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
1125.80
Total PnL
125.80 (12.58%)
Total Trades (Win/Los)
323 (106/217)
Win Rate
32.82%
Max Drawdown
773.26 (41.97%)
Total Fees
92.21
Position avg (max), %
89.74 (120.26)
Profit Factor
1.06
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 -20.19% 22.55% 29.28% -0.59% 7.54% 5.38% 3.39% -1.80% 5.13% -8.18% 9.93% -12.89% 33.70%
2025 -13.71% 12.93% -2.66% 0.00% 3.77% -3.29% 15.19% 10.04% 5.38% -27.55% 14.44% -13.63% -8.95%
2026 19.38% -8.23% -12.96% -0.78% -2.19% 0.01% — — — — — — -7.46%
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 1125.80
Min balance 779.09
Max balance 1842.54
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.40
Average monthly return (arithmetic), % 1.19
Best month, % 29.28
Worst month, % -27.55
PnL, Volume & Fees
Metric Value
Total PnL 125.80
Total PnL, % 12.58
Gross profit 4222.26
Gross loss 3993.81
Trading volume (USDT) 256165.10
Total transactions (buy/sell) 326
Total fees 92.21
Funding net -10.44
Funding accrued (received) 65.50
Funding paid 75.94
Trades
Metric Value
Total Trades 323
Win Trades 106
Los Trades 217
Win Rate, % 32.82
Expectancy per trade 0.7073
Max consecutive wins 5
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.74
Position max, % of margin balance 120.26
Max Drawdown 773.26
Max Drawdown, % 41.97
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0572
Recovery Factor (Total PnL / Max DD) 0.1627
Sharpe ratio (monthly) 0.3289
Sortino ratio (monthly) 0.5000
CAGR, % 5.03
Calmar ratio (CAGR / Max DD%) 0.1198
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 167.16 | Fee: 29.00 | Vol: 80566.95
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": 10,
    "detection": 5,
    "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
}