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
1150.36
Total PnL
150.36 (15.04%)
Total Trades (Win/Los)
279 (95/184)
Win Rate
34.05%
Max Drawdown
570.72 (34.60%)
Total Fees
74.59
Position avg (max), %
88.85 (114.43)
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 -25.08% 20.10% 25.97% -0.96% 5.28% 9.37% 2.05% -3.43% 4.55% 0.89% 14.64% -14.70% 31.39%
2025 -10.25% 9.18% -4.53% -3.93% 10.18% -5.00% 14.55% 6.17% 4.21% -27.18% 9.84% -11.96% -16.04%
2026 15.91% 1.89% -8.97% -2.68% -0.28% 0.01% — — — — — — 4.34%
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 1150.36
Min balance 729.93
Max balance 1649.41
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.47
Average monthly return (arithmetic), % 1.19
Best month, % 25.97
Worst month, % -27.18
PnL, Volume & Fees
Metric Value
Total PnL 150.36
Total PnL, % 15.04
Gross profit 3698.39
Gross loss 3459.88
Trading volume (USDT) 207219.83
Total transactions (buy/sell) 282
Total fees 74.59
Funding net -13.56
Funding accrued (received) 59.15
Funding paid 72.72
Trades
Metric Value
Total Trades 279
Win Trades 95
Los Trades 184
Win Rate, % 34.05
Expectancy per trade 0.8549
Max consecutive wins 4
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.85
Position max, % of margin balance 114.43
Max Drawdown 570.72
Max Drawdown, % 34.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0689
Recovery Factor (Total PnL / Max DD) 0.2635
Sharpe ratio (monthly) 0.3500
Sortino ratio (monthly) 0.5077
CAGR, % 5.97
Calmar ratio (CAGR / Max DD%) 0.1726
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 94.81 | Fee: 24.46 | Vol: 67941.47
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": 10,
    "detection": 7,
    "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
}