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
1424.10
Total PnL
424.10 (42.41%)
Total Trades (Win/Los)
842 (268/574)
Win Rate
31.83%
Max Drawdown
895.32 (40.73%)
Total Fees
291.90
Position avg (max), %
91.65 (118.19)
Profit Factor
1.10
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 -2.70% 28.12% -6.25% 16.38% 2.18% -1.58% -3.90% 16.01% 2.35% 4.09% 25.16% -15.41% 71.96%
2025 8.98% 1.60% -6.70% -5.33% -7.12% -12.36% 3.16% 9.55% -0.20% 6.77% 16.94% -17.82% -7.87%
2026 16.07% -4.61% -6.29% -11.51% -2.04% 0.02% — — — — — — -10.05%
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 1424.10
Min balance 872.63
Max balance 2225.84
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.19
Average monthly return (arithmetic), % 1.78
Best month, % 28.12
Worst month, % -17.82
PnL, Volume & Fees
Metric Value
Total PnL 424.10
Total PnL, % 42.41
Gross profit 8027.71
Gross loss 7306.05
Trading volume (USDT) 810870.90
Total transactions (buy/sell) 845
Total fees 291.90
Funding net -5.66
Funding accrued (received) 82.18
Funding paid 87.84
Trades
Metric Value
Total Trades 842
Win Trades 268
Los Trades 574
Win Rate, % 31.83
Expectancy per trade 0.8571
Max consecutive wins 7
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.65
Position max, % of margin balance 118.19
Max Drawdown 895.32
Max Drawdown, % 40.73
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0988
Recovery Factor (Total PnL / Max DD) 0.4737
Sharpe ratio (monthly) 0.5530
Sortino ratio (monthly) 1.0238
CAGR, % 15.77
Calmar ratio (CAGR / Max DD%) 0.3871
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 107.13 | Fee: 94.83 | Vol: 263436.58
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": 3,
    "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
}