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
673.24
Total PnL
-326.76 (-32.68%)
Total Trades (Win/Los)
391 (77/314)
Win Rate
19.69%
Max Drawdown
394.86 (38.93%)
Total Fees
51.30
Position avg (max), %
32.03 (112.03)
Profit Factor
0.72
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 -9.54% 2.61% 2.20% 0.01% -13.31% -13.36% 6.21% -8.83% 1.66% -6.82% 5.51% -1.76% -32.25%
2025 2.50% 3.25% 1.23% -1.65% -0.95% -0.71% 4.22% 0.21% 0.59% -5.58% 4.60% -1.30% 6.12%
2026 0.33% 2.65% -1.25% -1.24% -6.73% 0.01% — — — — — — -6.31%
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 673.24
Min balance 619.47
Max balance 1014.32
Monthly Performance
Metric Value
Average monthly return (geometric), % -1.31
Average monthly return (arithmetic), % -1.17
Best month, % 6.21
Worst month, % -13.36
PnL, Volume & Fees
Metric Value
Total PnL -326.76
Total PnL, % -32.68
Gross profit 691.29
Gross loss 963.66
Trading volume (USDT) 142851.91
Total transactions (buy/sell) 398
Total fees 51.30
Funding net -3.09
Funding accrued (received) 12.78
Funding paid 15.87
Trades
Metric Value
Total Trades 391
Win Trades 77
Los Trades 314
Win Rate, % 19.69
Expectancy per trade -0.6966
Max consecutive wins 7
Max consecutive losses 87
Risk & Exposure
Metric Value
Position avg, % of margin balance 32.03
Position max, % of margin balance 112.03
Max Drawdown 394.86
Max Drawdown, % 38.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.7174
Recovery Factor (Total PnL / Max DD) -0.8275
Sharpe ratio (monthly) -0.8050
Sortino ratio (monthly) -0.8677
CAGR, % -15.11
Calmar ratio (CAGR / Max DD%) -0.3882
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -252.12 | Fee: 11.54 | Vol: 32159.13
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": 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
}