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
830.69
Total PnL
-169.31 (-16.93%)
Total Trades (Win/Los)
218 (61/157)
Win Rate
27.98%
Max Drawdown
273.17 (26.93%)
Total Fees
31.34
Position avg (max), %
27.35 (105.25)
Profit Factor
0.83
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 -9.32% 0.47% 2.24% -2.70% -6.98% 0.74% 4.06% -8.27% -0.52% -5.53% 5.13% -1.52% -21.11%
2025 1.78% 6.48% 1.03% -1.52% -1.52% -1.14% 2.83% 0.18% -3.38% -2.71% 4.45% 0.52% 6.72%
2026 1.82% 2.23% 0.66% -4.00% -1.88% 0.01% — — — — — — -1.28%
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 830.69
Min balance 741.16
Max balance 1014.32
Monthly Performance
Metric Value
Average monthly return (geometric), % -0.61
Average monthly return (arithmetic), % -0.54
Best month, % 6.48
Worst month, % -9.32
PnL, Volume & Fees
Metric Value
Total PnL -169.31
Total PnL, % -16.93
Gross profit 676.00
Gross loss 812.16
Trading volume (USDT) 87393.03
Total transactions (buy/sell) 225
Total fees 31.34
Funding net -1.80
Funding accrued (received) 12.89
Funding paid 14.69
Trades
Metric Value
Total Trades 218
Win Trades 61
Los Trades 157
Win Rate, % 27.98
Expectancy per trade -0.6246
Max consecutive wins 5
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 27.35
Position max, % of margin balance 105.25
Max Drawdown 273.17
Max Drawdown, % 26.93
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 0.8323
Recovery Factor (Total PnL / Max DD) -0.6198
Sharpe ratio (monthly) -0.5097
Sortino ratio (monthly) -0.6086
CAGR, % -7.39
Calmar ratio (CAGR / Max DD%) -0.2746
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -246.33 | Fee: 8.69 | Vol: 24278.27
Details
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  "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": 14,
    "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
}