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
1365.78
Total PnL
365.78 (36.58%)
Total Trades (Win/Los)
85 (55/30)
Win Rate
64.71%
Max Drawdown
157.62 (13.61%)
Total Fees
11.74
Position avg (max), %
21.38 (96.50)
Profit Factor
1.73
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 | -2.06% | 0.04% | 2.09% | 1.58% | 3.31% | 3.94% | -1.34% | 1.06% | -1.62% | 4.26% | 1.26% | -1.08% | 11.76% |
| 2025 | -7.34% | 5.70% | 0.80% | 1.17% | 3.34% | -0.11% | 2.97% | 1.39% | 1.85% | 0.54% | 2.74% | 0.34% | 13.65% |
| 2026 | -0.74% | 1.52% | 0.94% | -2.43% | 8.35% | 0.00% | — | — | — | — | — | — | 7.53% |
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 | 1365.78 |
| Min balance | 900.11 |
| Max balance | 1369.93 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 1.04 |
| Average monthly return (arithmetic), % | 1.08 |
| Best month, % | 8.35 |
| Worst month, % | -7.34 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 365.78 |
| Total PnL, % | 36.58 |
| Gross profit | 895.82 |
| Gross loss | 518.16 |
| Trading volume (USDT) | 32928.68 |
| Total transactions (buy/sell) | 89 |
| Total fees | 11.74 |
| Funding net | -0.14 |
| Funding accrued (received) | 14.35 |
| Funding paid | 14.49 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 85 |
| Win Trades | 55 |
| Los Trades | 30 |
| Win Rate, % | 64.71 |
| Expectancy per trade | 4.4430 |
| Max consecutive wins | 10 |
| Max consecutive losses | 3 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 21.38 |
| Position max, % of margin balance | 96.50 |
| Max Drawdown | 157.62 |
| Max Drawdown, % | 13.61 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.7288 |
| Recovery Factor (Total PnL / Max DD) | 2.3206 |
| Sharpe ratio (monthly) | 1.3548 |
| Sortino ratio (monthly) | 2.4533 |
| CAGR, % | 13.78 |
| Calmar ratio (CAGR / Max DD%) | 1.0121 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 49.75 | Fee: 3.64 | Vol: 10233.60
Realized PnL by Symbol
Details
{
"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": 11,
"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
}