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
1604.13
Total PnL
604.13 (60.41%)
Total Trades (Win/Los)
189 (117/72)
Win Rate
61.90%
Max Drawdown
195.73 (15.30%)
Total Fees
30.44
Position avg (max), %
32.55 (105.57)
Profit Factor
1.56
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 5.68% 0.82% 1.92% -2.33% 6.13% 6.15% 0.95% -5.65% 7.26% 0.64% 1.04% -0.04% 24.08%
2025 -4.59% 4.64% 2.63% 7.75% 1.91% -4.60% 4.04% 0.13% 0.34% 1.96% 2.16% -7.71% 7.87%
2026 8.73% -1.25% 9.13% 3.24% -0.90% 0.00% — — — — — — 19.88%
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 1604.13
Min balance 981.75
Max balance 1635.72
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.59
Average monthly return (arithmetic), % 1.67
Best month, % 9.13
Worst month, % -7.71
PnL, Volume & Fees
Metric Value
Total PnL 604.13
Total PnL, % 60.41
Gross profit 1772.78
Gross loss 1133.46
Trading volume (USDT) 85369.88
Total transactions (buy/sell) 192
Total fees 30.44
Funding net -4.75
Funding accrued (received) 22.91
Funding paid 27.66
Trades
Metric Value
Total Trades 189
Win Trades 117
Los Trades 72
Win Rate, % 61.90
Expectancy per trade 3.3827
Max consecutive wins 14
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.55
Position max, % of margin balance 105.57
Max Drawdown 195.73
Max Drawdown, % 15.30
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5640
Recovery Factor (Total PnL / Max DD) 3.0865
Sharpe ratio (monthly) 1.4030
Sortino ratio (monthly) 2.6684
CAGR, % 21.62
Calmar ratio (CAGR / Max DD%) 1.4132
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 355.54 | Fee: 10.27 | Vol: 28822.80
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": 8,
    "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
}