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
1599.57
Total PnL
599.57 (59.96%)
Total Trades (Win/Los)
426 (158/268)
Win Rate
37.09%
Max Drawdown
203.11 (17.73%)
Total Fees
88.44
Position avg (max), %
26.67 (105.96)
Profit Factor
1.45
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 -3.04% 7.63% -4.17% 4.23% 0.26% 5.52% -7.63% -2.28% 4.73% -5.58% 4.82% 0.55% 3.75%
2025 3.17% 9.24% 0.32% 6.49% 4.85% -1.06% 5.93% 0.35% 2.30% 5.12% 2.28% -4.44% 39.54%
2026 2.79% 4.71% 1.89% 0.24% 0.51% 0.00% — — — — — — 10.49%
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 1599.57
Min balance 942.15
Max balance 1618.13
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.58
Average monthly return (arithmetic), % 1.66
Best month, % 9.24
Worst month, % -7.63
PnL, Volume & Fees
Metric Value
Total PnL 599.57
Total PnL, % 59.96
Gross profit 2222.33
Gross loss 1533.54
Trading volume (USDT) 246721.40
Total transactions (buy/sell) 430
Total fees 88.44
Funding net -0.78
Funding accrued (received) 19.23
Funding paid 20.02
Trades
Metric Value
Total Trades 426
Win Trades 158
Los Trades 268
Win Rate, % 37.09
Expectancy per trade 1.6169
Max consecutive wins 9
Max consecutive losses 40
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.67
Position max, % of margin balance 105.96
Max Drawdown 203.11
Max Drawdown, % 17.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4492
Recovery Factor (Total PnL / Max DD) 2.9520
Sharpe ratio (monthly) 1.4368
Sortino ratio (monthly) 2.6391
CAGR, % 21.47
Calmar ratio (CAGR / Max DD%) 1.2108
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 237.46 | Fee: 25.15 | Vol: 70309.37
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": 6,
    "detection": 1,
    "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
}