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
1056.68
Total PnL
56.68 (5.67%)
Total Trades (Win/Los)
188 (115/73)
Win Rate
61.17%
Max Drawdown
357.72 (31.63%)
Total Fees
21.95
Position avg (max), %
31.99 (105.15)
Profit Factor
1.07
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 0.42% 2.17% 1.99% -4.50% 5.88% 6.07% -14.70% -9.04% 6.34% -1.22% 1.02% -2.60% -10.00%
2025 -6.52% 3.93% -8.17% 5.68% 2.91% -8.21% 6.26% 3.70% 2.31% -2.91% 3.69% -9.45% -8.48%
2026 10.22% -2.70% 10.63% 3.15% 4.84% 0.00% — — — — — — 28.29%
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 1056.68
Min balance 773.34
Max balance 1131.07
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.18
Average monthly return (arithmetic), % 0.37
Best month, % 10.63
Worst month, % -14.70
PnL, Volume & Fees
Metric Value
Total PnL 56.68
Total PnL, % 5.67
Gross profit 1193.96
Gross loss 1113.40
Trading volume (USDT) 61514.76
Total transactions (buy/sell) 191
Total fees 21.95
Funding net -1.93
Funding accrued (received) 16.35
Funding paid 18.27
Trades
Metric Value
Total Trades 188
Win Trades 115
Los Trades 73
Win Rate, % 61.17
Expectancy per trade 0.4285
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.99
Position max, % of margin balance 105.15
Max Drawdown 357.72
Max Drawdown, % 31.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0724
Recovery Factor (Total PnL / Max DD) 0.1584
Sharpe ratio (monthly) 0.2127
Sortino ratio (monthly) 0.2865
CAGR, % 2.31
Calmar ratio (CAGR / Max DD%) 0.0730
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -27.89 | Fee: 7.42 | Vol: 20826.55
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": 11,
    "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
}