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
1200.29
Total PnL
200.29 (20.03%)
Total Trades (Win/Los)
78 (49/29)
Win Rate
62.82%
Max Drawdown
124.75 (12.35%)
Total Fees
10.46
Position avg (max), %
23.53 (97.28)
Profit Factor
1.42
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 -3.74% -0.18% 2.13% 0.22% -3.52% -0.42% 2.80% 2.01% -1.78% 4.47% 0.72% -1.19% 1.18%
2025 5.09% 6.02% 0.78% 1.32% 0.31% -4.88% 2.77% 1.46% 1.79% 0.39% 2.88% 0.36% 19.43%
2026 -1.78% 1.61% 1.93% -0.49% -1.85% 0.01% — — — — — — -0.62%
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 1200.29
Min balance 885.22
Max balance 1257.75
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.61
Average monthly return (arithmetic), % 0.64
Best month, % 6.02
Worst month, % -4.88
PnL, Volume & Fees
Metric Value
Total PnL 200.29
Total PnL, % 20.03
Gross profit 713.10
Gross loss 501.33
Trading volume (USDT) 29346.27
Total transactions (buy/sell) 82
Total fees 10.46
Funding net -1.01
Funding accrued (received) 14.31
Funding paid 15.33
Trades
Metric Value
Total Trades 78
Win Trades 49
Los Trades 29
Win Rate, % 62.82
Expectancy per trade 2.7149
Max consecutive wins 7
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 23.53
Position max, % of margin balance 97.28
Max Drawdown 124.75
Max Drawdown, % 12.35
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.4224
Recovery Factor (Total PnL / Max DD) 1.6056
Sharpe ratio (monthly) 0.9102
Sortino ratio (monthly) 1.5487
CAGR, % 7.85
Calmar ratio (CAGR / Max DD%) 0.6358
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 184.46 | Fee: 2.85 | Vol: 8034.57
Details
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  "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": 13,
    "detection": 17,
    "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
}