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
1454.87
Total PnL
454.87 (45.49%)
Total Trades (Win/Los)
187 (113/74)
Win Rate
60.43%
Max Drawdown
182.42 (13.08%)
Total Fees
28.99
Position avg (max), %
29.38 (108.34)
Profit Factor
1.39
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 0.92% 2.63% 1.97% -5.75% 6.25% 6.29% 0.81% -1.14% 4.93% -0.53% 1.76% 0.29% 19.34%
2025 -1.43% -3.87% 3.08% 1.31% 2.14% 0.57% 6.09% 4.50% 2.33% -4.18% 2.56% -6.42% 6.04%
2026 3.86% 2.35% 6.80% 3.63% -2.26% 0.00% — — — — — — 14.99%
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 1454.87
Min balance 945.56
Max balance 1505.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.26
Average monthly return (arithmetic), % 1.32
Best month, % 6.80
Worst month, % -6.42
PnL, Volume & Fees
Metric Value
Total PnL 454.87
Total PnL, % 45.49
Gross profit 1728.46
Gross loss 1245.35
Trading volume (USDT) 81201.93
Total transactions (buy/sell) 190
Total fees 28.99
Funding net 0.75
Funding accrued (received) 21.49
Funding paid 20.74
Trades
Metric Value
Total Trades 187
Win Trades 113
Los Trades 74
Win Rate, % 60.43
Expectancy per trade 2.5835
Max consecutive wins 12
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.38
Position max, % of margin balance 108.34
Max Drawdown 182.42
Max Drawdown, % 13.08
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3879
Recovery Factor (Total PnL / Max DD) 2.4935
Sharpe ratio (monthly) 1.3400
Sortino ratio (monthly) 2.3234
CAGR, % 16.80
Calmar ratio (CAGR / Max DD%) 1.2839
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 420.55 | Fee: 7.67 | Vol: 21536.95
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": 4,
    "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
}