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
1259.69
Total PnL
259.69 (25.97%)
Total Trades (Win/Los)
65 (42/23)
Win Rate
64.62%
Max Drawdown
183.37 (18.16%)
Total Fees
9.16
Position avg (max), %
24.71 (105.45)
Profit Factor
1.61
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% -2.56% 1.87% -1.08% -8.89% 14.60% -1.75% 4.43% 4.30% -1.13% 6.44%
2025 5.43% 5.91% 0.74% 1.07% 0.71% -1.96% 4.84% 1.32% -0.88% 3.24% 5.35% 0.32% 28.96%
2026 1.21% 1.38% -6.58% -3.82% -0.44% 0.01% — — — — — — -8.20%
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 1259.69
Min balance 826.60
Max balance 1418.79
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.77
Average monthly return (arithmetic), % 0.86
Best month, % 14.60
Worst month, % -8.89
PnL, Volume & Fees
Metric Value
Total PnL 259.69
Total PnL, % 25.97
Gross profit 707.52
Gross loss 440.43
Trading volume (USDT) 25698.25
Total transactions (buy/sell) 69
Total fees 9.16
Funding net 1.76
Funding accrued (received) 17.65
Funding paid 15.89
Trades
Metric Value
Total Trades 65
Win Trades 42
Los Trades 23
Win Rate, % 64.62
Expectancy per trade 4.1090
Max consecutive wins 10
Max consecutive losses 5
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.71
Position max, % of margin balance 105.45
Max Drawdown 183.37
Max Drawdown, % 18.16
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.6064
Recovery Factor (Total PnL / Max DD) 1.4162
Sharpe ratio (monthly) 0.7039
Sortino ratio (monthly) 1.2619
CAGR, % 10.03
Calmar ratio (CAGR / Max DD%) 0.5526
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: 24.24 | Fee: 3.19 | Vol: 8961.23
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": 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
}