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
1816.59
Total PnL
816.59 (81.66%)
Total Trades (Win/Los)
235 (143/92)
Win Rate
60.85%
Max Drawdown
192.87 (13.70%)
Total Fees
44.13
Position avg (max), %
25.27 (106.14)
Profit Factor
1.63
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 7.91% 2.84% 1.84% -1.00% 6.18% 6.50% 3.57% -3.35% 5.86% -1.58% 1.10% -2.80% 29.65%
2025 1.50% 0.70% 3.99% 1.73% 3.47% -3.62% 4.03% 3.60% 2.20% -2.03% 2.24% -1.83% 16.77%
2026 6.01% 2.97% 6.66% 2.76% 0.28% 0.00% — — — — — — 19.99%
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 1816.59
Min balance 996.73
Max balance 1830.69
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.01
Average monthly return (arithmetic), % 2.06
Best month, % 7.91
Worst month, % -3.62
PnL, Volume & Fees
Metric Value
Total PnL 816.59
Total PnL, % 81.66
Gross profit 2204.93
Gross loss 1350.09
Trading volume (USDT) 123589.58
Total transactions (buy/sell) 238
Total fees 44.13
Funding net 5.88
Funding accrued (received) 23.74
Funding paid 17.86
Trades
Metric Value
Total Trades 235
Win Trades 143
Los Trades 92
Win Rate, % 60.85
Expectancy per trade 3.6376
Max consecutive wins 14
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 25.27
Position max, % of margin balance 106.14
Max Drawdown 192.87
Max Drawdown, % 13.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6332
Recovery Factor (Total PnL / Max DD) 4.2339
Sharpe ratio (monthly) 2.2971
Sortino ratio (monthly) 5.9395
CAGR, % 28.04
Calmar ratio (CAGR / Max DD%) 2.0465
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 673.04 | Fee: 10.33 | Vol: 29040.21
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": 5,
    "detection": 2,
    "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
}