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
1374.91
Total PnL
374.91 (37.49%)
Total Trades (Win/Los)
746 (252/494)
Win Rate
33.78%
Max Drawdown
931.48 (41.74%)
Total Fees
262.35
Position avg (max), %
91.54 (114.65)
Profit Factor
1.09
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 -1.09% 30.72% -2.31% 13.63% -1.68% 0.24% -4.74% 11.05% 3.95% 0.70% 22.41% -15.14% 62.71%
2025 14.18% 3.52% -3.08% -3.76% -10.14% -14.51% 3.59% 6.06% 3.78% 11.20% 16.01% -20.60% -1.07%
2026 14.60% -3.92% -10.18% -14.88% 1.52% 0.01% — — — — — — -14.53%
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 1374.91
Min balance 886.65
Max balance 2231.58
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.07
Average monthly return (arithmetic), % 1.71
Best month, % 30.72
Worst month, % -20.60
PnL, Volume & Fees
Metric Value
Total PnL 374.91
Total PnL, % 37.49
Gross profit 7818.44
Gross loss 7175.36
Trading volume (USDT) 728799.33
Total transactions (buy/sell) 749
Total fees 262.35
Funding net -5.81
Funding accrued (received) 82.87
Funding paid 88.68
Trades
Metric Value
Total Trades 746
Win Trades 252
Los Trades 494
Win Rate, % 33.78
Expectancy per trade 0.8620
Max consecutive wins 9
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.54
Position max, % of margin balance 114.65
Max Drawdown 931.48
Max Drawdown, % 41.74
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0896
Recovery Factor (Total PnL / Max DD) 0.4025
Sharpe ratio (monthly) 0.5167
Sortino ratio (monthly) 0.8764
CAGR, % 14.09
Calmar ratio (CAGR / Max DD%) 0.3376
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 176.96 | Fee: 86.62 | Vol: 240626.88
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": 6,
    "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
}