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
1067.06
Total PnL
67.06 (6.71%)
Total Trades (Win/Los)
533 (119/414)
Win Rate
22.33%
Max Drawdown
865.90 (46.92%)
Total Fees
144.72
Position avg (max), %
88.83 (112.43)
Profit Factor
1.05
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 -13.92% 29.64% 16.30% 6.93% -1.73% 0.98% 2.79% 3.66% 9.13% -1.38% 9.78% -20.31% 38.17%
2025 -25.88% 10.94% -1.28% -0.48% 2.21% -8.42% 21.38% 13.14% 8.47% -19.31% 11.06% -14.10% -13.29%
2026 20.32% -8.25% -19.25% 8.64% -7.99% 0.01% — — — — — — -10.88%
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 1067.06
Min balance 849.60
Max balance 1845.40
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.22
Average monthly return (arithmetic), % 1.10
Best month, % 29.64
Worst month, % -25.88
PnL, Volume & Fees
Metric Value
Total PnL 67.06
Total PnL, % 6.71
Gross profit 4694.51
Gross loss 4476.12
Trading volume (USDT) 402026.78
Total transactions (buy/sell) 536
Total fees 144.72
Funding net -6.61
Funding accrued (received) 65.22
Funding paid 71.83
Trades
Metric Value
Total Trades 533
Win Trades 119
Los Trades 414
Win Rate, % 22.33
Expectancy per trade 0.4097
Max consecutive wins 5
Max consecutive losses 28
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.83
Position max, % of margin balance 112.43
Max Drawdown 865.90
Max Drawdown, % 46.92
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0488
Recovery Factor (Total PnL / Max DD) 0.0774
Sharpe ratio (monthly) 0.2897
Sortino ratio (monthly) 0.4248
CAGR, % 2.72
Calmar ratio (CAGR / Max DD%) 0.0581
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 331.95 | Fee: 45.71 | Vol: 126984.07
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": 11,
    "detection": 3,
    "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
}