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
1530.89
Total PnL
530.89 (53.09%)
Total Trades (Win/Los)
313 (96/217)
Win Rate
30.67%
Max Drawdown
165.44 (11.87%)
Total Fees
69.09
Position avg (max), %
21.82 (97.63)
Profit Factor
1.63
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 6.12% 0.80% -3.45% 4.27% 0.42% -0.08% 3.79% 0.50% 3.81% -0.49% 3.18% -1.01% 18.92%
2025 3.23% 8.39% 0.66% -0.98% 2.73% -5.58% 5.30% 2.03% -2.52% -8.08% 4.21% 4.36% 13.26%
2026 5.31% 1.35% 4.65% 1.13% 0.64% 0.01% — — — — — — 13.69%
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 1530.89
Min balance 948.83
Max balance 1557.32
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.43
Average monthly return (arithmetic), % 1.49
Best month, % 8.39
Worst month, % -8.08
PnL, Volume & Fees
Metric Value
Total PnL 530.89
Total PnL, % 53.09
Gross profit 1547.46
Gross loss 947.69
Trading volume (USDT) 192589.32
Total transactions (buy/sell) 317
Total fees 69.09
Funding net 0.21
Funding accrued (received) 16.44
Funding paid 16.23
Trades
Metric Value
Total Trades 313
Win Trades 96
Los Trades 217
Win Rate, % 30.67
Expectancy per trade 1.9162
Max consecutive wins 8
Max consecutive losses 48
Risk & Exposure
Metric Value
Position avg, % of margin balance 21.82
Position max, % of margin balance 97.63
Max Drawdown 165.44
Max Drawdown, % 11.87
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6329
Recovery Factor (Total PnL / Max DD) 3.2090
Sharpe ratio (monthly) 1.4964
Sortino ratio (monthly) 2.6155
CAGR, % 19.29
Calmar ratio (CAGR / Max DD%) 1.6248
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 134.89 | Fee: 13.56 | Vol: 37897.71
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": 8,
    "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
}