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
1751.70
Total PnL
751.70 (75.17%)
Total Trades (Win/Los)
258 (150/108)
Win Rate
58.14%
Max Drawdown
215.55 (14.61%)
Total Fees
44.24
Position avg (max), %
29.20 (112.64)
Profit Factor
1.57
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 0.68% 5.17% 1.93% 2.66% 6.45% 0.92% 2.47% -0.68% 6.60% -4.69% -0.14% -2.26% 20.14%
2025 5.83% 0.22% 3.40% -0.12% 1.91% 0.31% 4.11% 3.87% -0.44% -12.12% 7.64% 1.26% 15.46%
2026 8.89% -2.99% 11.41% 4.60% 2.60% 0.00% — — — — — — 26.30%
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 1751.70
Min balance 981.43
Max balance 1760.25
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.89
Average monthly return (arithmetic), % 1.98
Best month, % 11.41
Worst month, % -12.12
PnL, Volume & Fees
Metric Value
Total PnL 751.70
Total PnL, % 75.17
Gross profit 2191.39
Gross loss 1394.11
Trading volume (USDT) 123957.58
Total transactions (buy/sell) 261
Total fees 44.24
Funding net -1.33
Funding accrued (received) 22.10
Funding paid 23.43
Trades
Metric Value
Total Trades 258
Win Trades 150
Los Trades 108
Win Rate, % 58.14
Expectancy per trade 3.0902
Max consecutive wins 9
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.20
Position max, % of margin balance 112.64
Max Drawdown 215.55
Max Drawdown, % 14.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5719
Recovery Factor (Total PnL / Max DD) 3.4874
Sharpe ratio (monthly) 1.5705
Sortino ratio (monthly) 2.7765
CAGR, % 26.13
Calmar ratio (CAGR / Max DD%) 1.7884
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 684.84 | Fee: 11.74 | Vol: 33003.72
Details
{
  "name": "1",
  "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": 3,
    "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
}