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
1388.63
Total PnL
388.63 (38.86%)
Total Trades (Win/Los)
120 (77/43)
Win Rate
64.17%
Max Drawdown
220.80 (15.46%)
Total Fees
17.95
Position avg (max), %
29.89 (108.09)
Profit Factor
1.48
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 | 2.19% | 4.85% | 1.91% | -1.19% | -4.47% | 3.61% | -1.52% | 1.58% | 1.87% | 4.00% | 0.09% | 0.61% | 13.97% |
| 2025 | 4.81% | 2.99% | 0.72% | 2.26% | 3.98% | -7.89% | 5.13% | 1.29% | -0.86% | 3.18% | 5.34% | -9.10% | 11.05% |
| 2026 | 4.18% | 1.45% | 1.33% | -0.03% | 2.48% | 0.00% | — | — | — | — | — | — | 9.72% |
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 | 1388.63 |
| Min balance | 946.92 |
| Max balance | 1428.17 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.10 |
| Average monthly return (arithmetic), % | 1.16 |
| Best month, % | 5.34 |
| Worst month, % | -9.10 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 388.63 |
| Total PnL, % | 38.86 |
| Gross profit | 1240.83 |
| Gross loss | 836.50 |
| Trading volume (USDT) | 50335.52 |
| Total transactions (buy/sell) | 124 |
| Total fees | 17.95 |
| Funding net | 2.24 |
| Funding accrued (received) | 22.76 |
| Funding paid | 20.52 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 120 |
| Win Trades | 77 |
| Los Trades | 43 |
| Win Rate, % | 64.17 |
| Expectancy per trade | 3.3694 |
| Max consecutive wins | 9 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 29.89 |
| Position max, % of margin balance | 108.09 |
| Max Drawdown | 220.80 |
| Max Drawdown, % | 15.46 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.4834 |
| Recovery Factor (Total PnL / Max DD) | 1.7601 |
| Sharpe ratio (monthly) | 1.1853 |
| Sortino ratio (monthly) | 1.6887 |
| CAGR, % | 14.56 |
| Calmar ratio (CAGR / Max DD%) | 0.9420 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 104.95 | Fee: 5.81 | Vol: 16299.20
Realized PnL by Symbol
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": 13,
"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
}