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
1018.46
Total PnL
18.46 (1.85%)
Total Trades (Win/Los)
162 (76/86)
Win Rate
46.91%
Max Drawdown
330.14 (32.55%)
Total Fees
20.07
Position avg (max), %
27.92 (114.39)
Profit Factor
1.05
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 -5.66% -0.76% 2.18% -0.04% -14.97% -14.14% 4.36% 0.65% 2.04% -2.08% 1.85% -1.63% -26.58%
2025 6.38% 3.27% 1.09% 0.36% 0.44% -2.52% 4.21% 2.33% 1.46% -4.71% 4.78% 0.50% 18.47%
2026 4.02% 2.11% 1.02% 3.68% 5.27% 0.01% — — — — — — 17.13%
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 1018.46
Min balance 684.18
Max balance 1033.78
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.06
Average monthly return (arithmetic), % 0.18
Best month, % 6.38
Worst month, % -14.97
PnL, Volume & Fees
Metric Value
Total PnL 18.46
Total PnL, % 1.85
Gross profit 796.48
Gross loss 754.96
Trading volume (USDT) 56067.98
Total transactions (buy/sell) 166
Total fees 20.07
Funding net -2.99
Funding accrued (received) 12.39
Funding paid 15.38
Trades
Metric Value
Total Trades 162
Win Trades 76
Los Trades 86
Win Rate, % 46.91
Expectancy per trade 0.2563
Max consecutive wins 7
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.92
Position max, % of margin balance 114.39
Max Drawdown 330.14
Max Drawdown, % 32.55
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0550
Recovery Factor (Total PnL / Max DD) 0.0559
Sharpe ratio (monthly) 0.1330
Sortino ratio (monthly) 0.1572
CAGR, % 0.76
Calmar ratio (CAGR / Max DD%) 0.0234
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -80.11 | Fee: 7.97 | Vol: 22246.57
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": 12,
    "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
}