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
1063.55
Total PnL
63.55 (6.35%)
Total Trades (Win/Los)
667 (215/452)
Win Rate
32.23%
Max Drawdown
770.95 (42.59%)
Total Fees
187.16
Position avg (max), %
90.95 (116.75)
Profit Factor
1.05
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 -9.74% 25.48% -0.74% 5.95% -1.80% 1.93% -7.31% 3.83% 4.74% 4.29% 35.55% -10.20% 52.56%
2025 0.89% 3.45% -7.24% -8.62% -0.55% -13.97% 4.00% 8.70% 3.01% -2.07% 8.39% -15.30% -20.76%
2026 17.44% -6.68% -12.73% -6.04% -2.06% 0.02% — — — — — — -11.97%
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 1063.55
Min balance 824.20
Max balance 1810.08
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.21
Average monthly return (arithmetic), % 0.75
Best month, % 35.55
Worst month, % -15.30
PnL, Volume & Fees
Metric Value
Total PnL 63.55
Total PnL, % 6.35
Gross profit 5657.24
Gross loss 5398.81
Trading volume (USDT) 519918.45
Total transactions (buy/sell) 670
Total fees 187.16
Funding net -7.72
Funding accrued (received) 65.42
Funding paid 73.14
Trades
Metric Value
Total Trades 667
Win Trades 215
Los Trades 452
Win Rate, % 32.23
Expectancy per trade 0.3875
Max consecutive wins 6
Max consecutive losses 21
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.95
Position max, % of margin balance 116.75
Max Drawdown 770.95
Max Drawdown, % 42.59
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0479
Recovery Factor (Total PnL / Max DD) 0.0824
Sharpe ratio (monthly) 0.2403
Sortino ratio (monthly) 0.4384
CAGR, % 2.58
Calmar ratio (CAGR / Max DD%) 0.0607
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 281.45 | Fee: 58.67 | Vol: 162980.82
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": 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
}