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
1443.22
Total PnL
443.22 (44.32%)
Total Trades (Win/Los)
184 (113/71)
Win Rate
61.41%
Max Drawdown
192.70 (13.71%)
Total Fees
28.41
Position avg (max), %
29.92 (108.31)
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 4.34% 2.71% 1.91% -5.76% 6.16% 6.32% 0.65% -4.72% 4.52% -0.83% 1.22% -0.07% 16.80%
2025 -1.49% -2.03% 2.74% 2.87% 2.12% 0.95% 5.66% 4.49% 2.45% -4.95% 2.56% -6.52% 8.37%
2026 3.60% 2.44% 5.97% 3.86% -2.38% 0.00% — — — — — — 14.04%
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 1443.22
Min balance 981.03
Max balance 1495.53
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.23
Average monthly return (arithmetic), % 1.29
Best month, % 6.32
Worst month, % -6.52
PnL, Volume & Fees
Metric Value
Total PnL 443.22
Total PnL, % 44.32
Gross profit 1688.88
Gross loss 1216.71
Trading volume (USDT) 79597.31
Total transactions (buy/sell) 187
Total fees 28.41
Funding net -0.55
Funding accrued (received) 21.32
Funding paid 21.88
Trades
Metric Value
Total Trades 184
Win Trades 113
Los Trades 71
Win Rate, % 61.41
Expectancy per trade 2.5662
Max consecutive wins 12
Max consecutive losses 6
Risk & Exposure
Metric Value
Position avg, % of margin balance 29.92
Position max, % of margin balance 108.31
Max Drawdown 192.70
Max Drawdown, % 13.71
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3881
Recovery Factor (Total PnL / Max DD) 2.3000
Sharpe ratio (monthly) 1.2750
Sortino ratio (monthly) 2.1106
CAGR, % 16.41
Calmar ratio (CAGR / Max DD%) 1.1963
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 448.31 | Fee: 7.45 | Vol: 20948.61
Details
{
  "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": 5,
    "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
}