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
1716.71
Total PnL
716.71 (71.67%)
Total Trades (Win/Los)
170 (108/62)
Win Rate
63.53%
Max Drawdown
247.34 (15.07%)
Total Fees
28.51
Position avg (max), %
33.55 (118.54)
Profit Factor
1.69
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% 1.88% 5.29% 6.29% 0.80% -3.56% 5.14% -0.71% 0.94% -1.34% 24.62%
2025 4.34% 1.10% 2.98% 5.54% 1.87% -6.35% 5.73% -0.15% 0.49% 5.29% 4.66% -7.59% 18.17%
2026 3.50% -1.28% 9.18% 3.22% 1.25% 0.00% — — — — — — 16.58%
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 1716.71
Min balance 981.75
Max balance 1735.79
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.82
Average monthly return (arithmetic), % 1.88
Best month, % 9.18
Worst month, % -7.59
PnL, Volume & Fees
Metric Value
Total PnL 716.71
Total PnL, % 71.67
Gross profit 1830.98
Gross loss 1085.06
Trading volume (USDT) 79956.00
Total transactions (buy/sell) 173
Total fees 28.51
Funding net -0.69
Funding accrued (received) 26.78
Funding paid 27.47
Trades
Metric Value
Total Trades 170
Win Trades 108
Los Trades 62
Win Rate, % 63.53
Expectancy per trade 4.3877
Max consecutive wins 12
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 33.55
Position max, % of margin balance 118.54
Max Drawdown 247.34
Max Drawdown, % 15.07
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6874
Recovery Factor (Total PnL / Max DD) 2.8976
Sharpe ratio (monthly) 1.8235
Sortino ratio (monthly) 3.3372
CAGR, % 25.08
Calmar ratio (CAGR / Max DD%) 1.6639
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 489.25 | Fee: 8.36 | Vol: 23499.25
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": 8,
    "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
}