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
1251.94
Total PnL
251.94 (25.19%)
Total Trades (Win/Los)
157 (95/62)
Win Rate
60.51%
Max Drawdown
193.32 (15.29%)
Total Fees
22.41
Position avg (max), %
33.73 (116.37)
Profit Factor
1.26
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 3.68% 0.28% 1.97% 0.08% -1.19% 6.13% 0.53% -4.59% 5.20% -2.10% 1.36% 0.96% 12.47%
2025 -0.53% 2.64% -4.26% 4.14% 2.18% -9.33% 3.11% 0.25% -0.32% 6.60% 5.57% -8.95% -0.43%
2026 4.19% -0.89% 8.35% -2.86% 2.88% 0.01% — — — — — — 11.84%
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 1251.94
Min balance 983.67
Max balance 1269.59
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.75
Average monthly return (arithmetic), % 0.84
Best month, % 8.35
Worst month, % -9.33
PnL, Volume & Fees
Metric Value
Total PnL 251.94
Total PnL, % 25.19
Gross profit 1353.57
Gross loss 1076.21
Trading volume (USDT) 62853.17
Total transactions (buy/sell) 160
Total fees 22.41
Funding net -3.00
Funding accrued (received) 20.90
Funding paid 23.90
Trades
Metric Value
Total Trades 157
Win Trades 95
Los Trades 62
Win Rate, % 60.51
Expectancy per trade 1.7666
Max consecutive wins 14
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 33.73
Position max, % of margin balance 116.37
Max Drawdown 193.32
Max Drawdown, % 15.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2577
Recovery Factor (Total PnL / Max DD) 1.3032
Sharpe ratio (monthly) 0.7138
Sortino ratio (monthly) 1.0665
CAGR, % 9.75
Calmar ratio (CAGR / Max DD%) 0.6378
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 332.36 | Fee: 6.90 | Vol: 19393.65
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": 11,
    "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
}