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
1551.18
Total PnL
551.18 (55.12%)
Total Trades (Win/Los)
170 (102/68)
Win Rate
60.00%
Max Drawdown
209.16 (13.18%)
Total Fees
28.77
Position avg (max), %
28.07 (109.35)
Profit Factor
1.52
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 0.87% 2.63% 1.98% -4.44% 6.78% 3.29% 2.86% -7.21% 6.59% 3.92% 1.79% -0.39% 19.26%
2025 2.96% 5.91% 2.79% 2.13% 4.00% 3.17% 6.42% -1.57% 0.56% -2.53% 2.24% -6.56% 20.49%
2026 2.41% -1.23% 5.38% 3.66% -2.29% 0.00% — — — — — — 7.97%
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 1551.18
Min balance 958.77
Max balance 1606.60
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.47
Average monthly return (arithmetic), % 1.54
Best month, % 6.78
Worst month, % -7.21
PnL, Volume & Fees
Metric Value
Total PnL 551.18
Total PnL, % 55.12
Gross profit 1713.19
Gross loss 1129.93
Trading volume (USDT) 80616.03
Total transactions (buy/sell) 174
Total fees 28.77
Funding net -3.31
Funding accrued (received) 20.28
Funding paid 23.60
Trades
Metric Value
Total Trades 170
Win Trades 102
Los Trades 68
Win Rate, % 60.00
Expectancy per trade 3.4310
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 28.07
Position max, % of margin balance 109.35
Max Drawdown 209.16
Max Drawdown, % 13.18
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5162
Recovery Factor (Total PnL / Max DD) 2.6352
Sharpe ratio (monthly) 1.5067
Sortino ratio (monthly) 2.5539
CAGR, % 19.94
Calmar ratio (CAGR / Max DD%) 1.5127
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 393.22 | Fee: 7.64 | Vol: 21467.21
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": 4,
    "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
}