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
1237.91
Total PnL
237.91 (23.79%)
Total Trades (Win/Los)
160 (97/63)
Win Rate
60.63%
Max Drawdown
194.20 (15.46%)
Total Fees
22.73
Position avg (max), %
34.46 (117.31)
Profit Factor
1.24
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 4.54% 0.36% 1.95% 0.43% -1.18% 6.07% 0.41% -4.71% 5.23% -1.70% 1.03% -0.49% 12.04%
2025 -1.33% 3.96% -4.08% 4.41% 2.17% -8.40% 3.13% -0.09% -0.19% 5.17% 4.85% -9.00% -0.78%
2026 3.94% -0.90% 8.32% -2.74% 2.65% 0.01% — — — — — — 11.41%
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 1237.91
Min balance 965.81
Max balance 1256.14
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.72
Average monthly return (arithmetic), % 0.79
Best month, % 8.32
Worst month, % -9.00
PnL, Volume & Fees
Metric Value
Total PnL 237.91
Total PnL, % 23.79
Gross profit 1365.32
Gross loss 1101.08
Trading volume (USDT) 63727.77
Total transactions (buy/sell) 163
Total fees 22.73
Funding net -3.60
Funding accrued (received) 21.08
Funding paid 24.67
Trades
Metric Value
Total Trades 160
Win Trades 97
Los Trades 63
Win Rate, % 60.63
Expectancy per trade 1.6515
Max consecutive wins 14
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 34.46
Position max, % of margin balance 117.31
Max Drawdown 194.20
Max Drawdown, % 15.46
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2400
Recovery Factor (Total PnL / Max DD) 1.2251
Sharpe ratio (monthly) 0.6966
Sortino ratio (monthly) 1.0523
CAGR, % 9.24
Calmar ratio (CAGR / Max DD%) 0.5977
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 374.36 | Fee: 6.91 | Vol: 19415.62
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": 10,
    "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
}