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
1508.47
Total PnL
508.47 (50.85%)
Total Trades (Win/Los)
827 (300/527)
Win Rate
36.28%
Max Drawdown
883.87 (39.01%)
Total Fees
291.69
Position avg (max), %
91.86 (112.61)
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 8.36% 16.96% -3.84% 8.57% 3.75% 0.19% -2.26% 11.27% -0.65% 0.49% 19.87% -7.52% 65.57%
2025 14.14% 6.41% -10.52% -2.53% -8.96% -7.66% 1.11% 4.82% 7.39% 4.71% 17.20% -27.36% -9.65%
2026 15.03% -4.01% 5.82% -17.28% 4.42% -0.01% — — — — — — 0.91%
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 1508.47
Min balance 961.79
Max balance 2265.86
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.38
Average monthly return (arithmetic), % 1.93
Best month, % 19.87
Worst month, % -27.36
PnL, Volume & Fees
Metric Value
Total PnL 508.47
Total PnL, % 50.85
Gross profit 8205.68
Gross loss 7398.91
Trading volume (USDT) 810300.13
Total transactions (buy/sell) 830
Total fees 291.69
Funding net -6.61
Funding accrued (received) 82.88
Funding paid 89.49
Trades
Metric Value
Total Trades 827
Win Trades 300
Los Trades 527
Win Rate, % 36.28
Expectancy per trade 0.9755
Max consecutive wins 8
Max consecutive losses 28
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.86
Position max, % of margin balance 112.61
Max Drawdown 883.87
Max Drawdown, % 39.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1090
Recovery Factor (Total PnL / Max DD) 0.5753
Sharpe ratio (monthly) 0.6506
Sortino ratio (monthly) 0.9802
CAGR, % 18.56
Calmar ratio (CAGR / Max DD%) 0.4758
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 132.40 | Fee: 97.50 | Vol: 270849.89
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": 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
}