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
732.40
Total PnL
-267.60 (-26.76%)
Total Trades (Win/Los)
267 (70/197)
Win Rate
26.22%
Max Drawdown
377.56 (37.22%)
Total Fees
35.15
Position avg (max), %
31.53 (108.28)
Profit Factor
0.73
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 -8.06% -4.50% 2.33% -2.35% -14.77% -13.11% 0.96% 3.53% -0.78% 1.74% 5.10% -1.69% -29.16%
2025 1.68% 3.58% 1.18% -1.74% -1.07% -3.98% 4.25% 0.21% 1.86% -4.53% 5.13% -2.26% 3.82%
2026 -1.50% 2.64% 2.01% 1.30% -4.66% 0.01% — — — — — — -0.39%
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 732.40
Min balance 636.76
Max balance 1014.32
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.03
Average monthly return (arithmetic), % -0.92
Best month, % 5.13
Worst month, % -14.77
PnL, Volume & Fees
Metric Value
Total PnL -267.60
Total PnL, % -26.76
Gross profit 623.49
Gross loss 852.94
Trading volume (USDT) 97939.25
Total transactions (buy/sell) 272
Total fees 35.15
Funding net -3.00
Funding accrued (received) 12.44
Funding paid 15.44
Trades
Metric Value
Total Trades 267
Win Trades 70
Los Trades 197
Win Rate, % 26.22
Expectancy per trade -0.8594
Max consecutive wins 6
Max consecutive losses 39
Risk & Exposure
Metric Value
Position avg, % of margin balance 31.53
Position max, % of margin balance 108.28
Max Drawdown 377.56
Max Drawdown, % 37.22
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7310
Recovery Factor (Total PnL / Max DD) -0.7088
Sharpe ratio (monthly) -0.6800
Sortino ratio (monthly) -0.7389
CAGR, % -12.10
Calmar ratio (CAGR / Max DD%) -0.3251
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -157.50 | Fee: 5.71 | Vol: 15947.23
Details
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  "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": {
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      "signal_symbol": ""
    }
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  "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": 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
}