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
1300.26
Total PnL
300.26 (30.03%)
Total Trades (Win/Los)
751 (275/476)
Win Rate
36.62%
Max Drawdown
689.93 (40.05%)
Total Fees
204.85
Position avg (max), %
90.92 (112.11)
Profit Factor
1.09
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 -1.24% 19.43% -12.92% 0.79% 7.44% -6.55% 5.94% 11.31% 0.66% 4.67% 21.42% -16.49% 30.93%
2025 10.89% -1.85% -16.10% -3.33% -4.31% -0.93% 4.72% 1.69% 4.66% 4.89% 15.83% -16.36% -5.23%
2026 14.24% -1.41% 7.48% -15.57% 2.59% -0.01% — — — — — — 4.86%
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 1300.26
Min balance 891.37
Max balance 1727.92
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.88
Average monthly return (arithmetic), % 1.39
Best month, % 21.42
Worst month, % -16.49
PnL, Volume & Fees
Metric Value
Total PnL 300.26
Total PnL, % 30.03
Gross profit 6209.79
Gross loss 5700.48
Trading volume (USDT) 569063.95
Total transactions (buy/sell) 754
Total fees 204.85
Funding net -4.20
Funding accrued (received) 65.30
Funding paid 69.50
Trades
Metric Value
Total Trades 751
Win Trades 275
Los Trades 476
Win Rate, % 36.62
Expectancy per trade 0.6782
Max consecutive wins 9
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.92
Position max, % of margin balance 112.11
Max Drawdown 689.93
Max Drawdown, % 40.05
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0893
Recovery Factor (Total PnL / Max DD) 0.4352
Sharpe ratio (monthly) 0.4790
Sortino ratio (monthly) 0.7326
CAGR, % 11.49
Calmar ratio (CAGR / Max DD%) 0.2868
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -96.61 | Fee: 70.99 | Vol: 197206.44
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": 10,
    "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
}