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
1738.41
Total PnL
738.41 (73.84%)
Total Trades (Win/Los)
181 (108/73)
Win Rate
59.67%
Max Drawdown
162.31 (10.97%)
Total Fees
31.34
Position avg (max), %
27.90 (96.21)
Profit Factor
1.73
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 -2.61% 3.25% 2.03% -3.30% 6.52% 3.37% 2.81% -6.76% 6.94% 3.74% 2.36% 0.09% 19.03%
2025 2.50% 7.15% 2.78% 3.07% 3.90% -4.06% 6.02% -1.68% 0.17% -2.48% 2.40% 6.25% 28.49%
2026 6.82% 2.57% 6.74% 1.58% -4.30% 0.00% — — — — — — 13.69%
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 1738.41
Min balance 955.74
Max balance 1856.63
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.86
Average monthly return (arithmetic), % 1.93
Best month, % 7.15
Worst month, % -6.76
PnL, Volume & Fees
Metric Value
Total PnL 738.41
Total PnL, % 73.84
Gross profit 1826.91
Gross loss 1055.20
Trading volume (USDT) 87817.32
Total transactions (buy/sell) 185
Total fees 31.34
Funding net -1.97
Funding accrued (received) 20.99
Funding paid 22.96
Trades
Metric Value
Total Trades 181
Win Trades 108
Los Trades 73
Win Rate, % 59.67
Expectancy per trade 4.2636
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.90
Position max, % of margin balance 96.21
Max Drawdown 162.31
Max Drawdown, % 10.97
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7313
Recovery Factor (Total PnL / Max DD) 4.5493
Sharpe ratio (monthly) 1.8044
Sortino ratio (monthly) 3.5345
CAGR, % 25.73
Calmar ratio (CAGR / Max DD%) 2.3447
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 459.07 | Fee: 8.65 | Vol: 24295.56
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": 6,
    "detection": 3,
    "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
}