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
1133.92
Total PnL
133.92 (13.39%)
Total Trades (Win/Los)
164 (102/62)
Win Rate
62.20%
Max Drawdown
333.59 (28.46%)
Total Fees
20.34
Position avg (max), %
34.08 (105.04)
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 -6.85% 8.25% 2.03% 1.40% 7.81% 3.49% -14.76% -3.89% 5.63% -0.90% 0.62% -2.36% -1.94%
2025 -1.46% 3.72% -5.15% 0.60% 3.24% -7.63% 5.83% -4.93% -1.83% 4.82% 4.80% -10.18% -9.37%
2026 9.62% -3.23% 11.16% 1.64% 6.48% 0.01% — — — — — — 27.64%
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 1133.92
Min balance 838.33
Max balance 1171.92
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.42
Average monthly return (arithmetic), % 0.60
Best month, % 11.16
Worst month, % -14.76
PnL, Volume & Fees
Metric Value
Total PnL 133.92
Total PnL, % 13.39
Gross profit 1173.73
Gross loss 1015.19
Trading volume (USDT) 57019.14
Total transactions (buy/sell) 167
Total fees 20.34
Funding net -4.29
Funding accrued (received) 17.48
Funding paid 21.77
Trades
Metric Value
Total Trades 164
Win Trades 102
Los Trades 62
Win Rate, % 62.20
Expectancy per trade 0.9667
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.08
Position max, % of margin balance 105.04
Max Drawdown 333.59
Max Drawdown, % 28.46
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1562
Recovery Factor (Total PnL / Max DD) 0.4014
Sharpe ratio (monthly) 0.3508
Sortino ratio (monthly) 0.5010
CAGR, % 5.34
Calmar ratio (CAGR / Max DD%) 0.1877
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -52.35 | Fee: 7.03 | Vol: 19735.70
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": 13,
    "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
}