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
1334.20
Total PnL
334.20 (33.42%)
Total Trades (Win/Los)
269 (103/166)
Win Rate
38.29%
Max Drawdown
509.56 (30.59%)
Total Fees
70.80
Position avg (max), %
89.10 (110.80)
Profit Factor
1.13
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 -25.50% 29.84% 13.04% -2.06% -0.47% 8.87% 3.79% -2.06% -0.48% 0.15% 5.12% -13.44% 6.96%
2025 6.02% 7.57% 4.49% -2.82% 9.01% -6.74% 9.58% 5.74% 7.99% -23.88% 8.93% -10.60% 9.21%
2026 23.43% 1.69% -7.28% -0.62% -1.19% 0.01% — — — — — — 14.29%
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 1334.20
Min balance 728.29
Max balance 1703.86
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.97
Average monthly return (arithmetic), % 1.60
Best month, % 29.84
Worst month, % -25.50
PnL, Volume & Fees
Metric Value
Total PnL 334.20
Total PnL, % 33.42
Gross profit 3715.17
Gross loss 3293.37
Trading volume (USDT) 196702.97
Total transactions (buy/sell) 272
Total fees 70.80
Funding net -16.79
Funding accrued (received) 56.86
Funding paid 73.65
Trades
Metric Value
Total Trades 269
Win Trades 103
Los Trades 166
Win Rate, % 38.29
Expectancy per trade 1.5680
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.10
Position max, % of margin balance 110.80
Max Drawdown 509.56
Max Drawdown, % 30.59
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1281
Recovery Factor (Total PnL / Max DD) 0.6559
Sharpe ratio (monthly) 0.4971
Sortino ratio (monthly) 0.7536
CAGR, % 12.68
Calmar ratio (CAGR / Max DD%) 0.4146
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 55.30 | Fee: 24.45 | Vol: 67929.48
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": 11,
    "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
}