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
1403.86
Total PnL
403.86 (40.39%)
Total Trades (Win/Los)
416 (170/246)
Win Rate
40.87%
Max Drawdown
281.49 (20.87%)
Total Fees
81.71
Position avg (max), %
29.42 (109.73)
Profit Factor
1.28
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 9.95% 5.54% 1.85% 1.44% 5.59% 4.09% -5.69% 1.91% 1.05% -10.36% 2.32% 0.86% 18.39%
2025 -6.48% 1.51% 1.22% 0.57% 2.35% 0.00% 4.53% 2.74% -1.52% -0.82% 2.75% -3.07% 3.33%
2026 2.98% 3.71% 7.80% -0.88% 0.56% 0.00% — — — — — — 14.77%
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 1403.86
Min balance 995.52
Max balance 1431.49
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.14
Average monthly return (arithmetic), % 1.22
Best month, % 9.95
Worst month, % -10.36
PnL, Volume & Fees
Metric Value
Total PnL 403.86
Total PnL, % 40.39
Gross profit 2194.01
Gross loss 1708.02
Trading volume (USDT) 228022.76
Total transactions (buy/sell) 419
Total fees 81.71
Funding net -0.42
Funding accrued (received) 21.19
Funding paid 21.61
Trades
Metric Value
Total Trades 416
Win Trades 170
Los Trades 246
Win Rate, % 40.87
Expectancy per trade 1.1683
Max consecutive wins 8
Max consecutive losses 18
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.42
Position max, % of margin balance 109.73
Max Drawdown 281.49
Max Drawdown, % 20.87
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2845
Recovery Factor (Total PnL / Max DD) 1.4347
Sharpe ratio (monthly) 1.0612
Sortino ratio (monthly) 1.6541
CAGR, % 15.08
Calmar ratio (CAGR / Max DD%) 0.7226
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 264.34 | Fee: 26.87 | Vol: 75029.44
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": 5,
    "detection": 1,
    "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
}