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
1198.33
Total PnL
198.33 (19.83%)
Total Trades (Win/Los)
260 (100/160)
Win Rate
38.46%
Max Drawdown
543.40 (34.19%)
Total Fees
64.77
Position avg (max), %
88.93 (111.65)
Profit Factor
1.09
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 -25.30% 29.76% 13.01% -3.28% -0.39% 8.13% 2.82% -2.39% -0.21% -0.87% 3.81% -14.70% 0.33%
2025 6.25% 6.13% 4.39% -3.16% 9.83% -5.98% 12.49% 5.82% 7.64% -24.59% 3.99% -10.75% 5.57%
2026 25.08% 1.78% -8.44% -1.42% -1.50% 0.01% — — — — — — 13.21%
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 1198.33
Min balance 730.33
Max balance 1589.26
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.61
Average monthly return (arithmetic), % 1.27
Best month, % 29.76
Worst month, % -25.30
PnL, Volume & Fees
Metric Value
Total PnL 198.33
Total PnL, % 19.83
Gross profit 3477.91
Gross loss 3197.99
Trading volume (USDT) 179953.40
Total transactions (buy/sell) 263
Total fees 64.77
Funding net -16.81
Funding accrued (received) 53.38
Funding paid 70.19
Trades
Metric Value
Total Trades 260
Win Trades 100
Los Trades 160
Win Rate, % 38.46
Expectancy per trade 1.0766
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.93
Position max, % of margin balance 111.65
Max Drawdown 543.40
Max Drawdown, % 34.19
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0875
Recovery Factor (Total PnL / Max DD) 0.3650
Sharpe ratio (monthly) 0.3847
Sortino ratio (monthly) 0.5801
CAGR, % 7.78
Calmar ratio (CAGR / Max DD%) 0.2275
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -45.72 | Fee: 23.13 | Vol: 64272.00
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": 14,
    "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
}