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
1571.57
Total PnL
571.57 (57.16%)
Total Trades (Win/Los)
396 (200/196)
Win Rate
50.51%
Max Drawdown
263.21 (19.54%)
Total Fees
72.24
Position avg (max), %
31.39 (105.76)
Profit Factor
1.33
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 2.52% 12.36% 1.78% 2.42% -0.19% 0.15% 3.84% -0.06% 6.33% -7.34% -2.04% -4.23% 15.13%
2025 0.18% 1.82% 4.68% 1.39% 4.46% -7.36% 5.35% 1.07% -2.81% -7.13% 5.27% 0.57% 6.59%
2026 8.68% 8.17% 5.01% 3.17% 0.55% 0.00% — — — — — — 28.06%
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 1571.57
Min balance 991.77
Max balance 1583.45
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.52
Average monthly return (arithmetic), % 1.62
Best month, % 12.36
Worst month, % -7.36
PnL, Volume & Fees
Metric Value
Total PnL 571.57
Total PnL, % 57.16
Gross profit 2571.48
Gross loss 1931.20
Trading volume (USDT) 201945.69
Total transactions (buy/sell) 399
Total fees 72.24
Funding net 3.52
Funding accrued (received) 24.95
Funding paid 21.44
Trades
Metric Value
Total Trades 396
Win Trades 200
Los Trades 196
Win Rate, % 50.51
Expectancy per trade 1.6169
Max consecutive wins 10
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.39
Position max, % of margin balance 105.76
Max Drawdown 263.21
Max Drawdown, % 19.54
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3316
Recovery Factor (Total PnL / Max DD) 2.1716
Sharpe ratio (monthly) 1.2390
Sortino ratio (monthly) 2.2364
CAGR, % 20.59
Calmar ratio (CAGR / Max DD%) 1.0536
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 646.66 | Fee: 18.00 | Vol: 50466.60
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": 4,
    "detection": 1,
    "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
}