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
1515.86
Total PnL
515.86 (51.59%)
Total Trades (Win/Los)
253 (86/167)
Win Rate
33.99%
Max Drawdown
581.49 (31.37%)
Total Fees
76.76
Position avg (max), %
89.27 (113.58)
Profit Factor
1.17
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 -17.36% 19.05% 26.13% -0.69% 7.05% 5.39% -1.08% -3.10% 8.28% 1.66% 16.44% -15.02% 45.14%
2025 -10.51% 9.45% 2.36% -4.16% 10.08% -7.51% 12.65% 5.81% 5.30% -27.39% 11.22% -10.20% -10.95%
2026 15.93% -0.66% -0.37% 3.77% -1.45% 0.01% — — — — — — 17.35%
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 1515.86
Min balance 805.55
Max balance 1853.61
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.40
Average monthly return (arithmetic), % 2.04
Best month, % 26.13
Worst month, % -27.39
PnL, Volume & Fees
Metric Value
Total PnL 515.86
Total PnL, % 51.59
Gross profit 4175.59
Gross loss 3573.76
Trading volume (USDT) 213249.86
Total transactions (buy/sell) 256
Total fees 76.76
Funding net -9.21
Funding accrued (received) 70.30
Funding paid 79.52
Trades
Metric Value
Total Trades 253
Win Trades 86
Los Trades 167
Win Rate, % 33.99
Expectancy per trade 2.3788
Max consecutive wins 5
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.27
Position max, % of margin balance 113.58
Max Drawdown 581.49
Max Drawdown, % 31.37
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1684
Recovery Factor (Total PnL / Max DD) 0.8871
Sharpe ratio (monthly) 0.6322
Sortino ratio (monthly) 0.9720
CAGR, % 18.80
Calmar ratio (CAGR / Max DD%) 0.5992
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 412.29 | Fee: 23.53 | Vol: 65366.75
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": 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
}