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
1845.33
Total PnL
845.33 (84.53%)
Total Trades (Win/Los)
170 (108/62)
Win Rate
63.53%
Max Drawdown
225.64 (12.92%)
Total Fees
29.62
Position avg (max), %
30.50 (105.06)
Profit Factor
1.87
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 3.26% 2.76% 1.93% 2.89% 5.63% 6.20% 0.66% -3.70% 5.05% -1.07% 0.65% -1.33% 24.90%
2025 4.33% 1.10% 3.08% 5.52% 1.86% 1.86% 6.10% -0.04% 5.31% -2.46% 4.71% -6.46% 27.03%
2026 3.37% -0.16% 7.90% 3.60% 0.81% 0.00% — — — — — — 16.31%
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 1845.33
Min balance 981.75
Max balance 1873.56
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.06
Average monthly return (arithmetic), % 2.11
Best month, % 7.90
Worst month, % -6.46
PnL, Volume & Fees
Metric Value
Total PnL 845.33
Total PnL, % 84.53
Gross profit 1883.96
Gross loss 1009.10
Trading volume (USDT) 83081.75
Total transactions (buy/sell) 173
Total fees 29.62
Funding net 0.08
Funding accrued (received) 25.74
Funding paid 25.66
Trades
Metric Value
Total Trades 170
Win Trades 108
Los Trades 62
Win Rate, % 63.53
Expectancy per trade 5.1463
Max consecutive wins 12
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.50
Position max, % of margin balance 105.06
Max Drawdown 225.64
Max Drawdown, % 12.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.8670
Recovery Factor (Total PnL / Max DD) 3.7463
Sharpe ratio (monthly) 2.3173
Sortino ratio (monthly) 4.9952
CAGR, % 28.88
Calmar ratio (CAGR / Max DD%) 2.2353
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 484.31 | Fee: 8.76 | Vol: 24623.22
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": 7,
    "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
}