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
910.91
Total PnL
-89.09 (-8.91%)
Total Trades (Win/Los)
488 (85/403)
Win Rate
17.42%
Max Drawdown
290.79 (28.27%)
Total Fees
84.47
Position avg (max), %
27.24 (100.79)
Profit Factor
1.00
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 -9.60% 5.86% 2.14% 0.70% -9.41% 2.70% -2.64% -11.73% -1.50% -1.34% 6.18% -1.50% -20.01%
2025 6.75% 2.25% 1.01% -1.49% -1.22% -0.97% -0.01% 1.93% -4.73% 4.03% 3.67% 0.24% 11.53%
2026 5.33% 2.04% 3.21% -2.01% -6.04% 0.01% — — — — — — 2.14%
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 910.91
Min balance 737.81
Max balance 1028.59
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.31
Average monthly return (arithmetic), % -0.20
Best month, % 6.75
Worst month, % -11.73
PnL, Volume & Fees
Metric Value
Total PnL -89.09
Total PnL, % -8.91
Gross profit 961.71
Gross loss 964.85
Trading volume (USDT) 235073.63
Total transactions (buy/sell) 495
Total fees 84.47
Funding net -1.49
Funding accrued (received) 13.37
Funding paid 14.86
Trades
Metric Value
Total Trades 488
Win Trades 85
Los Trades 403
Win Rate, % 17.42
Expectancy per trade -0.0064
Max consecutive wins 6
Max consecutive losses 100
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.24
Position max, % of margin balance 100.79
Max Drawdown 290.79
Max Drawdown, % 28.27
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.9968
Recovery Factor (Total PnL / Max DD) -0.3064
Sharpe ratio (monthly) -0.1573
Sortino ratio (monthly) -0.1945
CAGR, % -3.79
Calmar ratio (CAGR / Max DD%) -0.1341
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -179.12 | Fee: 61.44 | Vol: 170859.59
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": 13,
    "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
}