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
1500.64
Total PnL
500.64 (50.06%)
Total Trades (Win/Los)
158 (97/61)
Win Rate
61.39%
Max Drawdown
185.41 (13.04%)
Total Fees
24.75
Position avg (max), %
30.24 (107.04)
Profit Factor
1.49
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 2.88% 2.60% 1.94% -5.34% 6.96% 3.65% 2.82% -9.27% 4.85% 3.97% 1.23% -0.20% 16.03%
2025 -2.47% 5.55% 2.81% 3.82% 4.02% 0.72% 5.44% -1.57% -2.81% -2.75% 5.46% -6.52% 11.33%
2026 3.25% -1.10% 8.37% 3.81% 1.13% 0.00% — — — — — — 16.18%
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 1500.64
Min balance 981.75
Max balance 1519.51
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.36
Average monthly return (arithmetic), % 1.44
Best month, % 8.37
Worst month, % -9.27
PnL, Volume & Fees
Metric Value
Total PnL 500.64
Total PnL, % 50.06
Gross profit 1599.27
Gross loss 1074.15
Trading volume (USDT) 69370.88
Total transactions (buy/sell) 162
Total fees 24.75
Funding net 0.27
Funding accrued (received) 22.40
Funding paid 22.13
Trades
Metric Value
Total Trades 158
Win Trades 97
Los Trades 61
Win Rate, % 61.39
Expectancy per trade 3.3235
Max consecutive wins 9
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 30.24
Position max, % of margin balance 107.04
Max Drawdown 185.41
Max Drawdown, % 13.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4889
Recovery Factor (Total PnL / Max DD) 2.7002
Sharpe ratio (monthly) 1.2555
Sortino ratio (monthly) 2.0275
CAGR, % 18.30
Calmar ratio (CAGR / Max DD%) 1.4040
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 436.54 | Fee: 6.93 | Vol: 19477.46
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": 6,
    "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
}