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
1252.37
Total PnL
252.37 (25.24%)
Total Trades (Win/Los)
729 (212/517)
Win Rate
29.08%
Max Drawdown
966.79 (44.25%)
Total Fees
202.67
Position avg (max), %
90.70 (121.81)
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 -11.16% 29.49% -12.71% 1.96% 0.49% -4.97% 1.05% 4.02% -0.82% 2.65% 21.02% -6.59% 18.29%
2025 8.65% 10.07% -5.28% -7.12% 9.81% -9.10% 7.75% 14.67% 3.44% 2.66% 7.57% -13.02% 28.93%
2026 18.86% -18.01% -8.22% -6.19% -2.08% 0.02% — — — — — — -17.83%
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 1252.37
Min balance 799.01
Max balance 2185.04
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.76
Average monthly return (arithmetic), % 1.30
Best month, % 29.49
Worst month, % -18.01
PnL, Volume & Fees
Metric Value
Total PnL 252.37
Total PnL, % 25.24
Gross profit 5857.05
Gross loss 5396.59
Trading volume (USDT) 563000.85
Total transactions (buy/sell) 732
Total fees 202.67
Funding net -5.42
Funding accrued (received) 66.51
Funding paid 71.94
Trades
Metric Value
Total Trades 729
Win Trades 212
Los Trades 517
Win Rate, % 29.08
Expectancy per trade 0.6316
Max consecutive wins 7
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.70
Position max, % of margin balance 121.81
Max Drawdown 966.79
Max Drawdown, % 44.25
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0853
Recovery Factor (Total PnL / Max DD) 0.2610
Sharpe ratio (monthly) 0.4227
Sortino ratio (monthly) 0.7354
CAGR, % 9.77
Calmar ratio (CAGR / Max DD%) 0.2207
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -9.73 | Fee: 69.27 | Vol: 192434.90
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": 6,
    "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
}