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
879.40
Total PnL
-120.60 (-12.06%)
Total Trades (Win/Los)
462 (81/381)
Win Rate
17.53%
Max Drawdown
256.67 (24.20%)
Total Fees
81.80
Position avg (max), %
25.09 (113.85)
Profit Factor
0.96
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 -2.41% -2.33% 2.15% -8.39% -7.02% 1.54% 0.96% 4.15% 0.04% 4.84% 5.45% -1.24% -3.29%
2025 3.56% 2.80% 0.86% 0.39% 0.19% -3.29% -1.71% 0.16% -3.27% -14.63% 13.79% 0.36% -3.03%
2026 -0.42% 2.05% -0.44% -5.21% -2.20% 0.01% — — — — — — -6.21%
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 879.40
Min balance 804.13
Max balance 1060.79
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.43
Average monthly return (arithmetic), % -0.31
Best month, % 13.79
Worst month, % -14.63
PnL, Volume & Fees
Metric Value
Total PnL -120.60
Total PnL, % -12.06
Gross profit 964.37
Gross loss 1003.93
Trading volume (USDT) 227625.98
Total transactions (buy/sell) 466
Total fees 81.80
Funding net 0.76
Funding accrued (received) 14.38
Funding paid 13.63
Trades
Metric Value
Total Trades 462
Win Trades 81
Los Trades 381
Win Rate, % 17.53
Expectancy per trade -0.0856
Max consecutive wins 7
Max consecutive losses 114
Risk & Exposure
Metric Value
Position avg, % of margin balance 25.09
Position max, % of margin balance 113.85
Max Drawdown 256.67
Max Drawdown, % 24.20
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9606
Recovery Factor (Total PnL / Max DD) -0.4699
Sharpe ratio (monthly) -0.2224
Sortino ratio (monthly) -0.2920
CAGR, % -5.18
Calmar ratio (CAGR / Max DD%) -0.2142
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -152.46 | Fee: 9.44 | Vol: 26365.87
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
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    "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": 10,
    "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
}