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
1667.78
Total PnL
667.78 (66.78%)
Total Trades (Win/Los)
190 (96/94)
Win Rate
50.53%
Max Drawdown
255.68 (15.62%)
Total Fees
32.79
Position avg (max), %
25.12 (110.73)
Profit Factor
1.91
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 -6.09% 6.47% -3.64% -1.15% 5.55% 3.79% -0.48% 2.94% 3.80% -1.43% 3.23% -1.08% 11.69%
2025 0.59% 9.00% 0.72% 0.08% 3.23% 2.33% 6.97% 1.04% 1.91% 5.61% 2.23% 0.37% 39.33%
2026 -0.94% 1.24% 2.91% 0.56% 3.28% 0.01% — — — — — — 7.20%
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 1667.78
Min balance 891.48
Max balance 1682.39
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.72
Average monthly return (arithmetic), % 1.77
Best month, % 9.00
Worst month, % -6.09
PnL, Volume & Fees
Metric Value
Total PnL 667.78
Total PnL, % 66.78
Gross profit 1463.09
Gross loss 767.50
Trading volume (USDT) 91734.58
Total transactions (buy/sell) 194
Total fees 32.79
Funding net 4.97
Funding accrued (received) 21.87
Funding paid 16.90
Trades
Metric Value
Total Trades 190
Win Trades 96
Los Trades 94
Win Rate, % 50.53
Expectancy per trade 3.6610
Max consecutive wins 9
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 25.12
Position max, % of margin balance 110.73
Max Drawdown 255.68
Max Drawdown, % 15.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.9063
Recovery Factor (Total PnL / Max DD) 2.6118
Sharpe ratio (monthly) 1.9656
Sortino ratio (monthly) 4.4858
CAGR, % 23.59
Calmar ratio (CAGR / Max DD%) 1.5105
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 337.78 | Fee: 8.34 | Vol: 23436.02
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": 8,
    "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
}