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
1667.16
Total PnL
667.16 (66.72%)
Total Trades (Win/Los)
274 (162/112)
Win Rate
59.12%
Max Drawdown
213.36 (14.92%)
Total Fees
44.67
Position avg (max), %
29.76 (103.45)
Profit Factor
1.52
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 -4.39% 5.49% 2.03% -0.55% 6.87% 0.71% 2.96% -2.78% 6.97% -0.92% 0.14% -0.58% 16.34%
2025 2.42% 2.75% 4.42% 0.53% 3.41% -0.68% 4.55% 2.32% -3.93% -9.43% 6.80% 0.04% 12.83%
2026 8.91% -2.65% 11.20% 4.84% 2.76% 0.00% — — — — — — 27.01%
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 1667.16
Min balance 905.77
Max balance 1668.85
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.72
Average monthly return (arithmetic), % 1.81
Best month, % 11.20
Worst month, % -9.43
PnL, Volume & Fees
Metric Value
Total PnL 667.16
Total PnL, % 66.72
Gross profit 2075.59
Gross loss 1364.17
Trading volume (USDT) 125091.25
Total transactions (buy/sell) 277
Total fees 44.67
Funding net 0.39
Funding accrued (received) 22.17
Funding paid 21.77
Trades
Metric Value
Total Trades 274
Win Trades 162
Los Trades 112
Win Rate, % 59.12
Expectancy per trade 2.5964
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.76
Position max, % of margin balance 103.45
Max Drawdown 213.36
Max Drawdown, % 14.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5215
Recovery Factor (Total PnL / Max DD) 3.1269
Sharpe ratio (monthly) 1.4823
Sortino ratio (monthly) 2.8931
CAGR, % 23.57
Calmar ratio (CAGR / Max DD%) 1.5802
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 632.83 | Fee: 11.26 | Vol: 31637.41
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": 2,
    "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
}