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
1289.01
Total PnL
289.01 (28.90%)
Total Trades (Win/Los)
240 (95/145)
Win Rate
39.58%
Max Drawdown
597.51 (35.96%)
Total Fees
63.91
Position avg (max), %
89.13 (113.77)
Profit Factor
1.12
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 -20.99% 27.16% 12.61% 5.35% -1.28% 6.94% -0.55% -5.78% 4.02% -1.16% 6.45% -16.24% 8.06%
2025 3.68% 5.83% 4.07% 0.99% 7.70% -10.76% 16.82% 4.68% 7.41% -25.09% 4.62% -12.49% -0.16%
2026 27.88% 1.22% -2.04% -3.00% -2.83% 0.01% — — — — — — 19.55%
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 1289.01
Min balance 772.62
Max balance 1661.64
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.85
Average monthly return (arithmetic), % 1.51
Best month, % 27.88
Worst month, % -25.09
PnL, Volume & Fees
Metric Value
Total PnL 289.01
Total PnL, % 28.90
Gross profit 3579.27
Gross loss 3208.29
Trading volume (USDT) 177548.85
Total transactions (buy/sell) 243
Total fees 63.91
Funding net -18.07
Funding accrued (received) 56.63
Funding paid 74.70
Trades
Metric Value
Total Trades 240
Win Trades 95
Los Trades 145
Win Rate, % 39.58
Expectancy per trade 1.5458
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.13
Position max, % of margin balance 113.77
Max Drawdown 597.51
Max Drawdown, % 35.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1156
Recovery Factor (Total PnL / Max DD) 0.4837
Sharpe ratio (monthly) 0.4573
Sortino ratio (monthly) 0.7012
CAGR, % 11.09
Calmar ratio (CAGR / Max DD%) 0.3083
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 60.08 | Fee: 22.60 | Vol: 62777.12
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": 19,
    "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
}