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
1789.70
Total PnL
789.70 (78.97%)
Total Trades (Win/Los)
963 (352/611)
Win Rate
36.55%
Max Drawdown
807.10 (33.91%)
Total Fees
348.98
Position avg (max), %
91.72 (116.83)
Profit Factor
1.14
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 7.52% 16.97% -7.74% -5.00% 2.88% 0.86% -6.43% 17.73% -1.04% 5.87% 20.71% -0.22% 59.03%
2025 17.85% 13.42% -6.99% -1.16% -11.52% -3.13% 2.35% 2.51% 6.22% -0.72% 19.75% -28.23% 0.14%
2026 17.19% 2.53% 9.39% -15.69% 1.49% -0.01% — — — — — — 12.45%
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 1789.70
Min balance 968.83
Max balance 2380.18
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.96
Average monthly return (arithmetic), % 2.58
Best month, % 20.71
Worst month, % -28.23
PnL, Volume & Fees
Metric Value
Total PnL 789.70
Total PnL, % 78.97
Gross profit 9357.60
Gross loss 8208.74
Trading volume (USDT) 969427.13
Total transactions (buy/sell) 966
Total fees 348.98
Funding net -10.19
Funding accrued (received) 83.38
Funding paid 93.57
Trades
Metric Value
Total Trades 963
Win Trades 352
Los Trades 611
Win Rate, % 36.55
Expectancy per trade 1.1930
Max consecutive wins 10
Max consecutive losses 32
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.72
Position max, % of margin balance 116.83
Max Drawdown 807.10
Max Drawdown, % 33.91
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1400
Recovery Factor (Total PnL / Max DD) 0.9784
Sharpe ratio (monthly) 0.8125
Sortino ratio (monthly) 1.3251
CAGR, % 27.26
Calmar ratio (CAGR / Max DD%) 0.8038
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 189.82 | Fee: 117.63 | Vol: 326765.04
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": 3,
    "detection": 5,
    "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
}