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
1046.12
Total PnL
46.12 (4.61%)
Total Trades (Win/Los)
238 (87/151)
Win Rate
36.55%
Max Drawdown
613.52 (41.24%)
Total Fees
57.38
Position avg (max), %
89.34 (119.92)
Profit Factor
1.04
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 -30.97% 24.46% 24.81% -2.74% 5.13% 9.17% 0.50% -3.08% 7.87% -0.67% 9.58% -16.05% 14.93%
2025 -11.87% 9.33% 2.41% -4.16% 9.64% -8.78% 16.79% 3.25% 7.27% -32.56% 8.47% -13.86% -22.91%
2026 27.67% 1.02% -3.15% -2.56% -2.94% 0.01% — — — — — — 18.14%
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 1046.12
Min balance 674.30
Max balance 1487.54
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.15
Average monthly return (arithmetic), % 1.13
Best month, % 27.67
Worst month, % -32.56
PnL, Volume & Fees
Metric Value
Total PnL 46.12
Total PnL, % 4.61
Gross profit 3198.25
Gross loss 3079.64
Trading volume (USDT) 159427.53
Total transactions (buy/sell) 241
Total fees 57.38
Funding net -15.11
Funding accrued (received) 52.01
Funding paid 67.12
Trades
Metric Value
Total Trades 238
Win Trades 87
Los Trades 151
Win Rate, % 36.55
Expectancy per trade 0.4984
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.34
Position max, % of margin balance 119.92
Max Drawdown 613.52
Max Drawdown, % 41.24
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0385
Recovery Factor (Total PnL / Max DD) 0.0752
Sharpe ratio (monthly) 0.2884
Sortino ratio (monthly) 0.4102
CAGR, % 1.88
Calmar ratio (CAGR / Max DD%) 0.0457
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -131.28 | Fee: 20.32 | Vol: 56442.96
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": 17,
    "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
}