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
1193.30
Total PnL
193.30 (19.33%)
Total Trades (Win/Los)
818 (296/522)
Win Rate
36.19%
Max Drawdown
887.70 (50.20%)
Total Fees
210.86
Position avg (max), %
90.01 (112.80)
Profit Factor
1.07
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 2.59% 16.69% -8.89% 4.50% 2.91% -5.75% 8.11% 11.50% -3.53% 3.00% 13.39% -11.47% 32.90%
2025 9.41% -2.53% -21.76% -5.75% -7.27% -1.20% 4.15% -0.77% 3.67% 5.87% 17.44% -21.25% -24.43%
2026 19.34% 2.76% 11.62% -16.29% 3.74% 0.02% — — — — — — 18.89%
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 1193.30
Min balance 880.71
Max balance 1768.41
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.59
Average monthly return (arithmetic), % 1.14
Best month, % 19.34
Worst month, % -21.76
PnL, Volume & Fees
Metric Value
Total PnL 193.30
Total PnL, % 19.33
Gross profit 6128.59
Gross loss 5720.84
Trading volume (USDT) 585740.78
Total transactions (buy/sell) 821
Total fees 210.86
Funding net -3.59
Funding accrued (received) 61.74
Funding paid 65.33
Trades
Metric Value
Total Trades 818
Win Trades 296
Los Trades 522
Win Rate, % 36.19
Expectancy per trade 0.4985
Max consecutive wins 9
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.01
Position max, % of margin balance 112.80
Max Drawdown 887.70
Max Drawdown, % 50.20
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0713
Recovery Factor (Total PnL / Max DD) 0.2178
Sharpe ratio (monthly) 0.3831
Sortino ratio (monthly) 0.5513
CAGR, % 7.59
Calmar ratio (CAGR / Max DD%) 0.1513
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -6.20 | Fee: 72.35 | Vol: 200982.60
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": 9,
    "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
}