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
935.13
Total PnL
-64.87 (-6.49%)
Total Trades (Win/Los)
165 (103/62)
Win Rate
62.42%
Max Drawdown
335.38 (33.21%)
Total Fees
16.79
Position avg (max), %
37.99 (130.92)
Profit Factor
0.95
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 -26.30% 10.90% 2.50% -2.35% 5.60% 5.85% -14.64% -4.08% 5.21% -2.42% 1.45% -2.64% -24.07%
2025 -0.62% 4.09% -4.59% 3.66% 2.75% -8.18% 5.64% -4.81% -1.54% 5.08% 5.60% -9.38% -3.89%
2026 9.96% -2.52% 10.56% 1.46% 6.62% 0.01% — — — — — — 28.21%
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 935.13
Min balance 674.59
Max balance 1009.96
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.22
Average monthly return (arithmetic), % 0.10
Best month, % 10.90
Worst month, % -26.30
PnL, Volume & Fees
Metric Value
Total PnL -64.87
Total PnL, % -6.49
Gross profit 905.70
Gross loss 952.11
Trading volume (USDT) 47016.42
Total transactions (buy/sell) 168
Total fees 16.79
Funding net -1.67
Funding accrued (received) 16.99
Funding paid 18.66
Trades
Metric Value
Total Trades 165
Win Trades 103
Los Trades 62
Win Rate, % 62.42
Expectancy per trade -0.2813
Max consecutive wins 9
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 37.99
Position max, % of margin balance 130.92
Max Drawdown 335.38
Max Drawdown, % 33.21
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9513
Recovery Factor (Total PnL / Max DD) -0.1934
Sharpe ratio (monthly) 0.0435
Sortino ratio (monthly) 0.0537
CAGR, % -2.74
Calmar ratio (CAGR / Max DD%) -0.0825
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -92.19 | Fee: 5.72 | Vol: 16041.17
Details
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  "description": "",
  "tg_notification": {
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    "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": ""
    }
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  "basic": {
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    "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": 12,
    "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
}