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
1893.00
Total PnL
893.00 (89.30%)
Total Trades (Win/Los)
157 (99/58)
Win Rate
63.06%
Max Drawdown
240.80 (15.42%)
Total Fees
28.09
Position avg (max), %
23.82 (99.43)
Profit Factor
2.05
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 -0.05% 7.48% 1.90% 1.42% 5.96% 3.40% 3.22% 2.78% 2.52% -0.16% 2.17% -1.96% 32.32%
2025 4.34% 7.40% 0.59% -2.22% 4.14% -8.82% 6.86% 1.86% 1.91% -0.62% 4.57% 6.68% 28.69%
2026 -3.35% 1.16% 6.14% 3.52% 3.50% 0.01% — — — — — — 11.22%
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 1893.00
Min balance 951.42
Max balance 1919.35
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.15
Average monthly return (arithmetic), % 2.21
Best month, % 7.48
Worst month, % -8.82
PnL, Volume & Fees
Metric Value
Total PnL 893.00
Total PnL, % 89.30
Gross profit 1796.08
Gross loss 874.50
Trading volume (USDT) 78813.55
Total transactions (buy/sell) 161
Total fees 28.09
Funding net -0.49
Funding accrued (received) 19.91
Funding paid 20.41
Trades
Metric Value
Total Trades 157
Win Trades 99
Los Trades 58
Win Rate, % 63.06
Expectancy per trade 5.8699
Max consecutive wins 9
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 23.82
Position max, % of margin balance 99.43
Max Drawdown 240.80
Max Drawdown, % 15.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 2.0538
Recovery Factor (Total PnL / Max DD) 3.7084
Sharpe ratio (monthly) 2.2008
Sortino ratio (monthly) 4.2346
CAGR, % 30.25
Calmar ratio (CAGR / Max DD%) 1.9616
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 609.89 | Fee: 8.11 | Vol: 22810.82
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": 7,
    "detection": 3,
    "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
}