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
1885.95
Total PnL
885.95 (88.60%)
Total Trades (Win/Los)
203 (125/78)
Win Rate
61.58%
Max Drawdown
340.16 (18.26%)
Total Fees
37.50
Position avg (max), %
30.44 (106.72)
Profit Factor
1.75
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 3.26% 3.24% 1.92% -1.64% 6.05% 6.14% 1.01% 7.22% 5.75% 0.71% 0.74% -2.25% 36.63%
2025 4.44% 4.97% 2.76% 7.74% 1.68% -1.13% 3.90% 0.13% 5.53% -8.12% 4.29% -7.77% 18.38%
2026 5.43% -4.38% 13.02% 3.44% -1.04% 0.00% — — — — — — 16.63%
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 1885.95
Min balance 981.75
Max balance 1926.06
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.14
Average monthly return (arithmetic), % 2.23
Best month, % 13.02
Worst month, % -8.12
PnL, Volume & Fees
Metric Value
Total PnL 885.95
Total PnL, % 88.60
Gross profit 2156.95
Gross loss 1229.45
Trading volume (USDT) 105182.72
Total transactions (buy/sell) 206
Total fees 37.50
Funding net -4.05
Funding accrued (received) 25.18
Funding paid 29.23
Trades
Metric Value
Total Trades 203
Win Trades 125
Los Trades 78
Win Rate, % 61.58
Expectancy per trade 4.5690
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.44
Position max, % of margin balance 106.72
Max Drawdown 340.16
Max Drawdown, % 18.26
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7544
Recovery Factor (Total PnL / Max DD) 2.6046
Sharpe ratio (monthly) 1.7573
Sortino ratio (monthly) 3.3983
CAGR, % 30.05
Calmar ratio (CAGR / Max DD%) 1.6459
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 588.03 | Fee: 11.84 | Vol: 33264.35
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": 7,
    "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
}