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
1438.56
Total PnL
438.56 (43.86%)
Total Trades (Win/Los)
800 (258/542)
Win Rate
32.25%
Max Drawdown
834.32 (37.28%)
Total Fees
280.70
Position avg (max), %
91.73 (114.99)
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 -2.86% 31.48% -6.71% 14.73% -0.04% -1.11% -3.52% 15.13% 0.92% 2.03% 24.00% -13.22% 66.30%
2025 11.21% 5.19% -2.66% -3.36% -10.30% -13.48% 3.49% 8.71% -0.67% 6.31% 17.91% -19.80% -4.05%
2026 16.00% -3.15% -6.50% -12.85% -1.48% 0.01% — — — — — — -9.79%
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 1438.56
Min balance 862.31
Max balance 2237.93
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.22
Average monthly return (arithmetic), % 1.85
Best month, % 31.48
Worst month, % -19.80
PnL, Volume & Fees
Metric Value
Total PnL 438.56
Total PnL, % 43.86
Gross profit 7992.82
Gross loss 7266.55
Trading volume (USDT) 779755.90
Total transactions (buy/sell) 803
Total fees 280.70
Funding net -7.02
Funding accrued (received) 82.48
Funding paid 89.50
Trades
Metric Value
Total Trades 800
Win Trades 258
Los Trades 542
Win Rate, % 32.25
Expectancy per trade 0.9078
Max consecutive wins 8
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.73
Position max, % of margin balance 114.99
Max Drawdown 834.32
Max Drawdown, % 37.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0999
Recovery Factor (Total PnL / Max DD) 0.5257
Sharpe ratio (monthly) 0.5590
Sortino ratio (monthly) 1.0294
CAGR, % 16.25
Calmar ratio (CAGR / Max DD%) 0.4359
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 104.33 | Fee: 92.23 | Vol: 256202.74
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": 4,
    "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
}