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
1569.00
Total PnL
569.00 (56.90%)
Total Trades (Win/Los)
267 (88/179)
Win Rate
32.96%
Max Drawdown
655.99 (32.54%)
Total Fees
83.73
Position avg (max), %
89.50 (113.57)
Profit Factor
1.18
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 -16.49% 20.88% 26.22% -0.71% 8.42% 2.02% -0.08% -2.03% 8.35% 0.92% 8.36% -14.16% 39.34%
2025 -9.90% 12.15% 4.00% -2.96% 10.46% -7.22% 15.56% 8.86% 5.90% -26.92% 9.49% -12.15% -2.13%
2026 19.48% -2.26% -2.40% 3.96% -2.84% 0.01% — — — — — — 15.12%
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 1569.00
Min balance 815.67
Max balance 2016.14
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.51
Average monthly return (arithmetic), % 2.16
Best month, % 26.22
Worst month, % -26.92
PnL, Volume & Fees
Metric Value
Total PnL 569.00
Total PnL, % 56.90
Gross profit 4368.41
Gross loss 3706.91
Trading volume (USDT) 232611.37
Total transactions (buy/sell) 270
Total fees 83.73
Funding net -8.77
Funding accrued (received) 73.08
Funding paid 81.84
Trades
Metric Value
Total Trades 267
Win Trades 88
Los Trades 179
Win Rate, % 32.96
Expectancy per trade 2.4775
Max consecutive wins 6
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.50
Position max, % of margin balance 113.57
Max Drawdown 655.99
Max Drawdown, % 32.54
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1784
Recovery Factor (Total PnL / Max DD) 0.8674
Sharpe ratio (monthly) 0.6626
Sortino ratio (monthly) 1.0506
CAGR, % 20.51
Calmar ratio (CAGR / Max DD%) 0.6302
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 569.36 | Fee: 25.09 | Vol: 69706.20
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": 6,
    "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
}