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
1272.05
Total PnL
272.05 (27.21%)
Total Trades (Win/Los)
774 (280/494)
Win Rate
36.18%
Max Drawdown
859.77 (42.15%)
Total Fees
245.50
Position avg (max), %
91.70 (111.68)
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 3.31% 15.96% -2.44% 10.31% 1.39% -1.96% 2.09% 8.09% -0.43% 0.34% 19.07% -9.81% 51.76%
2025 12.02% 2.65% -11.84% -3.01% -4.99% -10.85% 7.00% 3.05% 8.18% 4.82% 17.15% -29.29% -13.72%
2026 18.30% -4.13% -1.01% -17.08% 4.44% -0.01% — — — — — — -2.78%
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 1272.05
Min balance 946.65
Max balance 2039.93
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.81
Average monthly return (arithmetic), % 1.38
Best month, % 19.07
Worst month, % -29.29
PnL, Volume & Fees
Metric Value
Total PnL 272.05
Total PnL, % 27.21
Gross profit 7162.33
Gross loss 6637.86
Trading volume (USDT) 681981.55
Total transactions (buy/sell) 777
Total fees 245.50
Funding net -6.92
Funding accrued (received) 74.41
Funding paid 81.33
Trades
Metric Value
Total Trades 774
Win Trades 280
Los Trades 494
Win Rate, % 36.18
Expectancy per trade 0.6776
Max consecutive wins 8
Max consecutive losses 26
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.70
Position max, % of margin balance 111.68
Max Drawdown 859.77
Max Drawdown, % 42.15
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0790
Recovery Factor (Total PnL / Max DD) 0.3164
Sharpe ratio (monthly) 0.4578
Sortino ratio (monthly) 0.6612
CAGR, % 10.48
Calmar ratio (CAGR / Max DD%) 0.2486
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -168.37 | Fee: 84.91 | Vol: 235871.34
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": 8,
    "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
}