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
1717.83
Total PnL
717.83 (71.78%)
Total Trades (Win/Los)
233 (139/94)
Win Rate
59.66%
Max Drawdown
270.93 (15.86%)
Total Fees
42.63
Position avg (max), %
29.70 (101.94)
Profit Factor
1.51
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 2.86% 5.14% 1.89% -1.16% 6.33% 6.38% 2.30% 7.43% 4.42% -1.44% 0.79% -2.90% 36.38%
2025 3.93% 0.18% 2.97% 3.23% 2.55% -1.32% 3.95% 4.55% 1.42% -10.44% 5.51% -8.71% 6.48%
2026 9.35% -2.98% 12.11% 3.95% -4.29% 0.00% — — — — — — 18.32%
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 1717.83
Min balance 967.30
Max balance 1813.60
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.82
Average monthly return (arithmetic), % 1.93
Best month, % 12.11
Worst month, % -10.44
PnL, Volume & Fees
Metric Value
Total PnL 717.83
Total PnL, % 71.78
Gross profit 2272.67
Gross loss 1508.68
Trading volume (USDT) 119474.90
Total transactions (buy/sell) 236
Total fees 42.63
Funding net -3.53
Funding accrued (received) 23.41
Funding paid 26.94
Trades
Metric Value
Total Trades 233
Win Trades 139
Los Trades 94
Win Rate, % 59.66
Expectancy per trade 3.2789
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.70
Position max, % of margin balance 101.94
Max Drawdown 270.93
Max Drawdown, % 15.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5064
Recovery Factor (Total PnL / Max DD) 2.6495
Sharpe ratio (monthly) 1.4141
Sortino ratio (monthly) 2.4411
CAGR, % 25.11
Calmar ratio (CAGR / Max DD%) 1.5833
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 648.64 | Fee: 12.02 | Vol: 33748.39
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": 5,
    "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
}