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
1455.34
Total PnL
455.34 (45.53%)
Total Trades (Win/Los)
167 (99/68)
Win Rate
59.28%
Max Drawdown
210.04 (14.45%)
Total Fees
26.79
Position avg (max), %
28.41 (105.52)
Profit Factor
1.43
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 -2.41% 2.49% 2.04% -4.45% 6.56% 3.61% 3.05% -3.04% 6.73% 3.90% 0.92% -0.12% 20.26%
2025 -2.36% 5.86% 2.66% 2.14% 4.09% 0.63% 5.55% -1.54% 0.52% -5.03% 2.49% -6.49% 7.96%
2026 3.42% -1.14% 8.43% 3.63% -2.41% 0.00% — — — — — — 12.12%
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 1455.34
Min balance 930.04
Max balance 1508.41
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.26
Average monthly return (arithmetic), % 1.33
Best month, % 8.43
Worst month, % -6.49
PnL, Volume & Fees
Metric Value
Total PnL 455.34
Total PnL, % 45.53
Gross profit 1616.86
Gross loss 1130.73
Trading volume (USDT) 75074.88
Total transactions (buy/sell) 171
Total fees 26.79
Funding net -3.99
Funding accrued (received) 19.04
Funding paid 23.03
Trades
Metric Value
Total Trades 167
Win Trades 99
Los Trades 68
Win Rate, % 59.28
Expectancy per trade 2.9109
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 28.41
Position max, % of margin balance 105.52
Max Drawdown 210.04
Max Drawdown, % 14.45
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4299
Recovery Factor (Total PnL / Max DD) 2.1679
Sharpe ratio (monthly) 1.2604
Sortino ratio (monthly) 2.3223
CAGR, % 16.81
Calmar ratio (CAGR / Max DD%) 1.1633
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 388.91 | Fee: 7.21 | Vol: 20240.59
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": 5,
    "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
}