross loss 1524.65
Trading volume (USDT) 99261.84
Total transactions (buy/sell) 239
Total fees 35.43
Funding net -0.73
Funding accrued (received) 21.77
Funding paid 22.50
Trades
Metric Value
Total Trades 236
Win Trades 149
Los Trades 87
Win Rate, % 63.14
Expectancy per trade 1.3237
Max consecutive wins 16
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.89
Position max, % of margin balance 109.80
Max Drawdown 287.75
Max Drawdown, % 21.69
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2049
Recovery Factor (Total PnL / Max DD) 0.9599
Sharpe ratio (monthly) 0.5954
Sortino ratio (monthly) 0.8549
CAGR, % 10.63
Calmar ratio (CAGR / Max DD%) 0.4900
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 292.28 | Fee: 11.04 | Vol: 30971.20
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": 7,
    "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
}