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
1710.61
Total PnL
710.61 (71.06%)
Total Trades (Win/Los)
176 (112/64)
Win Rate
63.64%
Max Drawdown
237.51 (14.53%)
Total Fees
30.05
Position avg (max), %
30.49 (108.93)
Profit Factor
1.64
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 3.74% 2.74% 1.92% 2.88% 5.64% 6.27% 0.66% -3.36% 5.11% -1.11% 0.90% -1.15% 26.54%
2025 3.33% 1.93% 3.02% 6.59% 1.83% -3.40% 5.75% 0.14% 5.77% -5.35% 2.21% -6.67% 15.05%
2026 2.57% 2.68% 6.19% 3.88% 1.14% 0.00% — — — — — — 17.50%
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 1710.61
Min balance 975.12
Max balance 1731.64
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.81
Average monthly return (arithmetic), % 1.86
Best month, % 6.59
Worst month, % -6.67
PnL, Volume & Fees
Metric Value
Total PnL 710.61
Total PnL, % 71.06
Gross profit 1913.78
Gross loss 1169.35
Trading volume (USDT) 84277.09
Total transactions (buy/sell) 179
Total fees 30.05
Funding net -3.76
Funding accrued (received) 22.92
Funding paid 26.68
Trades
Metric Value
Total Trades 176
Win Trades 112
Los Trades 64
Win Rate, % 63.64
Expectancy per trade 4.2297
Max consecutive wins 12
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.49
Position max, % of margin balance 108.93
Max Drawdown 237.51
Max Drawdown, % 14.53
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6366
Recovery Factor (Total PnL / Max DD) 2.9920
Sharpe ratio (monthly) 1.9242
Sortino ratio (monthly) 3.5591
CAGR, % 24.90
Calmar ratio (CAGR / Max DD%) 1.7131
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 498.50 | Fee: 8.47 | Vol: 23799.68
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": 6,
    "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
}