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
1161.62
Total PnL
161.62 (16.16%)
Total Trades (Win/Los)
392 (134/258)
Win Rate
34.18%
Max Drawdown
516.14 (32.12%)
Total Fees
88.99
Position avg (max), %
88.89 (111.84)
Profit Factor
1.07
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 -23.28% 32.06% 6.34% -9.01% -2.35% 4.09% -4.48% 3.54% 0.08% 2.54% 9.70% -19.48% -10.67%
2025 9.84% 7.33% -3.62% -3.35% 5.26% -7.66% 10.14% 11.95% 6.44% -6.09% 7.76% -10.34% 27.10%
2026 19.76% 3.92% -15.29% -5.17% 2.39% 0.01% — — — — — — 2.37%
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 1161.62
Min balance 747.70
Max balance 1607.12
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.50
Average monthly return (arithmetic), % 1.10
Best month, % 32.06
Worst month, % -23.28
PnL, Volume & Fees
Metric Value
Total PnL 161.62
Total PnL, % 16.16
Gross profit 3765.28
Gross loss 3504.43
Trading volume (USDT) 247215.63
Total transactions (buy/sell) 395
Total fees 88.99
Funding net -10.25
Funding accrued (received) 51.56
Funding paid 61.80
Trades
Metric Value
Total Trades 392
Win Trades 134
Los Trades 258
Win Rate, % 34.18
Expectancy per trade 0.6654
Max consecutive wins 12
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.89
Position max, % of margin balance 111.84
Max Drawdown 516.14
Max Drawdown, % 32.12
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0744
Recovery Factor (Total PnL / Max DD) 0.3131
Sharpe ratio (monthly) 0.3474
Sortino ratio (monthly) 0.5363
CAGR, % 6.40
Calmar ratio (CAGR / Max DD%) 0.1993
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -71.86 | Fee: 30.64 | Vol: 85117.80
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": 7,
    "detection": 6,
    "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
}