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
1087.40
Total PnL
87.40 (8.74%)
Total Trades (Win/Los)
585 (203/382)
Win Rate
34.70%
Max Drawdown
760.60 (41.75%)
Total Fees
166.24
Position avg (max), %
90.77 (114.14)
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 -11.98% 28.73% -2.90% 3.02% -1.79% 4.88% -5.36% 2.88% 6.27% 0.77% 32.28% -11.35% 42.75%
2025 7.01% 2.94% 1.20% -9.69% 2.43% -13.82% 2.60% 6.11% 2.98% -3.73% 6.99% -17.78% -15.63%
2026 18.04% -2.99% -11.68% -8.47% -2.42% 0.02% — — — — — — -9.65%
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 1087.40
Min balance 801.67
Max balance 1822.00
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.28
Average monthly return (arithmetic), % 0.84
Best month, % 32.28
Worst month, % -17.78
PnL, Volume & Fees
Metric Value
Total PnL 87.40
Total PnL, % 8.74
Gross profit 5480.12
Gross loss 5215.90
Trading volume (USDT) 461801.66
Total transactions (buy/sell) 588
Total fees 166.24
Funding net -10.58
Funding accrued (received) 64.94
Funding paid 75.52
Trades
Metric Value
Total Trades 585
Win Trades 203
Los Trades 382
Win Rate, % 34.70
Expectancy per trade 0.4517
Max consecutive wins 9
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.77
Position max, % of margin balance 114.14
Max Drawdown 760.60
Max Drawdown, % 41.75
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0507
Recovery Factor (Total PnL / Max DD) 0.1149
Sharpe ratio (monthly) 0.2665
Sortino ratio (monthly) 0.4695
CAGR, % 3.53
Calmar ratio (CAGR / Max DD%) 0.0846
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 222.77 | Fee: 55.07 | Vol: 152973.62
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": 5,
    "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
}