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
2026.27
Total PnL
1026.27 (102.63%)
Total Trades (Win/Los)
214 (129/85)
Win Rate
60.28%
Max Drawdown
270.65 (14.15%)
Total Fees
41.14
Position avg (max), %
29.28 (104.34)
Profit Factor
1.81
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 3.74% 4.13% 1.89% -1.27% 6.34% 6.31% 1.91% 7.47% 4.40% 0.70% 0.61% 0.89% 43.61%
2025 4.70% 4.16% 3.14% 6.93% 1.65% -1.18% 3.88% -0.08% 5.63% -8.57% 5.28% -8.89% 16.18%
2026 9.31% -3.76% 12.32% 3.89% -1.05% 0.00% — — — — — — 21.47%
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 2026.27
Min balance 975.12
Max balance 2069.64
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.38
Average monthly return (arithmetic), % 2.48
Best month, % 12.32
Worst month, % -8.89
PnL, Volume & Fees
Metric Value
Total PnL 1026.27
Total PnL, % 102.63
Gross profit 2401.87
Gross loss 1327.05
Trading volume (USDT) 115395.68
Total transactions (buy/sell) 217
Total fees 41.14
Funding net -7.41
Funding accrued (received) 23.64
Funding paid 31.05
Trades
Metric Value
Total Trades 214
Win Trades 129
Los Trades 85
Win Rate, % 60.28
Expectancy per trade 5.0225
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.28
Position max, % of margin balance 104.34
Max Drawdown 270.65
Max Drawdown, % 14.15
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.8099
Recovery Factor (Total PnL / Max DD) 3.7919
Sharpe ratio (monthly) 1.9093
Sortino ratio (monthly) 3.6074
CAGR, % 33.97
Calmar ratio (CAGR / Max DD%) 2.4004
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 660.62 | Fee: 12.38 | Vol: 34776.38
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": 6,
    "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
}