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
1482.36
Total PnL
482.36 (48.24%)
Total Trades (Win/Los)
185 (113/72)
Win Rate
61.08%
Max Drawdown
187.24 (13.26%)
Total Fees
27.81
Position avg (max), %
34.40 (111.83)
Profit Factor
1.46
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% -7.89% 5.35% 6.22% 0.75% -5.95% 7.10% 0.28% 1.01% -3.98% 10.48%
2025 1.46% 6.40% 2.69% 5.24% 2.01% -4.72% 3.79% -0.02% 0.79% 1.87% 2.61% -8.92% 12.89%
2026 8.51% -1.13% 8.64% 2.95% -0.92% 0.00% — — — — — — 18.88%
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 1482.36
Min balance 978.53
Max balance 1511.68
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.32
Average monthly return (arithmetic), % 1.42
Best month, % 8.64
Worst month, % -8.92
PnL, Volume & Fees
Metric Value
Total PnL 482.36
Total PnL, % 48.24
Gross profit 1635.25
Gross loss 1121.14
Trading volume (USDT) 77985.92
Total transactions (buy/sell) 188
Total fees 27.81
Funding net -3.94
Funding accrued (received) 23.08
Funding paid 27.02
Trades
Metric Value
Total Trades 185
Win Trades 113
Los Trades 72
Win Rate, % 61.08
Expectancy per trade 2.7790
Max consecutive wins 14
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.40
Position max, % of margin balance 111.83
Max Drawdown 187.24
Max Drawdown, % 13.26
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4586
Recovery Factor (Total PnL / Max DD) 2.5761
Sharpe ratio (monthly) 1.1210
Sortino ratio (monthly) 1.8239
CAGR, % 17.70
Calmar ratio (CAGR / Max DD%) 1.3348
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 337.32 | Fee: 9.72 | Vol: 27292.93
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": 9,
    "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
}