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
1322.97
Total PnL
322.97 (32.30%)
Total Trades (Win/Los)
651 (233/418)
Win Rate
35.79%
Max Drawdown
992.47 (43.75%)
Total Fees
221.54
Position avg (max), %
92.02 (118.66)
Profit Factor
1.08
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 -1.07% 21.17% -8.20% 12.09% 8.36% -0.17% 7.88% 9.33% 3.62% 3.71% 22.57% -16.67% 72.75%
2025 14.20% -4.91% -12.03% -2.41% -8.23% -2.93% -0.77% 0.34% 7.29% -0.13% 14.97% -15.22% -13.65%
2026 13.58% -13.33% -3.18% -7.36% 0.52% -0.01% — — — — — — -11.25%
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 1322.97
Min balance 912.63
Max balance 2268.68
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.94
Average monthly return (arithmetic), % 1.43
Best month, % 22.57
Worst month, % -16.67
PnL, Volume & Fees
Metric Value
Total PnL 322.97
Total PnL, % 32.30
Gross profit 7161.19
Gross loss 6608.54
Trading volume (USDT) 615431.17
Total transactions (buy/sell) 654
Total fees 221.54
Funding net -8.14
Funding accrued (received) 79.30
Funding paid 87.44
Trades
Metric Value
Total Trades 651
Win Trades 233
Los Trades 418
Win Rate, % 35.79
Expectancy per trade 0.8489
Max consecutive wins 8
Max consecutive losses 23
Risk & Exposure
Metric Value
Position avg, % of margin balance 92.02
Position max, % of margin balance 118.66
Max Drawdown 992.47
Max Drawdown, % 43.75
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0836
Recovery Factor (Total PnL / Max DD) 0.3254
Sharpe ratio (monthly) 0.4947
Sortino ratio (monthly) 0.8309
CAGR, % 12.29
Calmar ratio (CAGR / Max DD%) 0.2809
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 293.80 | Fee: 72.59 | Vol: 201638.20
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": 12,
    "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
}