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
1142.14
Total PnL
142.14 (14.21%)
Total Trades (Win/Los)
63 (41/22)
Win Rate
65.08%
Max Drawdown
151.82 (13.68%)
Total Fees
8.81
Position avg (max), %
23.56 (105.26)
Profit Factor
1.33
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 | -2.06% | 0.04% | 2.09% | -2.51% | 1.83% | -2.65% | 2.96% | 2.01% | -1.74% | 4.39% | 4.26% | -1.12% | 7.36% |
| 2025 | -7.60% | 5.59% | 0.84% | 0.73% | 0.67% | -2.23% | 4.65% | 1.50% | -1.06% | 2.68% | 5.74% | 0.36% | 11.69% |
| 2026 | 1.38% | 1.57% | -9.07% | 1.60% | 0.14% | 0.01% | — | — | — | — | — | — | -4.72% |
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 | 1142.14 |
| Min balance | 900.11 |
| Max balance | 1245.25 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 0.44 |
| Average monthly return (arithmetic), % | 0.50 |
| Best month, % | 5.74 |
| Worst month, % | -9.07 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 142.14 |
| Total PnL, % | 14.21 |
| Gross profit | 599.58 |
| Gross loss | 449.73 |
| Trading volume (USDT) | 24690.02 |
| Total transactions (buy/sell) | 67 |
| Total fees | 8.81 |
| Funding net | 1.10 |
| Funding accrued (received) | 15.64 |
| Funding paid | 14.54 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 63 |
| Win Trades | 41 |
| Los Trades | 22 |
| Win Rate, % | 65.08 |
| Expectancy per trade | 2.3785 |
| Max consecutive wins | 8 |
| Max consecutive losses | 4 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 23.56 |
| Position max, % of margin balance | 105.26 |
| Max Drawdown | 151.82 |
| Max Drawdown, % | 13.68 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 1.3332 |
| Recovery Factor (Total PnL / Max DD) | 0.9363 |
| Sharpe ratio (monthly) | 0.5280 |
| Sortino ratio (monthly) | 0.7314 |
| CAGR, % | 5.66 |
| Calmar ratio (CAGR / Max DD%) | 0.4137 |
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -47.12 | Fee: 2.98 | Vol: 8351.29
Realized PnL by Symbol
Details
{
"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": 14,
"detection": 13,
"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
}