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
871.74
Total PnL
-128.26 (-12.83%)
Total Trades (Win/Los)
267 (80/187)
Win Rate
29.96%
Max Drawdown
209.96 (20.66%)
Total Fees
42.05
Position avg (max), %
26.47 (110.90)
Profit Factor
0.92
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 -3.60% -3.32% -3.30% -1.79% -7.20% 1.73% -0.56% 4.18% 2.50% -0.67% 6.25% -1.30% -7.56%
2025 6.60% 2.85% 0.87% -1.29% -0.24% -4.74% -4.04% -0.93% -2.94% 4.05% 4.71% 0.45% 4.75%
2026 1.88% 1.94% -4.08% -9.48% -0.15% 0.01% — — — — — — -9.95%
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 871.74
Min balance 806.54
Max balance 1037.04
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.46
Average monthly return (arithmetic), % -0.39
Best month, % 6.60
Worst month, % -9.48
PnL, Volume & Fees
Metric Value
Total PnL -128.26
Total PnL, % -12.83
Gross profit 967.54
Gross loss 1054.46
Trading volume (USDT) 117197.40
Total transactions (buy/sell) 271
Total fees 42.05
Funding net 0.70
Funding accrued (received) 14.97
Funding paid 14.26
Trades
Metric Value
Total Trades 267
Win Trades 80
Los Trades 187
Win Rate, % 29.96
Expectancy per trade -0.3255
Max consecutive wins 4
Max consecutive losses 54
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.47
Position max, % of margin balance 110.90
Max Drawdown 209.96
Max Drawdown, % 20.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9176
Recovery Factor (Total PnL / Max DD) -0.6109
Sharpe ratio (monthly) -0.3630
Sortino ratio (monthly) -0.4651
CAGR, % -5.53
Calmar ratio (CAGR / Max DD%) -0.2675
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -162.14 | Fee: 9.54 | Vol: 26670.99
Details
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    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
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    "account_type": "UNIFIED",
    "main_timer": 5000,
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    "bybit_transfer_profit": "",
    "signal": {
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    "symbol": "SOLUSDT",
    "time_frame": "1d",
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    "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
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  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 9,
    "detection": 1,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
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  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null
}