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
1148.83
Total PnL
148.83 (14.88%)
Total Trades (Win/Los)
206 (90/116)
Win Rate
43.69%
Max Drawdown
249.86 (24.63%)
Total Fees
27.40
Position avg (max), %
27.45 (115.59)
Profit Factor
1.21
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 -8.98% 0.76% -3.61% -0.38% -3.78% 2.24% -3.05% 0.12% 1.15% -8.53% 4.20% -1.50% -20.14%
2025 5.94% 4.40% 1.00% -1.52% 3.11% -3.13% 4.04% 1.20% 0.08% 5.64% 3.46% 0.17% 26.75%
2026 7.38% 1.76% -2.69% 1.01% 5.67% 0.00% — — — — — — 13.51%
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 1148.83
Min balance 764.47
Max balance 1151.60
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.46
Average monthly return (arithmetic), % 0.54
Best month, % 7.38
Worst month, % -8.98
PnL, Volume & Fees
Metric Value
Total PnL 148.83
Total PnL, % 14.88
Gross profit 1029.89
Gross loss 852.75
Trading volume (USDT) 76562.34
Total transactions (buy/sell) 210
Total fees 27.40
Funding net -0.90
Funding accrued (received) 14.58
Funding paid 15.48
Trades
Metric Value
Total Trades 206
Win Trades 90
Los Trades 116
Win Rate, % 43.69
Expectancy per trade 0.8599
Max consecutive wins 8
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.45
Position max, % of margin balance 115.59
Max Drawdown 249.86
Max Drawdown, % 24.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2077
Recovery Factor (Total PnL / Max DD) 0.5957
Sharpe ratio (monthly) 0.4845
Sortino ratio (monthly) 0.7024
CAGR, % 5.91
Calmar ratio (CAGR / Max DD%) 0.2401
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 21.16 | Fee: 9.63 | Vol: 26941.59
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": 9,
    "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
}