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
1027.75
Total PnL
27.75 (2.77%)
Total Trades (Win/Los)
306 (67/239)
Win Rate
21.90%
Max Drawdown
279.97 (26.85%)
Total Fees
44.57
Position avg (max), %
24.28 (103.90)
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 -0.57% 0.15% 2.05% -2.48% 1.80% -1.77% -3.49% -0.75% -1.92% -7.62% 3.37% -1.37% -12.32%
2025 -0.78% 1.13% 1.00% 2.26% 0.22% -12.77% 6.50% 1.94% 0.50% 6.31% 3.66% 0.45% 9.43%
2026 3.47% 1.93% -0.22% 2.46% -0.65% 0.00% — — — — — — 7.12%
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 1027.75
Min balance 762.90
Max balance 1042.87
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.09
Average monthly return (arithmetic), % 0.16
Best month, % 6.50
Worst month, % -12.77
PnL, Volume & Fees
Metric Value
Total PnL 27.75
Total PnL, % 2.77
Gross profit 806.15
Gross loss 732.32
Trading volume (USDT) 124140.28
Total transactions (buy/sell) 309
Total fees 44.57
Funding net -1.51
Funding accrued (received) 12.56
Funding paid 14.07
Trades
Metric Value
Total Trades 306
Win Trades 67
Los Trades 239
Win Rate, % 21.90
Expectancy per trade 0.2413
Max consecutive wins 7
Max consecutive losses 113
Risk & Exposure
Metric Value
Position avg, % of margin balance 24.28
Position max, % of margin balance 103.90
Max Drawdown 279.97
Max Drawdown, % 26.85
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1008
Recovery Factor (Total PnL / Max DD) 0.0991
Sharpe ratio (monthly) 0.1525
Sortino ratio (monthly) 0.1922
CAGR, % 1.14
Calmar ratio (CAGR / Max DD%) 0.0425
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 1d zigzag | PnL: -95.74 | Fee: 11.70 | Vol: 32623.18
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": 15,
    "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
}