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
1047.01
Total PnL
47.01 (4.70%)
Total Trades (Win/Los)
356 (81/275)
Win Rate
22.75%
Max Drawdown
194.57 (17.56%)
Total Fees
66.01
Position avg (max), %
25.32 (114.42)
Profit Factor
1.11
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 -6.64% 6.23% 2.06% -2.27% -4.40% 3.31% 3.59% -3.39% -1.05% -8.07% 5.63% -1.30% -7.27%
2025 4.87% 3.44% 0.88% 1.17% 2.99% -4.03% 3.14% 0.15% -1.32% -5.48% 11.87% 0.31% 18.32%
2026 0.10% 1.74% -1.87% -0.94% -3.58% 0.01% — — — — — — -4.54%
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 1047.01
Min balance 873.30
Max balance 1137.36
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.15
Average monthly return (arithmetic), % 0.24
Best month, % 11.87
Worst month, % -8.07
PnL, Volume & Fees
Metric Value
Total PnL 47.01
Total PnL, % 4.70
Gross profit 1089.97
Gross loss 978.49
Trading volume (USDT) 183822.58
Total transactions (buy/sell) 363
Total fees 66.01
Funding net 1.54
Funding accrued (received) 15.96
Funding paid 14.41
Trades
Metric Value
Total Trades 356
Win Trades 81
Los Trades 275
Win Rate, % 22.75
Expectancy per trade 0.3131
Max consecutive wins 8
Max consecutive losses 71
Risk & Exposure
Metric Value
Position avg, % of margin balance 25.32
Position max, % of margin balance 114.42
Max Drawdown 194.57
Max Drawdown, % 17.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1139
Recovery Factor (Total PnL / Max DD) 0.2416
Sharpe ratio (monthly) 0.2007
Sortino ratio (monthly) 0.3107
CAGR, % 1.92
Calmar ratio (CAGR / Max DD%) 0.1093
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -217.73 | Fee: 20.86 | Vol: 58108.02
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": 11,
    "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
}