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
1363.21
Total PnL
363.21 (36.32%)
Total Trades (Win/Los)
182 (111/71)
Win Rate
60.99%
Max Drawdown
173.04 (13.27%)
Total Fees
26.75
Position avg (max), %
34.94 (111.85)
Profit Factor
1.35
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 4.54% 0.45% 1.95% -2.89% 5.34% 6.25% 0.28% -7.46% 6.98% -0.32% 1.23% -3.88% 12.03%
2025 0.33% 7.33% -3.99% 4.02% 2.10% -6.02% 4.86% -0.13% 0.28% 1.98% 2.35% -8.98% 2.94%
2026 8.03% -1.00% 8.79% 2.61% -0.97% 0.00% — — — — — — 18.23%
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 1363.21
Min balance 965.81
Max balance 1393.47
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.04
Average monthly return (arithmetic), % 1.13
Best month, % 8.79
Worst month, % -8.98
PnL, Volume & Fees
Metric Value
Total PnL 363.21
Total PnL, % 36.32
Gross profit 1515.08
Gross loss 1120.70
Trading volume (USDT) 75003.89
Total transactions (buy/sell) 185
Total fees 26.75
Funding net -4.41
Funding accrued (received) 22.22
Funding paid 26.63
Trades
Metric Value
Total Trades 182
Win Trades 111
Los Trades 71
Win Rate, % 60.99
Expectancy per trade 2.1669
Max consecutive wins 12
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.94
Position max, % of margin balance 111.85
Max Drawdown 173.04
Max Drawdown, % 13.27
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3519
Recovery Factor (Total PnL / Max DD) 2.0990
Sharpe ratio (monthly) 0.8985
Sortino ratio (monthly) 1.4714
CAGR, % 13.69
Calmar ratio (CAGR / Max DD%) 1.0320
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 149.38 | Fee: 9.38 | Vol: 26318.18
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": 10,
    "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
}