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
1325.98
Total PnL
325.98 (32.60%)
Total Trades (Win/Los)
297 (118/179)
Win Rate
39.73%
Max Drawdown
566.39 (40.29%)
Total Fees
72.93
Position avg (max), %
89.14 (113.28)
Profit Factor
1.12
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 -6.10% 34.06% -15.30% -8.03% -3.81% 4.99% -0.09% -1.07% 2.73% 6.65% 22.82% -14.27% 12.90%
2025 0.69% 7.14% -12.62% 4.24% 1.52% -13.34% 15.52% 5.23% 4.14% -2.29% 4.21% -13.59% -3.73%
2026 31.07% 3.10% -9.03% -1.74% 1.04% 0.01% — — — — — — 22.06%
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 1325.98
Min balance 839.30
Max balance 1672.15
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.95
Average monthly return (arithmetic), % 1.60
Best month, % 34.06
Worst month, % -15.30
PnL, Volume & Fees
Metric Value
Total PnL 325.98
Total PnL, % 32.60
Gross profit 3826.69
Gross loss 3413.71
Trading volume (USDT) 202615.34
Total transactions (buy/sell) 300
Total fees 72.93
Funding net -14.06
Funding accrued (received) 53.46
Funding paid 67.52
Trades
Metric Value
Total Trades 297
Win Trades 118
Los Trades 179
Win Rate, % 39.73
Expectancy per trade 1.3905
Max consecutive wins 12
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.14
Position max, % of margin balance 113.28
Max Drawdown 566.39
Max Drawdown, % 40.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1210
Recovery Factor (Total PnL / Max DD) 0.5755
Sharpe ratio (monthly) 0.4670
Sortino ratio (monthly) 0.8858
CAGR, % 12.39
Calmar ratio (CAGR / Max DD%) 0.3076
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 75.35 | Fee: 25.22 | Vol: 70078.30
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": 19,
    "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
}