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
1276.99
Total PnL
276.99 (27.70%)
Total Trades (Win/Los)
260 (101/159)
Win Rate
38.85%
Max Drawdown
555.39 (33.28%)
Total Fees
68.20
Position avg (max), %
89.35 (111.11)
Profit Factor
1.11
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 -23.67% 28.76% 13.23% -2.44% -0.87% 8.22% 4.01% -1.88% -0.38% 0.10% 3.01% -14.58% 4.28%
2025 7.75% 6.29% 4.33% -2.83% 9.59% -6.61% 11.99% 5.73% 8.10% -24.68% 5.87% -10.78% 8.21%
2026 24.01% 1.45% -8.07% -0.92% -1.21% 0.01% — — — — — — 13.23%
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 1276.99
Min balance 746.57
Max balance 1668.91
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.82
Average monthly return (arithmetic), % 1.45
Best month, % 28.76
Worst month, % -24.68
PnL, Volume & Fees
Metric Value
Total PnL 276.99
Total PnL, % 27.70
Gross profit 3651.82
Gross loss 3289.14
Trading volume (USDT) 189481.26
Total transactions (buy/sell) 263
Total fees 68.20
Funding net -17.49
Funding accrued (received) 56.05
Funding paid 73.54
Trades
Metric Value
Total Trades 260
Win Trades 101
Los Trades 159
Win Rate, % 38.85
Expectancy per trade 1.3949
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.35
Position max, % of margin balance 111.11
Max Drawdown 555.39
Max Drawdown, % 33.28
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1103
Recovery Factor (Total PnL / Max DD) 0.4987
Sharpe ratio (monthly) 0.4511
Sortino ratio (monthly) 0.6824
CAGR, % 10.66
Calmar ratio (CAGR / Max DD%) 0.3202
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -5.08 | Fee: 24.21 | Vol: 67249.47
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": 13,
    "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
}