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
1108.97
Total PnL
108.97 (10.90%)
Total Trades (Win/Los)
377 (134/243)
Win Rate
35.54%
Max Drawdown
759.90 (41.42%)
Total Fees
105.55
Position avg (max), %
89.83 (123.76)
Profit Factor
1.05
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 -14.80% 25.10% 17.20% 3.81% 1.50% 5.79% 3.80% -0.17% 2.32% -7.22% 4.46% -17.41% 18.19%
2025 2.25% 7.23% -7.20% -2.29% 6.14% -2.35% 11.91% 11.24% 7.82% -19.86% 8.14% -15.33% 1.49%
2026 20.45% -10.23% -8.85% 0.29% -6.43% 0.01% — — — — — — -7.49%
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 1108.97
Min balance 833.91
Max balance 1834.67
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.35
Average monthly return (arithmetic), % 0.91
Best month, % 25.10
Worst month, % -19.86
PnL, Volume & Fees
Metric Value
Total PnL 108.97
Total PnL, % 10.90
Gross profit 4389.11
Gross loss 4163.51
Trading volume (USDT) 293213.78
Total transactions (buy/sell) 380
Total fees 105.55
Funding net -11.08
Funding accrued (received) 64.13
Funding paid 75.21
Trades
Metric Value
Total Trades 377
Win Trades 134
Los Trades 243
Win Rate, % 35.54
Expectancy per trade 0.5984
Max consecutive wins 7
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.83
Position max, % of margin balance 123.76
Max Drawdown 759.90
Max Drawdown, % 41.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0542
Recovery Factor (Total PnL / Max DD) 0.1434
Sharpe ratio (monthly) 0.2970
Sortino ratio (monthly) 0.4480
CAGR, % 4.38
Calmar ratio (CAGR / Max DD%) 0.1057
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -3.88 | Fee: 33.25 | Vol: 92382.70
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": 9,
    "detection": 4,
    "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
}