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
1078.24
Total PnL
78.24 (7.82%)
Total Trades (Win/Los)
247 (83/164)
Win Rate
33.60%
Max Drawdown
264.43 (26.07%)
Total Fees
35.34
Position avg (max), %
27.72 (116.00)
Profit Factor
1.13
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 -8.26% -4.78% -3.42% -1.53% -3.28% 2.61% -2.41% 0.89% 2.55% 0.77% 3.96% -1.40% -14.01%
2025 5.74% 3.91% 0.93% -1.33% 2.56% -2.88% 4.93% 1.08% 0.49% -3.40% 4.45% -2.17% 14.68%
2026 5.19% 1.84% -1.05% 0.86% 2.28% 0.00% — — — — — — 9.35%
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 1078.24
Min balance 750.08
Max balance 1083.64
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.25
Average monthly return (arithmetic), % 0.30
Best month, % 5.74
Worst month, % -8.26
PnL, Volume & Fees
Metric Value
Total PnL 78.24
Total PnL, % 7.82
Gross profit 981.26
Gross loss 868.64
Trading volume (USDT) 98571.24
Total transactions (buy/sell) 252
Total fees 35.34
Funding net 0.97
Funding accrued (received) 15.75
Funding paid 14.78
Trades
Metric Value
Total Trades 247
Win Trades 83
Los Trades 164
Win Rate, % 33.60
Expectancy per trade 0.4559
Max consecutive wins 7
Max consecutive losses 39
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.72
Position max, % of margin balance 116.00
Max Drawdown 264.43
Max Drawdown, % 26.07
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1296
Recovery Factor (Total PnL / Max DD) 0.2959
Sharpe ratio (monthly) 0.3251
Sortino ratio (monthly) 0.4703
CAGR, % 3.17
Calmar ratio (CAGR / Max DD%) 0.1216
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -76.56 | Fee: 10.16 | Vol: 28364.56
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": 10,
    "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
}