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
936.88
Total PnL
-63.12 (-6.31%)
Total Trades (Win/Los)
79 (50/29)
Win Rate
63.29%
Max Drawdown
241.14 (23.72%)
Total Fees
9.42
Position avg (max), %
27.03 (107.04)
Profit Factor
0.92
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% | 0.96% | -0.80% | -2.43% | -15.02% | 2.62% | -1.85% | 4.20% | 2.10% | -1.37% | -12.22% |
| 2025 | -8.13% | 5.23% | 1.04% | 0.89% | 0.41% | -5.41% | 2.88% | 1.51% | 1.41% | 0.32% | 3.87% | 0.48% | 3.79% |
| 2026 | -1.18% | 2.12% | -0.12% | -0.48% | 2.55% | 0.01% | — | — | — | — | — | — | 2.88% |
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 | 936.88 |
| Min balance | 775.39 |
| Max balance | 1016.53 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | -0.22 |
| Average monthly return (arithmetic), % | -0.14 |
| Best month, % | 5.23 |
| Worst month, % | -15.02 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | -63.12 |
| Total PnL, % | -6.31 |
| Gross profit | 618.00 |
| Gross loss | 673.18 |
| Trading volume (USDT) | 26372.25 |
| Total transactions (buy/sell) | 83 |
| Total fees | 9.42 |
| Funding net | 1.48 |
| Funding accrued (received) | 15.06 |
| Funding paid | 13.59 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 79 |
| Win Trades | 50 |
| Los Trades | 29 |
| Win Rate, % | 63.29 |
| Expectancy per trade | -0.6985 |
| Max consecutive wins | 6 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 27.03 |
| Position max, % of margin balance | 107.04 |
| Max Drawdown | 241.14 |
| Max Drawdown, % | 23.72 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 0.9180 |
| Recovery Factor (Total PnL / Max DD) | -0.2618 |
| Sharpe ratio (monthly) | -0.1244 |
| Sortino ratio (monthly) | -0.1419 |
| CAGR, % | -2.66 |
| Calmar ratio (CAGR / Max DD%) | -0.1123 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -149.36 | Fee: 2.87 | Vol: 8033.74
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": 12,
"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
}