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
930.49
Total PnL
-69.51 (-6.95%)
Total Trades (Win/Los)
160 (97/63)
Win Rate
60.63%
Max Drawdown
311.14 (30.81%)
Total Fees
17.82
Position avg (max), %
36.61 (130.95)
Profit Factor
0.95
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 -19.76% 2.85% 2.48% -0.73% 4.68% 5.75% 0.54% -5.54% 4.50% -1.22% 1.02% -4.96% -12.53%
2025 -0.17% 2.57% -4.93% 3.22% 3.23% -10.20% 5.33% -9.40% -3.17% 5.00% 5.43% -8.57% -12.90%
2026 6.89% 2.04% 5.11% 1.57% 4.92% 0.01% — — — — — — 22.19%
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 930.49
Min balance 698.82
Max balance 1009.96
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.24
Average monthly return (arithmetic), % -0.05
Best month, % 6.89
Worst month, % -19.76
PnL, Volume & Fees
Metric Value
Total PnL -69.51
Total PnL, % -6.95
Gross profit 946.11
Gross loss 995.91
Trading volume (USDT) 49931.17
Total transactions (buy/sell) 163
Total fees 17.82
Funding net -1.89
Funding accrued (received) 17.41
Funding paid 19.30
Trades
Metric Value
Total Trades 160
Win Trades 97
Los Trades 63
Win Rate, % 60.63
Expectancy per trade -0.3112
Max consecutive wins 12
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 36.61
Position max, % of margin balance 130.95
Max Drawdown 311.14
Max Drawdown, % 30.81
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9500
Recovery Factor (Total PnL / Max DD) -0.2234
Sharpe ratio (monthly) -0.0298
Sortino ratio (monthly) -0.0354
CAGR, % -2.94
Calmar ratio (CAGR / Max DD%) -0.0954
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -40.58 | Fee: 5.72 | Vol: 16064.33
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": 12,
    "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
}