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
1039.02
Total PnL
39.02 (3.90%)
Total Trades (Win/Los)
265 (77/188)
Win Rate
29.06%
Max Drawdown
208.50 (17.43%)
Total Fees
43.54
Position avg (max), %
26.70 (103.01)
Profit Factor
1.10
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 0.91% 0.83% 2.01% -2.42% -5.21% 0.82% -4.27% -1.14% -1.39% -2.63% 5.81% -1.31% -8.16%
2025 -4.21% 4.64% 0.96% 1.66% 0.21% -0.50% 3.55% 1.99% -0.02% -3.26% 12.02% 0.40% 17.85%
2026 4.22% 1.70% -1.15% -6.84% -1.64% 0.00% — — — — — — -3.99%
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 1039.02
Min balance 841.99
Max balance 1196.32
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.13
Average monthly return (arithmetic), % 0.19
Best month, % 12.02
Worst month, % -6.84
PnL, Volume & Fees
Metric Value
Total PnL 39.02
Total PnL, % 3.90
Gross profit 936.84
Gross loss 854.93
Trading volume (USDT) 121415.90
Total transactions (buy/sell) 272
Total fees 43.54
Funding net 0.65
Funding accrued (received) 15.82
Funding paid 15.17
Trades
Metric Value
Total Trades 265
Win Trades 77
Los Trades 188
Win Rate, % 29.06
Expectancy per trade 0.3091
Max consecutive wins 8
Max consecutive losses 28
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.70
Position max, % of margin balance 103.01
Max Drawdown 208.50
Max Drawdown, % 17.43
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0958
Recovery Factor (Total PnL / Max DD) 0.1871
Sharpe ratio (monthly) 0.1841
Sortino ratio (monthly) 0.3041
CAGR, % 1.60
Calmar ratio (CAGR / Max DD%) 0.0917
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -98.38 | Fee: 23.28 | Vol: 64901.18
Details
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  "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": 14,
    "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
}