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
1149.19
Total PnL
149.19 (14.92%)
Total Trades (Win/Los)
190 (117/73)
Win Rate
61.58%
Max Drawdown
326.54 (28.17%)
Total Fees
23.45
Position avg (max), %
32.77 (104.64)
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 1.54% 3.21% 1.95% -4.11% 5.74% 6.20% -14.51% -7.17% 6.44% -1.96% 1.64% -2.63% -5.70%
2025 -2.71% 5.18% -8.15% 6.48% -1.86% -7.03% 5.32% 3.85% 3.12% -1.98% 3.49% -9.07% -5.03%
2026 9.78% -3.01% 11.57% 3.08% 4.80% 0.01% — — — — — — 28.35%
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 1149.19
Min balance 832.78
Max balance 1161.10
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.47
Average monthly return (arithmetic), % 0.64
Best month, % 11.57
Worst month, % -14.51
PnL, Volume & Fees
Metric Value
Total PnL 149.19
Total PnL, % 14.92
Gross profit 1283.81
Gross loss 1107.61
Trading volume (USDT) 65728.75
Total transactions (buy/sell) 193
Total fees 23.45
Funding net -3.56
Funding accrued (received) 17.11
Funding paid 20.67
Trades
Metric Value
Total Trades 190
Win Trades 117
Los Trades 73
Win Rate, % 61.58
Expectancy per trade 0.9274
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.77
Position max, % of margin balance 104.64
Max Drawdown 326.54
Max Drawdown, % 28.17
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1591
Recovery Factor (Total PnL / Max DD) 0.4569
Sharpe ratio (monthly) 0.3788
Sortino ratio (monthly) 0.5367
CAGR, % 5.93
Calmar ratio (CAGR / Max DD%) 0.2104
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -26.26 | Fee: 8.27 | Vol: 23207.39
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": 10,
    "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
}