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
922.56
Total PnL
-77.44 (-7.74%)
Total Trades (Win/Los)
162 (99/63)
Win Rate
61.11%
Max Drawdown
441.34 (37.92%)
Total Fees
19.46
Position avg (max), %
31.14 (99.30)
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 -3.30% 5.66% 2.00% -1.83% 5.61% 3.50% 0.65% -6.35% 4.01% -2.31% 0.50% -1.04% 6.52%
2025 -15.00% 2.57% -5.20% 0.84% 3.27% -10.20% 5.51% -10.54% -0.61% 2.33% 5.48% -8.86% -28.66%
2026 6.54% 2.06% 4.97% 1.55% 4.79% 0.01% — — — — — — 21.46%
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 922.56
Min balance 722.47
Max balance 1163.80
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.27
Average monthly return (arithmetic), % -0.11
Best month, % 6.54
Worst month, % -15.00
PnL, Volume & Fees
Metric Value
Total PnL -77.44
Total PnL, % -7.74
Gross profit 1044.88
Gross loss 1098.19
Trading volume (USDT) 54525.93
Total transactions (buy/sell) 165
Total fees 19.46
Funding net -4.68
Funding accrued (received) 14.40
Funding paid 19.08
Trades
Metric Value
Total Trades 162
Win Trades 99
Los Trades 63
Win Rate, % 61.11
Expectancy per trade -0.3291
Max consecutive wins 11
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.14
Position max, % of margin balance 99.30
Max Drawdown 441.34
Max Drawdown, % 37.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9515
Recovery Factor (Total PnL / Max DD) -0.1755
Sharpe ratio (monthly) -0.0721
Sortino ratio (monthly) -0.0870
CAGR, % -3.28
Calmar ratio (CAGR / Max DD%) -0.0866
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -12.46 | Fee: 6.14 | Vol: 17228.13
Details
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  "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": {
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    "symbol": "SOLUSDT",
    "time_frame": "1d",
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    "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
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  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 4,
    "detection": 13,
    "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,
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  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null
}