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
1916.75
Total PnL
916.75 (91.67%)
Total Trades (Win/Los)
923 (290/633)
Win Rate
31.42%
Max Drawdown
1133.23 (37.62%)
Total Fees
379.99
Position avg (max), %
92.13 (113.27)
Profit Factor
1.15
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 0.22% 28.71% -3.58% 18.47% 5.01% -3.50% -6.60% 17.45% -4.55% 5.52% 29.06% -13.33% 84.53%
2025 10.05% 8.75% -9.45% -3.77% -1.43% -10.30% 0.95% 11.61% 3.08% 9.11% 21.45% -19.69% 13.97%
2026 18.69% -5.93% -3.55% -13.73% -1.85% 0.01% — — — — — — -8.80%
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 1916.75
Min balance 899.29
Max balance 3012.31
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.19
Average monthly return (arithmetic), % 2.90
Best month, % 29.06
Worst month, % -19.69
PnL, Volume & Fees
Metric Value
Total PnL 916.75
Total PnL, % 91.67
Gross profit 9905.12
Gross loss 8602.60
Trading volume (USDT) 1055570.99
Total transactions (buy/sell) 926
Total fees 379.99
Funding net -5.78
Funding accrued (received) 97.80
Funding paid 103.57
Trades
Metric Value
Total Trades 923
Win Trades 290
Los Trades 633
Win Rate, % 31.42
Expectancy per trade 1.4112
Max consecutive wins 8
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 92.13
Position max, % of margin balance 113.27
Max Drawdown 1133.23
Max Drawdown, % 37.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1514
Recovery Factor (Total PnL / Max DD) 0.8090
Sharpe ratio (monthly) 0.8248
Sortino ratio (monthly) 1.6523
CAGR, % 30.92
Calmar ratio (CAGR / Max DD%) 0.8220
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 468.66 | Fee: 118.90 | Vol: 330296.18
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": 4,
    "detection": 2,
    "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
}