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
1246.75
Total PnL
246.75 (24.68%)
Total Trades (Win/Los)
179 (107/72)
Win Rate
59.78%
Max Drawdown
209.19 (17.86%)
Total Fees
24.08
Position avg (max), %
32.85 (119.43)
Profit Factor
1.26
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 3.68% -0.43% 1.98% -3.80% 4.98% 6.12% 0.43% -8.69% 6.90% -0.85% 0.53% -4.16% 5.65%
2025 -0.04% 2.95% -4.39% 3.54% 2.29% -9.25% 5.52% 1.85% -2.12% 1.54% 2.33% -8.75% -5.67%
2026 8.07% -0.77% 8.60% 2.99% 4.30% 0.00% — — — — — — 25.10%
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 1246.75
Min balance 962.04
Max balance 1248.44
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.74
Average monthly return (arithmetic), % 0.85
Best month, % 8.60
Worst month, % -9.25
PnL, Volume & Fees
Metric Value
Total PnL 246.75
Total PnL, % 24.68
Gross profit 1352.45
Gross loss 1076.53
Trading volume (USDT) 67524.72
Total transactions (buy/sell) 182
Total fees 24.08
Funding net -5.08
Funding accrued (received) 18.21
Funding paid 23.29
Trades
Metric Value
Total Trades 179
Win Trades 107
Los Trades 72
Win Rate, % 59.78
Expectancy per trade 1.5414
Max consecutive wins 12
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.85
Position max, % of margin balance 119.43
Max Drawdown 209.19
Max Drawdown, % 17.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2563
Recovery Factor (Total PnL / Max DD) 1.1796
Sharpe ratio (monthly) 0.6360
Sortino ratio (monthly) 0.9343
CAGR, % 9.56
Calmar ratio (CAGR / Max DD%) 0.5354
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 145.12 | Fee: 8.03 | Vol: 22538.53
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": 11,
    "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
}