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
879.95
Total PnL
-120.05 (-12.00%)
Total Trades (Win/Los)
159 (68/91)
Win Rate
42.77%
Max Drawdown
356.09 (35.11%)
Total Fees
19.14
Position avg (max), %
28.30 (107.10)
Profit Factor
0.87
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 -5.40% -0.88% 2.18% -0.40% -18.77% -13.31% 4.20% 0.92% 1.85% 1.08% 1.86% -1.64% -27.11%
2025 1.80% 3.33% 1.15% -0.29% 0.46% -3.35% 4.38% 2.63% -0.12% -5.21% 5.07% 0.54% 10.35%
2026 4.33% 2.28% 3.41% 1.11% -1.91% 0.01% — — — — — — 9.45%
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 879.95
Min balance 658.24
Max balance 1014.32
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.42
Average monthly return (arithmetic), % -0.29
Best month, % 5.07
Worst month, % -18.77
PnL, Volume & Fees
Metric Value
Total PnL -120.05
Total PnL, % -12.00
Gross profit 667.78
Gross loss 766.69
Trading volume (USDT) 53442.08
Total transactions (buy/sell) 163
Total fees 19.14
Funding net -2.00
Funding accrued (received) 12.41
Funding paid 14.41
Trades
Metric Value
Total Trades 159
Win Trades 68
Los Trades 91
Win Rate, % 42.77
Expectancy per trade -0.6221
Max consecutive wins 6
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 28.30
Position max, % of margin balance 107.10
Max Drawdown 356.09
Max Drawdown, % 35.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8710
Recovery Factor (Total PnL / Max DD) -0.3371
Sharpe ratio (monthly) -0.2025
Sortino ratio (monthly) -0.2237
CAGR, % -5.16
Calmar ratio (CAGR / Max DD%) -0.1469
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -123.38 | Fee: 6.81 | Vol: 19001.35
Details
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    "notification_position": true,
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    "report": false
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  "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": {
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    "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": 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
}