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
1466.65
Total PnL
466.65 (46.66%)
Total Trades (Win/Los)
182 (80/102)
Win Rate
43.96%
Max Drawdown
118.43 (11.68%)
Total Fees
29.44
Position avg (max), %
24.26 (112.94)
Profit Factor
1.70
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 -5.94% 2.05% 2.13% 1.21% -3.54% 2.68% 3.31% 0.83% 2.57% -4.32% 0.32% -1.21% -0.43%
2025 5.31% 3.14% 0.81% 1.12% 3.07% -4.39% 4.29% 2.11% 2.35% 6.73% 4.08% 0.33% 32.55%
2026 5.51% 1.37% -3.51% 1.84% 5.73% 0.00% — — — — — — 11.13%
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 1466.65
Min balance 895.89
Max balance 1469.42
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.28
Average monthly return (arithmetic), % 1.33
Best month, % 6.73
Worst month, % -5.94
PnL, Volume & Fees
Metric Value
Total PnL 466.65
Total PnL, % 46.66
Gross profit 1199.94
Gross loss 704.95
Trading volume (USDT) 82278.27
Total transactions (buy/sell) 187
Total fees 29.44
Funding net 1.10
Funding accrued (received) 16.75
Funding paid 15.65
Trades
Metric Value
Total Trades 182
Win Trades 80
Los Trades 102
Win Rate, % 43.96
Expectancy per trade 2.7197
Max consecutive wins 8
Max consecutive losses 39
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.26
Position max, % of margin balance 112.94
Max Drawdown 118.43
Max Drawdown, % 11.68
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.7022
Recovery Factor (Total PnL / Max DD) 3.9403
Sharpe ratio (monthly) 1.4851
Sortino ratio (monthly) 2.5365
CAGR, % 17.19
Calmar ratio (CAGR / Max DD%) 1.4720
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 139.43 | Fee: 5.13 | Vol: 14429.91
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": 3,
    "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
}