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
1154.71
Total PnL
154.71 (15.47%)
Total Trades (Win/Los)
196 (121/75)
Win Rate
61.73%
Max Drawdown
300.60 (25.60%)
Total Fees
25.17
Position avg (max), %
32.72 (103.23)
Profit Factor
1.16
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 2.79% 3.25% 1.93% -3.78% 5.40% 6.23% -14.29% -6.28% 6.55% -0.49% 1.29% -1.83% -1.30%
2025 -2.57% 3.30% -6.21% 5.07% -0.86% -5.84% 4.31% 3.75% 2.60% -1.57% 3.75% -8.85% -4.30%
2026 10.37% -3.11% 11.60% 2.41% 0.03% 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 1154.71
Min balance 873.75
Max balance 1174.35
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.48
Average monthly return (arithmetic), % 0.63
Best month, % 11.60
Worst month, % -14.29
PnL, Volume & Fees
Metric Value
Total PnL 154.71
Total PnL, % 15.47
Gross profit 1350.41
Gross loss 1166.40
Trading volume (USDT) 70521.38
Total transactions (buy/sell) 199
Total fees 25.17
Funding net -4.13
Funding accrued (received) 17.55
Funding paid 21.68
Trades
Metric Value
Total Trades 196
Win Trades 121
Los Trades 75
Win Rate, % 61.73
Expectancy per trade 0.9388
Max consecutive wins 9
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.72
Position max, % of margin balance 103.23
Max Drawdown 300.60
Max Drawdown, % 25.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1578
Recovery Factor (Total PnL / Max DD) 0.5147
Sharpe ratio (monthly) 0.4013
Sortino ratio (monthly) 0.5769
CAGR, % 6.14
Calmar ratio (CAGR / Max DD%) 0.2398
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -26.92 | Fee: 9.10 | Vol: 25519.88
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": 9,
    "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
}