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
1772.84
Total PnL
772.84 (77.28%)
Total Trades (Win/Los)
210 (126/84)
Win Rate
60.00%
Max Drawdown
236.09 (16.53%)
Total Fees
41.78
Position avg (max), %
24.49 (108.59)
Profit Factor
1.62
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 5.81% 4.95% 1.84% 3.60% 3.29% 3.48% 6.24% -4.28% 3.50% -5.43% 2.35% 2.08% 30.22%
2025 1.54% 9.35% 3.50% 2.89% 5.03% -6.51% 7.12% -0.83% 1.02% -0.64% 2.09% -2.99% 22.59%
2026 3.29% 0.17% 4.57% 2.39% 0.26% 0.00% — — — — — — 11.06%
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 1772.84
Min balance 995.52
Max balance 1801.37
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.93
Average monthly return (arithmetic), % 1.99
Best month, % 9.35
Worst month, % -6.51
PnL, Volume & Fees
Metric Value
Total PnL 772.84
Total PnL, % 77.28
Gross profit 2132.93
Gross loss 1318.14
Trading volume (USDT) 116941.12
Total transactions (buy/sell) 214
Total fees 41.78
Funding net -0.17
Funding accrued (received) 21.00
Funding paid 21.16
Trades
Metric Value
Total Trades 210
Win Trades 126
Los Trades 84
Win Rate, % 60.00
Expectancy per trade 3.8799
Max consecutive wins 12
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.49
Position max, % of margin balance 108.59
Max Drawdown 236.09
Max Drawdown, % 16.53
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6181
Recovery Factor (Total PnL / Max DD) 3.2734
Sharpe ratio (monthly) 1.9632
Sortino ratio (monthly) 3.7689
CAGR, % 26.76
Calmar ratio (CAGR / Max DD%) 1.6191
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 545.27 | Fee: 10.65 | Vol: 29915.31
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": 2,
    "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
}