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
1279.25
Total PnL
279.25 (27.93%)
Total Trades (Win/Los)
449 (161/288)
Win Rate
35.86%
Max Drawdown
614.57 (33.79%)
Total Fees
114.65
Position avg (max), %
89.28 (109.12)
Profit Factor
1.10
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 -8.43% 31.91% -9.88% -10.72% -0.32% 2.19% -3.75% -0.14% 4.51% -2.32% 24.47% -10.50% 8.22%
2025 8.95% 8.60% 2.34% -6.83% 3.43% -12.71% 9.14% 9.85% 3.93% -3.68% 9.63% -11.64% 18.40%
2026 19.23% 1.35% -11.08% -8.03% 1.07% 0.01% — — — — — — -0.10%
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 1279.25
Min balance 833.38
Max balance 1818.55
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.83
Average monthly return (arithmetic), % 1.35
Best month, % 31.91
Worst month, % -12.71
PnL, Volume & Fees
Metric Value
Total PnL 279.25
Total PnL, % 27.93
Gross profit 4567.10
Gross loss 4161.37
Trading volume (USDT) 318510.09
Total transactions (buy/sell) 452
Total fees 114.65
Funding net -11.83
Funding accrued (received) 57.45
Funding paid 69.27
Trades
Metric Value
Total Trades 449
Win Trades 161
Los Trades 288
Win Rate, % 35.86
Expectancy per trade 0.9036
Max consecutive wins 10
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.28
Position max, % of margin balance 109.12
Max Drawdown 614.57
Max Drawdown, % 33.79
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0975
Recovery Factor (Total PnL / Max DD) 0.4544
Sharpe ratio (monthly) 0.4416
Sortino ratio (monthly) 0.8293
CAGR, % 10.74
Calmar ratio (CAGR / Max DD%) 0.3177
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -35.14 | Fee: 40.68 | Vol: 112997.06
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": 8,
    "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
}