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
1109.56
Total PnL
109.56 (10.96%)
Total Trades (Win/Los)
285 (104/181)
Win Rate
36.49%
Max Drawdown
548.55 (34.55%)
Total Fees
73.29
Position avg (max), %
89.02 (113.54)
Profit Factor
1.06
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 -23.89% 36.17% 11.47% -6.19% 0.41% 5.99% 3.42% -2.76% 2.68% 5.79% 6.97% -23.84% 2.64%
2025 6.91% 8.51% 2.58% 1.09% 4.87% -5.42% 9.68% 6.31% 5.88% -24.13% 3.92% -11.69% 2.56%
2026 27.83% 1.57% -17.25% -0.39% -1.46% 0.01% — — — — — — 5.47%
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 1109.56
Min balance 744.42
Max balance 1589.20
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.35
Average monthly return (arithmetic), % 1.17
Best month, % 36.17
Worst month, % -24.13
PnL, Volume & Fees
Metric Value
Total PnL 109.56
Total PnL, % 10.96
Gross profit 3723.17
Gross loss 3526.13
Trading volume (USDT) 203596.87
Total transactions (buy/sell) 288
Total fees 73.29
Funding net -14.20
Funding accrued (received) 56.13
Funding paid 70.33
Trades
Metric Value
Total Trades 285
Win Trades 104
Los Trades 181
Win Rate, % 36.49
Expectancy per trade 0.6914
Max consecutive wins 5
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.02
Position max, % of margin balance 113.54
Max Drawdown 548.55
Max Drawdown, % 34.55
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0559
Recovery Factor (Total PnL / Max DD) 0.1997
Sharpe ratio (monthly) 0.3171
Sortino ratio (monthly) 0.4687
CAGR, % 4.40
Calmar ratio (CAGR / Max DD%) 0.1273
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -86.70 | Fee: 26.06 | Vol: 72410.15
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": 8,
    "detection": 15,
    "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
}