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
1387.41
Total PnL
387.41 (38.74%)
Total Trades (Win/Los)
277 (109/168)
Win Rate
39.35%
Max Drawdown
582.27 (32.20%)
Total Fees
73.63
Position avg (max), %
88.84 (112.84)
Profit Factor
1.14
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 -21.41% 35.50% 2.25% 2.86% -0.78% 5.14% 0.40% -4.81% -0.08% 5.62% 11.46% -16.96% 9.09%
2025 -0.96% 6.25% 2.38% 4.64% 2.13% -10.19% 16.14% 8.19% 1.92% -6.69% 2.85% -10.40% 13.87%
2026 27.08% 3.04% -9.17% -1.59% -4.53% 0.01% — — — — — — 11.75%
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 1387.41
Min balance 768.47
Max balance 1855.37
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.10
Average monthly return (arithmetic), % 1.68
Best month, % 35.50
Worst month, % -21.41
PnL, Volume & Fees
Metric Value
Total PnL 387.41
Total PnL, % 38.74
Gross profit 3872.44
Gross loss 3396.95
Trading volume (USDT) 204563.06
Total transactions (buy/sell) 280
Total fees 73.63
Funding net -14.45
Funding accrued (received) 58.35
Funding paid 72.81
Trades
Metric Value
Total Trades 277
Win Trades 109
Los Trades 168
Win Rate, % 39.35
Expectancy per trade 1.7166
Max consecutive wins 7
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.84
Position max, % of margin balance 112.84
Max Drawdown 582.27
Max Drawdown, % 32.20
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1400
Recovery Factor (Total PnL / Max DD) 0.6653
Sharpe ratio (monthly) 0.5255
Sortino ratio (monthly) 0.9447
CAGR, % 14.52
Calmar ratio (CAGR / Max DD%) 0.4510
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 13.78 | Fee: 26.12 | Vol: 72558.95
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": 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
}