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
1162.40
Total PnL
162.40 (16.24%)
Total Trades (Win/Los)
305 (95/210)
Win Rate
31.15%
Max Drawdown
603.40 (37.88%)
Total Fees
78.91
Position avg (max), %
88.85 (125.89)
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 -18.29% 24.66% 25.99% 0.05% -0.31% -0.52% -0.42% -0.14% 9.09% -6.41% 10.13% -17.38% 17.61%
2025 -15.19% 9.61% 3.81% 0.21% 6.83% -10.32% 18.11% 10.34% 6.27% -27.09% 13.80% -13.05% -7.44%
2026 20.86% -7.81% -5.10% 4.66% -3.47% 0.01% — — — — — — 6.84%
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 1162.40
Min balance 806.24
Max balance 1592.85
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.50
Average monthly return (arithmetic), % 1.30
Best month, % 25.99
Worst month, % -27.09
PnL, Volume & Fees
Metric Value
Total PnL 162.40
Total PnL, % 16.24
Gross profit 3829.06
Gross loss 3579.92
Trading volume (USDT) 219228.81
Total transactions (buy/sell) 308
Total fees 78.91
Funding net -7.83
Funding accrued (received) 60.41
Funding paid 68.24
Trades
Metric Value
Total Trades 305
Win Trades 95
Los Trades 210
Win Rate, % 31.15
Expectancy per trade 0.8169
Max consecutive wins 5
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.85
Position max, % of margin balance 125.89
Max Drawdown 603.40
Max Drawdown, % 37.88
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0696
Recovery Factor (Total PnL / Max DD) 0.2691
Sharpe ratio (monthly) 0.3585
Sortino ratio (monthly) 0.5477
CAGR, % 6.43
Calmar ratio (CAGR / Max DD%) 0.1697
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 277.73 | Fee: 24.12 | Vol: 67023.04
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": 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
}