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
1042.87
Total PnL
42.87 (4.29%)
Total Trades (Win/Los)
681 (240/441)
Win Rate
35.24%
Max Drawdown
904.89 (47.81%)
Total Fees
193.54
Position avg (max), %
91.29 (107.52)
Profit Factor
1.04
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 2.57% 20.64% -5.06% 2.37% 3.77% -2.74% 0.97% 2.33% 1.61% 1.41% 25.61% -12.41% 42.16%
2025 12.47% -5.56% -10.09% -4.48% -6.55% -10.32% 7.37% 6.14% 8.73% 1.26% 15.98% -22.26% -13.51%
2026 14.55% -8.24% -5.30% -15.30% 0.68% -0.01% — — — — — — -15.13%
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 1042.87
Min balance 935.54
Max balance 1892.57
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.14
Average monthly return (arithmetic), % 0.67
Best month, % 25.61
Worst month, % -22.26
PnL, Volume & Fees
Metric Value
Total PnL 42.87
Total PnL, % 4.29
Gross profit 5956.00
Gross loss 5713.22
Trading volume (USDT) 537643.88
Total transactions (buy/sell) 684
Total fees 193.54
Funding net -6.36
Funding accrued (received) 66.99
Funding paid 73.35
Trades
Metric Value
Total Trades 681
Win Trades 240
Los Trades 441
Win Rate, % 35.24
Expectancy per trade 0.3565
Max consecutive wins 8
Max consecutive losses 23
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.29
Position max, % of margin balance 107.52
Max Drawdown 904.89
Max Drawdown, % 47.81
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0425
Recovery Factor (Total PnL / Max DD) 0.0474
Sharpe ratio (monthly) 0.2246
Sortino ratio (monthly) 0.3510
CAGR, % 1.75
Calmar ratio (CAGR / Max DD%) 0.0367
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -260.78 | Fee: 65.79 | Vol: 182759.21
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": 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
}