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
1132.93
Total PnL
132.93 (13.29%)
Total Trades (Win/Los)
812 (244/568)
Win Rate
30.05%
Max Drawdown
955.57 (46.52%)
Total Fees
250.12
Position avg (max), %
91.06 (111.33)
Profit Factor
1.06
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 -8.25% 23.32% -7.96% 12.09% -0.41% -3.00% 2.34% 8.96% 0.81% 6.79% 34.96% -8.63% 66.93%
2025 3.60% 1.90% -8.06% -1.95% 2.63% -10.73% -7.46% 10.55% 6.83% 0.68% 4.09% -19.04% -19.16%
2026 20.26% -12.36% -8.82% -12.15% -0.52% 0.01% — — — — — — -15.99%
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 1132.93
Min balance 831.02
Max balance 2053.91
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.42
Average monthly return (arithmetic), % 1.02
Best month, % 34.96
Worst month, % -19.04
PnL, Volume & Fees
Metric Value
Total PnL 132.93
Total PnL, % 13.29
Gross profit 6608.47
Gross loss 6218.15
Trading volume (USDT) 694796.06
Total transactions (buy/sell) 815
Total fees 250.12
Funding net -7.28
Funding accrued (received) 72.48
Funding paid 79.75
Trades
Metric Value
Total Trades 812
Win Trades 244
Los Trades 568
Win Rate, % 30.05
Expectancy per trade 0.4807
Max consecutive wins 6
Max consecutive losses 28
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.06
Position max, % of margin balance 111.33
Max Drawdown 955.57
Max Drawdown, % 46.52
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0628
Recovery Factor (Total PnL / Max DD) 0.1391
Sharpe ratio (monthly) 0.3120
Sortino ratio (monthly) 0.5577
CAGR, % 5.30
Calmar ratio (CAGR / Max DD%) 0.1140
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 385.61 | Fee: 79.87 | Vol: 221875.70
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": 5,
    "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
}