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
1543.82
Total PnL
543.82 (54.38%)
Total Trades (Win/Los)
152 (93/59)
Win Rate
61.18%
Max Drawdown
239.97 (15.77%)
Total Fees
25.72
Position avg (max), %
31.68 (118.12)
Profit Factor
1.53
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 2.91% 2.77% 1.93% 3.32% 5.84% 3.66% 3.23% -9.84% 5.00% 4.08% 1.05% -1.41% 23.83%
2025 4.37% 3.18% 2.73% 3.71% 4.23% -4.23% 5.71% -2.22% -3.19% -4.49% 5.64% -6.47% 8.14%
2026 3.32% -1.16% 8.47% 3.25% 0.79% 0.00% — — — — — — 15.29%
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 1543.82
Min balance 981.75
Max balance 1568.26
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.46
Average monthly return (arithmetic), % 1.54
Best month, % 8.47
Worst month, % -9.84
PnL, Volume & Fees
Metric Value
Total PnL 543.82
Total PnL, % 54.38
Gross profit 1646.74
Gross loss 1078.32
Trading volume (USDT) 72099.42
Total transactions (buy/sell) 156
Total fees 25.72
Funding net 1.12
Funding accrued (received) 25.36
Funding paid 24.23
Trades
Metric Value
Total Trades 152
Win Trades 93
Los Trades 59
Win Rate, % 61.18
Expectancy per trade 3.7396
Max consecutive wins 8
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.68
Position max, % of margin balance 118.12
Max Drawdown 239.97
Max Drawdown, % 15.77
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5271
Recovery Factor (Total PnL / Max DD) 2.2662
Sharpe ratio (monthly) 1.3302
Sortino ratio (monthly) 2.0911
CAGR, % 19.70
Calmar ratio (CAGR / Max DD%) 1.2495
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 409.97 | Fee: 7.45 | Vol: 20934.55
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": 7,
    "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
}