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
1741.13
Total PnL
741.13 (74.11%)
Total Trades (Win/Los)
196 (125/71)
Win Rate
63.78%
Max Drawdown
136.39 (11.09%)
Total Fees
30.84
Position avg (max), %
26.18 (99.44)
Profit Factor
1.75
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 -3.10% 3.30% 2.04% -4.72% 6.28% 6.26% 0.70% -2.42% 6.85% 0.90% 0.14% 2.35% 19.34%
2025 0.84% -3.99% 2.94% 1.63% 2.09% 1.64% 2.44% 4.35% 2.38% -3.68% 2.55% 6.85% 21.39%
2026 7.69% 2.65% 6.93% 4.06% -2.27% 0.00% — — — — — — 20.21%
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 1741.13
Min balance 941.64
Max balance 1801.50
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.87
Average monthly return (arithmetic), % 1.92
Best month, % 7.69
Worst month, % -4.72
PnL, Volume & Fees
Metric Value
Total PnL 741.13
Total PnL, % 74.11
Gross profit 1803.52
Gross loss 1032.62
Trading volume (USDT) 86435.01
Total transactions (buy/sell) 199
Total fees 30.84
Funding net 1.07
Funding accrued (received) 19.98
Funding paid 18.91
Trades
Metric Value
Total Trades 196
Win Trades 125
Los Trades 71
Win Rate, % 63.78
Expectancy per trade 3.9332
Max consecutive wins 12
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.18
Position max, % of margin balance 99.44
Max Drawdown 136.39
Max Drawdown, % 11.09
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7465
Recovery Factor (Total PnL / Max DD) 5.4338
Sharpe ratio (monthly) 1.9713
Sortino ratio (monthly) 4.2907
CAGR, % 25.81
Calmar ratio (CAGR / Max DD%) 2.3280
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 561.26 | Fee: 7.99 | Vol: 22458.42
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": 3,
    "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
}