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
1246.87
Total PnL
246.87 (24.69%)
Total Trades (Win/Los)
574 (186/388)
Win Rate
32.40%
Max Drawdown
987.45 (44.42%)
Total Fees
181.07
Position avg (max), %
90.76 (126.87)
Profit Factor
1.08
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 -4.04% 31.61% -7.32% -2.58% 2.35% 2.27% -5.16% 2.96% 4.65% 2.75% 31.23% -6.75% 53.36%
2025 5.86% 12.87% -7.53% -12.74% 1.53% -11.64% 9.23% 15.20% 1.47% -2.70% 6.20% -14.00% -1.87%
2026 23.21% -15.33% -12.41% -6.08% -3.42% 0.01% — — — — — — -17.10%
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 1246.87
Min balance 869.68
Max balance 2222.81
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.74
Average monthly return (arithmetic), % 1.39
Best month, % 31.61
Worst month, % -15.33
PnL, Volume & Fees
Metric Value
Total PnL 246.87
Total PnL, % 24.69
Gross profit 6268.02
Gross loss 5830.40
Trading volume (USDT) 503002.29
Total transactions (buy/sell) 577
Total fees 181.07
Funding net -9.68
Funding accrued (received) 72.52
Funding paid 82.19
Trades
Metric Value
Total Trades 574
Win Trades 186
Los Trades 388
Win Rate, % 32.40
Expectancy per trade 0.7624
Max consecutive wins 9
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.76
Position max, % of margin balance 126.87
Max Drawdown 987.45
Max Drawdown, % 44.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0751
Recovery Factor (Total PnL / Max DD) 0.2500
Sharpe ratio (monthly) 0.4067
Sortino ratio (monthly) 0.7798
CAGR, % 9.57
Calmar ratio (CAGR / Max DD%) 0.2154
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -182.68 | Fee: 61.74 | Vol: 171522.20
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": 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
}