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
1337.85
Total PnL
337.85 (33.78%)
Total Trades (Win/Los)
163 (100/63)
Win Rate
61.35%
Max Drawdown
188.29 (14.26%)
Total Fees
23.79
Position avg (max), %
33.89 (119.13)
Profit Factor
1.33
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 5.68% 0.35% 1.93% 0.16% -0.99% 6.19% 0.44% -5.37% 4.93% -0.93% 0.96% -0.68% 12.79%
2025 -1.32% 1.29% 2.93% 0.07% 2.15% -7.42% 5.96% 0.05% -0.35% 5.55% 4.78% -7.63% 5.07%
2026 4.09% -1.01% 8.84% -1.68% 2.41% 0.01% — — — — — — 12.94%
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 1337.85
Min balance 981.75
Max balance 1356.88
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.98
Average monthly return (arithmetic), % 1.05
Best month, % 8.84
Worst month, % -7.63
PnL, Volume & Fees
Metric Value
Total PnL 337.85
Total PnL, % 33.78
Gross profit 1455.57
Gross loss 1090.50
Trading volume (USDT) 66706.58
Total transactions (buy/sell) 166
Total fees 23.79
Funding net -3.42
Funding accrued (received) 21.59
Funding paid 25.01
Trades
Metric Value
Total Trades 163
Win Trades 100
Los Trades 63
Win Rate, % 61.35
Expectancy per trade 2.2397
Max consecutive wins 14
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 33.89
Position max, % of margin balance 119.13
Max Drawdown 188.29
Max Drawdown, % 14.26
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3348
Recovery Factor (Total PnL / Max DD) 1.7943
Sharpe ratio (monthly) 0.9668
Sortino ratio (monthly) 1.6205
CAGR, % 12.81
Calmar ratio (CAGR / Max DD%) 0.8983
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 469.31 | Fee: 7.13 | Vol: 20053.75
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": 9,
    "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
}