hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-4h-notp | exchange: Bybit

Pairs
3
Initial Balance
1000.00
Final Balance
1357.46
Total PnL
357.46 (35.75%)
Total Trades (Win/Los)
983 (353/630)
Win Rate
35.91%
Max Drawdown
467.10 (33.48%)
Total Fees
238.51
Position avg (max), %
89.83 (108.97)
Profit Factor
1.11
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 -0.60% 15.14% -9.34% -5.39% 0.76% -3.07% -2.20% 11.56% -5.36% 5.44% 4.25% -4.10% 4.38%
2025 12.25% 6.98% -12.25% 0.39% -10.02% -1.02% 0.04% 7.28% 6.12% 10.39% 12.12% -22.57% 2.81%
2026 19.73% 5.51% 11.81% -12.77% 2.72% 0.02% — — — — — — 26.59%
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 1357.46
Min balance 896.93
Max balance 1597.04
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.03
Average monthly return (arithmetic), % 1.46
Best month, % 19.73
Worst month, % -22.57
PnL, Volume & Fees
Metric Value
Total PnL 357.46
Total PnL, % 35.75
Gross profit 6316.90
Gross loss 5715.95
Trading volume (USDT) 662557.85
Total transactions (buy/sell) 986
Total fees 238.51
Funding net -4.99
Funding accrued (received) 57.79
Funding paid 62.78
Trades
Metric Value
Total Trades 983
Win Trades 353
Los Trades 630
Win Rate, % 35.91
Expectancy per trade 0.6113
Max consecutive wins 8
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.83
Position max, % of margin balance 108.97
Max Drawdown 467.10
Max Drawdown, % 33.48
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1051
Recovery Factor (Total PnL / Max DD) 0.7653
Sharpe ratio (monthly) 0.5479
Sortino ratio (monthly) 0.8353
CAGR, % 13.49
Calmar ratio (CAGR / Max DD%) 0.4029
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 218.75 | Fee: 81.08 | Vol: 225230.44
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": "4h",
    "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": 2,
    "detection": 7,
    "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
}