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
1096.82
Total PnL
96.82 (9.68%)
Total Trades (Win/Los)
285 (105/180)
Win Rate
36.84%
Max Drawdown
522.28 (35.02%)
Total Fees
68.30
Position avg (max), %
88.74 (108.61)
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 -24.29% 29.36% 13.72% -0.94% -0.86% 9.06% 0.82% -4.45% 0.05% 0.68% 5.05% -12.89% 5.94%
2025 6.35% 8.46% -7.69% -8.14% 9.78% -5.45% 10.43% 7.10% 5.63% -23.77% 8.76% -10.20% -5.59%
2026 16.26% 1.67% -5.88% -0.53% -0.85% 0.01% — — — — — — 9.73%
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 1096.82
Min balance 740.41
Max balance 1491.49
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.31
Average monthly return (arithmetic), % 0.91
Best month, % 29.36
Worst month, % -24.29
PnL, Volume & Fees
Metric Value
Total PnL 96.82
Total PnL, % 9.68
Gross profit 3389.49
Gross loss 3209.93
Trading volume (USDT) 189756.52
Total transactions (buy/sell) 288
Total fees 68.30
Funding net -14.43
Funding accrued (received) 52.12
Funding paid 66.55
Trades
Metric Value
Total Trades 285
Win Trades 105
Los Trades 180
Win Rate, % 36.84
Expectancy per trade 0.6300
Max consecutive wins 5
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.74
Position max, % of margin balance 108.61
Max Drawdown 522.28
Max Drawdown, % 35.02
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0559
Recovery Factor (Total PnL / Max DD) 0.1854
Sharpe ratio (monthly) 0.2906
Sortino ratio (monthly) 0.4257
CAGR, % 3.90
Calmar ratio (CAGR / Max DD%) 0.1114
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -21.41 | Fee: 22.58 | Vol: 62724.54
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": 9,
    "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
}