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
1563.89
Total PnL
563.89 (56.39%)
Total Trades (Win/Los)
242 (138/104)
Win Rate
57.02%
Max Drawdown
240.35 (15.62%)
Total Fees
43.47
Position avg (max), %
30.92 (106.54)
Profit Factor
1.39
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 4.28% 5.48% 1.86% -0.72% 6.52% 6.40% 2.67% -0.31% 5.93% -0.95% 0.74% -2.68% 32.73%
2025 3.73% -0.26% 3.34% -1.81% 2.97% -1.57% 4.11% 3.12% -0.33% -11.83% 7.61% -8.53% -1.19%
2026 10.09% -2.86% 11.87% 4.01% -4.14% 0.00% — — — — — — 19.27%
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 1563.89
Min balance 980.29
Max balance 1648.54
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.50
Average monthly return (arithmetic), % 1.62
Best month, % 11.87
Worst month, % -11.83
PnL, Volume & Fees
Metric Value
Total PnL 563.89
Total PnL, % 56.39
Gross profit 2193.92
Gross loss 1582.16
Trading volume (USDT) 121758.85
Total transactions (buy/sell) 245
Total fees 43.47
Funding net -4.40
Funding accrued (received) 22.69
Funding paid 27.10
Trades
Metric Value
Total Trades 242
Win Trades 138
Los Trades 104
Win Rate, % 57.02
Expectancy per trade 2.5280
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.92
Position max, % of margin balance 106.54
Max Drawdown 240.35
Max Drawdown, % 15.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3867
Recovery Factor (Total PnL / Max DD) 2.3462
Sharpe ratio (monthly) 1.1414
Sortino ratio (monthly) 1.9384
CAGR, % 20.34
Calmar ratio (CAGR / Max DD%) 1.3020
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 609.22 | Fee: 11.42 | Vol: 32070.32
Details
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  "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": 4,
    "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
}