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
1129.11
Total PnL
129.11 (12.91%)
Total Trades (Win/Los)
254 (100/154)
Win Rate
39.37%
Max Drawdown
504.00 (35.11%)
Total Fees
58.76
Position avg (max), %
88.47 (117.59)
Profit Factor
1.07
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 -28.41% 26.95% 12.72% -3.36% -1.41% 7.90% 1.37% -2.44% 5.63% -0.84% 3.55% -16.24% -5.38%
2025 5.24% 6.46% 4.51% -3.64% 8.78% -7.17% 12.01% 5.30% 7.39% -24.67% 4.30% -12.06% -0.29%
2026 26.51% 0.67% -1.00% -2.59% -2.52% 0.01% — — — — — — 19.75%
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 1129.11
Min balance 700.55
Max balance 1435.28
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.41
Average monthly return (arithmetic), % 1.10
Best month, % 26.95
Worst month, % -28.41
PnL, Volume & Fees
Metric Value
Total PnL 129.11
Total PnL, % 12.91
Gross profit 3145.16
Gross loss 2940.77
Trading volume (USDT) 163241.54
Total transactions (buy/sell) 257
Total fees 58.76
Funding net -16.53
Funding accrued (received) 48.71
Funding paid 65.24
Trades
Metric Value
Total Trades 254
Win Trades 100
Los Trades 154
Win Rate, % 39.37
Expectancy per trade 0.8047
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.47
Position max, % of margin balance 117.59
Max Drawdown 504.00
Max Drawdown, % 35.11
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0695
Recovery Factor (Total PnL / Max DD) 0.2562
Sharpe ratio (monthly) 0.3296
Sortino ratio (monthly) 0.4753
CAGR, % 5.16
Calmar ratio (CAGR / Max DD%) 0.1469
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -70.59 | Fee: 21.13 | Vol: 58690.87
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": 16,
    "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
}