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
1197.88
Total PnL
197.88 (19.79%)
Total Trades (Win/Los)
202 (126/76)
Win Rate
62.38%
Max Drawdown
290.12 (24.86%)
Total Fees
26.59
Position avg (max), %
32.00 (103.32)
Profit Factor
1.19
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 1.84% 1.93% 1.97% -2.52% 5.76% 6.12% -11.97% -5.99% 6.63% -0.02% 1.38% -1.26% 2.27%
2025 -1.83% 3.33% -6.28% 5.35% -5.04% -5.62% 4.42% 3.36% 3.17% 0.16% 3.70% -7.58% -4.05%
2026 9.61% -3.01% 11.32% 3.03% 0.12% 0.00% — — — — — — 22.08%
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 1197.88
Min balance 876.99
Max balance 1208.52
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.60
Average monthly return (arithmetic), % 0.74
Best month, % 11.32
Worst month, % -11.97
PnL, Volume & Fees
Metric Value
Total PnL 197.88
Total PnL, % 19.79
Gross profit 1399.94
Gross loss 1172.98
Trading volume (USDT) 74501.72
Total transactions (buy/sell) 205
Total fees 26.59
Funding net -2.48
Funding accrued (received) 18.33
Funding paid 20.81
Trades
Metric Value
Total Trades 202
Win Trades 126
Los Trades 76
Win Rate, % 62.38
Expectancy per trade 1.1235
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.00
Position max, % of margin balance 103.32
Max Drawdown 290.12
Max Drawdown, % 24.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1935
Recovery Factor (Total PnL / Max DD) 0.6820
Sharpe ratio (monthly) 0.4974
Sortino ratio (monthly) 0.7431
CAGR, % 7.76
Calmar ratio (CAGR / Max DD%) 0.3123
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -0.67 | Fee: 9.26 | Vol: 25947.93
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": 8,
    "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
}