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
1136.30
Total PnL
136.30 (13.63%)
Total Trades (Win/Los)
214 (84/130)
Win Rate
39.25%
Max Drawdown
255.49 (25.19%)
Total Fees
29.93
Position avg (max), %
24.61 (107.45)
Profit Factor
1.19
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 -7.99% -5.01% -3.42% -0.15% -8.35% 3.05% -4.03% 4.12% 2.33% 0.92% 5.12% -1.41% -14.86%
2025 2.96% 3.93% 0.97% -0.72% 2.58% -2.92% 5.18% 1.23% 0.41% 3.16% 4.35% 0.41% 23.48%
2026 1.60% 1.79% -1.92% 6.97% -0.38% 0.01% — — — — — — 8.11%
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 1136.30
Min balance 758.84
Max balance 1203.23
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.43
Average monthly return (arithmetic), % 0.49
Best month, % 6.97
Worst month, % -8.35
PnL, Volume & Fees
Metric Value
Total PnL 136.30
Total PnL, % 13.63
Gross profit 1045.31
Gross loss 879.70
Trading volume (USDT) 83557.64
Total transactions (buy/sell) 219
Total fees 29.93
Funding net 0.61
Funding accrued (received) 13.83
Funding paid 13.22
Trades
Metric Value
Total Trades 214
Win Trades 84
Los Trades 130
Win Rate, % 39.25
Expectancy per trade 0.7739
Max consecutive wins 5
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.61
Position max, % of margin balance 107.45
Max Drawdown 255.49
Max Drawdown, % 25.19
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1883
Recovery Factor (Total PnL / Max DD) 0.5335
Sharpe ratio (monthly) 0.4712
Sortino ratio (monthly) 0.6614
CAGR, % 5.43
Calmar ratio (CAGR / Max DD%) 0.2157
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 21.66 | Fee: 8.16 | Vol: 22811.75
Details
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  "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": 11,
    "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
}