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
1214.37
Total PnL
214.37 (21.44%)
Total Trades (Win/Los)
681 (235/446)
Win Rate
34.51%
Max Drawdown
862.14 (42.77%)
Total Fees
219.41
Position avg (max), %
91.60 (113.45)
Profit Factor
1.07
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 -3.02% 30.04% -2.25% 14.29% 0.04% -1.89% -3.02% 6.32% 5.35% -0.69% 20.82% -15.72% 51.91%
2025 8.49% 1.38% -4.96% -6.56% -2.42% -14.43% 6.58% 5.74% 4.57% 9.36% 15.46% -22.67% -6.15%
2026 17.63% -7.14% -10.66% -12.92% 0.30% 0.02% — — — — — — -14.76%
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 1214.37
Min balance 870.33
Max balance 2015.76
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.65
Average monthly return (arithmetic), % 1.27
Best month, % 30.04
Worst month, % -22.67
PnL, Volume & Fees
Metric Value
Total PnL 214.37
Total PnL, % 21.44
Gross profit 6905.56
Gross loss 6466.97
Trading volume (USDT) 609510.90
Total transactions (buy/sell) 684
Total fees 219.41
Funding net -4.81
Funding accrued (received) 76.60
Funding paid 81.41
Trades
Metric Value
Total Trades 681
Win Trades 235
Los Trades 446
Win Rate, % 34.51
Expectancy per trade 0.6440
Max consecutive wins 9
Max consecutive losses 23
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.60
Position max, % of margin balance 113.45
Max Drawdown 862.14
Max Drawdown, % 42.77
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0678
Recovery Factor (Total PnL / Max DD) 0.2487
Sharpe ratio (monthly) 0.3917
Sortino ratio (monthly) 0.6424
CAGR, % 8.38
Calmar ratio (CAGR / Max DD%) 0.1958
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -182.84 | Fee: 75.92 | Vol: 210904.56
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": 8,
    "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
}