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
1243.50
Total PnL
243.50 (24.35%)
Total Trades (Win/Los)
273 (105/168)
Win Rate
38.46%
Max Drawdown
546.10 (32.28%)
Total Fees
68.78
Position avg (max), %
88.99 (110.90)
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 -22.93% 35.99% 2.29% 1.82% -0.87% 4.02% -1.78% -7.33% -0.83% 5.39% 12.89% -16.91% 0.45%
2025 1.21% 5.74% 1.59% 4.88% 6.52% -10.68% 15.14% 8.37% 1.36% -8.78% 3.28% -10.60% 15.59%
2026 27.19% 3.13% -10.05% -4.35% -5.05% 0.01% — — — — — — 7.17%
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 1243.50
Min balance 753.62
Max balance 1738.88
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.73
Average monthly return (arithmetic), % 1.36
Best month, % 35.99
Worst month, % -22.93
PnL, Volume & Fees
Metric Value
Total PnL 243.50
Total PnL, % 24.35
Gross profit 3582.26
Gross loss 3256.36
Trading volume (USDT) 191094.63
Total transactions (buy/sell) 276
Total fees 68.78
Funding net -13.62
Funding accrued (received) 55.06
Funding paid 68.68
Trades
Metric Value
Total Trades 273
Win Trades 105
Los Trades 168
Win Rate, % 38.46
Expectancy per trade 1.1938
Max consecutive wins 7
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.99
Position max, % of margin balance 110.90
Max Drawdown 546.10
Max Drawdown, % 32.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1001
Recovery Factor (Total PnL / Max DD) 0.4459
Sharpe ratio (monthly) 0.4098
Sortino ratio (monthly) 0.7086
CAGR, % 9.44
Calmar ratio (CAGR / Max DD%) 0.2926
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -43.59 | Fee: 24.58 | Vol: 68288.63
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": 20,
    "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
}