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
987.90
Total PnL
-12.10 (-1.21%)
Total Trades (Win/Los)
367 (84/283)
Win Rate
22.89%
Max Drawdown
321.67 (30.87%)
Total Fees
64.01
Position avg (max), %
27.34 (107.48)
Profit Factor
1.06
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 -6.95% 6.14% 2.07% 2.64% -14.34% -10.45% 4.19% -9.29% -0.73% 3.25% 6.03% -1.49% -19.68%
2025 6.83% 2.24% 1.00% -1.84% -0.93% 5.71% 4.12% 2.55% -0.07% 4.08% 4.54% 0.19% 31.90%
2026 1.17% 1.78% -1.66% -2.29% -5.74% 0.01% — — — — — — -6.72%
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 987.90
Min balance 720.44
Max balance 1101.37
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.04
Average monthly return (arithmetic), % 0.09
Best month, % 6.83
Worst month, % -14.34
PnL, Volume & Fees
Metric Value
Total PnL -12.10
Total PnL, % -1.21
Gross profit 995.58
Gross loss 943.18
Trading volume (USDT) 178259.94
Total transactions (buy/sell) 377
Total fees 64.01
Funding net -0.50
Funding accrued (received) 14.60
Funding paid 15.10
Trades
Metric Value
Total Trades 367
Win Trades 84
Los Trades 283
Win Rate, % 22.89
Expectancy per trade 0.1428
Max consecutive wins 9
Max consecutive losses 100
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.34
Position max, % of margin balance 107.48
Max Drawdown 321.67
Max Drawdown, % 30.87
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0556
Recovery Factor (Total PnL / Max DD) -0.0376
Sharpe ratio (monthly) 0.0636
Sortino ratio (monthly) 0.0786
CAGR, % -0.50
Calmar ratio (CAGR / Max DD%) -0.0163
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -273.47 | Fee: 37.22 | Vol: 103560.93
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
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    "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": 12,
    "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
}