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
1529.73
Total PnL
529.73 (52.97%)
Total Trades (Win/Los)
367 (126/241)
Win Rate
34.33%
Max Drawdown
158.18 (15.59%)
Total Fees
69.24
Position avg (max), %
25.20 (112.23)
Profit Factor
1.55
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 -5.50% -1.61% -3.56% 2.43% 2.76% 2.37% -3.30% -0.62% 4.13% -4.09% 4.05% -0.67% -4.16%
2025 1.21% 6.56% 0.85% 2.52% 4.40% -2.68% 5.33% 0.77% 2.47% 7.27% 2.66% 1.00% 37.05%
2026 6.77% 1.36% 0.09% 5.10% 2.29% 0.00% — — — — — — 16.46%
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 1529.73
Min balance 856.14
Max balance 1531.42
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.43
Average monthly return (arithmetic), % 1.48
Best month, % 7.27
Worst month, % -5.50
PnL, Volume & Fees
Metric Value
Total PnL 529.73
Total PnL, % 52.97
Gross profit 1689.76
Gross loss 1089.59
Trading volume (USDT) 193118.17
Total transactions (buy/sell) 371
Total fees 69.24
Funding net -1.20
Funding accrued (received) 15.96
Funding paid 17.16
Trades
Metric Value
Total Trades 367
Win Trades 126
Los Trades 241
Win Rate, % 34.33
Expectancy per trade 1.6353
Max consecutive wins 8
Max consecutive losses 37
Risk & Exposure
Metric Value
Position avg, % of margin balance 25.20
Position max, % of margin balance 112.23
Max Drawdown 158.18
Max Drawdown, % 15.59
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.5508
Recovery Factor (Total PnL / Max DD) 3.3489
Sharpe ratio (monthly) 1.5835
Sortino ratio (monthly) 3.1149
CAGR, % 19.25
Calmar ratio (CAGR / Max DD%) 1.2343
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 204.57 | Fee: 12.95 | Vol: 36274.57
Details
{
  "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": 7,
    "detection": 1,
    "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
}