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
2569.20
Total PnL
1569.20 (156.92%)
Total Trades (Win/Los)
169 (109/60)
Win Rate
64.50%
Max Drawdown
180.55 (10.64%)
Total Fees
33.37
Position avg (max), %
21.63 (96.21)
Profit Factor
4.13
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 -2.40% 7.49% 1.95% 6.38% 5.79% 3.85% 2.23% 2.80% 3.42% -2.55% 3.68% -1.61% 35.06%
2025 6.23% 7.98% 0.57% 1.81% 5.04% -5.07% 6.78% 1.90% 1.91% 5.78% 3.92% 6.66% 52.28%
2026 7.90% 0.86% 6.68% 3.58% 3.91% 0.01% — — — — — — 24.97%
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 2569.20
Min balance 941.47
Max balance 2604.97
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.20
Average monthly return (arithmetic), % 3.25
Best month, % 7.98
Worst month, % -5.07
PnL, Volume & Fees
Metric Value
Total PnL 1569.20
Total PnL, % 156.92
Gross profit 2112.99
Gross loss 511.14
Trading volume (USDT) 93695.41
Total transactions (buy/sell) 173
Total fees 33.37
Funding net 0.72
Funding accrued (received) 20.92
Funding paid 20.20
Trades
Metric Value
Total Trades 169
Win Trades 109
Los Trades 60
Win Rate, % 64.50
Expectancy per trade 9.4784
Max consecutive wins 10
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 21.63
Position max, % of margin balance 96.21
Max Drawdown 180.55
Max Drawdown, % 10.64
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 4.1339
Recovery Factor (Total PnL / Max DD) 8.6913
Sharpe ratio (monthly) 3.4224
Sortino ratio (monthly) 9.6780
CAGR, % 47.81
Calmar ratio (CAGR / Max DD%) 4.4915
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 758.11 | Fee: 9.25 | Vol: 26044.95
Details
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  "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": 2,
    "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
}