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
1035.26
Total PnL
35.26 (3.53%)
Total Trades (Win/Los)
153 (97/56)
Win Rate
63.40%
Max Drawdown
267.59 (26.50%)
Total Fees
16.71
Position avg (max), %
33.09 (102.96)
Profit Factor
1.06
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 -20.32% 8.03% 2.38% 0.25% 4.30% 3.46% -12.13% -3.84% 3.98% -0.73% 1.32% -1.03% -16.63%
2025 0.33% 3.16% -1.32% 2.55% 3.25% -8.07% 5.75% -5.78% -2.89% 5.15% 5.16% -9.96% -4.23%
2026 9.65% -3.36% 10.90% 1.68% 8.51% 0.00% — — — — — — 29.66%
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 1035.26
Min balance 742.37
Max balance 1036.95
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.12
Average monthly return (arithmetic), % 0.35
Best month, % 10.90
Worst month, % -20.32
PnL, Volume & Fees
Metric Value
Total PnL 35.26
Total PnL, % 3.53
Gross profit 963.69
Gross loss 908.56
Trading volume (USDT) 46830.48
Total transactions (buy/sell) 156
Total fees 16.71
Funding net -3.16
Funding accrued (received) 15.16
Funding paid 18.32
Trades
Metric Value
Total Trades 153
Win Trades 97
Los Trades 56
Win Rate, % 63.40
Expectancy per trade 0.3603
Max consecutive wins 9
Max consecutive losses 3
Risk & Exposure
Metric Value
Position avg, % of margin balance 33.09
Position max, % of margin balance 102.96
Max Drawdown 267.59
Max Drawdown, % 26.50
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0607
Recovery Factor (Total PnL / Max DD) 0.1318
Sharpe ratio (monthly) 0.1813
Sortino ratio (monthly) 0.2327
CAGR, % 1.45
Calmar ratio (CAGR / Max DD%) 0.0545
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -13.84 | Fee: 5.47 | Vol: 15352.23
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": 14,
    "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
}