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
1057.59
Total PnL
57.59 (5.76%)
Total Trades (Win/Los)
63 (40/23)
Win Rate
63.49%
Max Drawdown
157.69 (13.17%)
Total Fees
8.55
Position avg (max), %
22.19 (105.69)
Profit Factor
1.14
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 -9.16% 5.39% 0.86% 0.74% 0.63% -2.27% 4.53% 1.54% 1.88% 0.23% 3.03% 0.38% 7.23%
2026 1.44% 1.64% -6.55% -4.07% -0.59% 0.01% — — — — — — -8.10%
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 1057.59
Min balance 900.11
Max balance 1197.33
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.19
Average monthly return (arithmetic), % 0.24
Best month, % 5.39
Worst month, % -9.16
PnL, Volume & Fees
Metric Value
Total PnL 57.59
Total PnL, % 5.76
Gross profit 560.50
Gross loss 492.82
Trading volume (USDT) 23976.53
Total transactions (buy/sell) 67
Total fees 8.55
Funding net -1.54
Funding accrued (received) 13.08
Funding paid 14.62
Trades
Metric Value
Total Trades 63
Win Trades 40
Los Trades 23
Win Rate, % 63.49
Expectancy per trade 1.0744
Max consecutive wins 8
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 22.19
Position max, % of margin balance 105.69
Max Drawdown 157.69
Max Drawdown, % 13.17
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1373
Recovery Factor (Total PnL / Max DD) 0.3653
Sharpe ratio (monthly) 0.2620
Sortino ratio (monthly) 0.3464
CAGR, % 2.35
Calmar ratio (CAGR / Max DD%) 0.1781
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -79.74 | Fee: 2.93 | Vol: 8212.69
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": 14,
    "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
}