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
1372.21
Total PnL
372.21 (37.22%)
Total Trades (Win/Los)
220 (81/139)
Win Rate
36.82%
Max Drawdown
623.85 (36.78%)
Total Fees
61.84
Position avg (max), %
88.73 (117.71)
Profit Factor
1.14
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 -18.65% 25.00% 26.03% -2.12% 8.31% 4.00% -4.76% -2.40% 7.36% 0.08% 9.73% -14.21% 32.85%
2025 -10.06% 6.96% 1.29% -2.67% 11.74% -10.72% 15.21% 3.72% 8.33% -30.69% 7.96% -11.48% -18.88%
2026 23.58% 1.82% 0.89% 3.00% -2.59% 0.01% — — — — — — 27.40%
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 1372.21
Min balance 794.83
Max balance 1696.20
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.06
Average monthly return (arithmetic), % 1.82
Best month, % 26.03
Worst month, % -30.69
PnL, Volume & Fees
Metric Value
Total PnL 372.21
Total PnL, % 37.22
Gross profit 3616.65
Gross loss 3169.92
Trading volume (USDT) 171807.58
Total transactions (buy/sell) 223
Total fees 61.84
Funding net -12.69
Funding accrued (received) 63.00
Funding paid 75.69
Trades
Metric Value
Total Trades 220
Win Trades 81
Los Trades 139
Win Rate, % 36.82
Expectancy per trade 2.0306
Max consecutive wins 5
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.73
Position max, % of margin balance 117.71
Max Drawdown 623.85
Max Drawdown, % 36.78
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1409
Recovery Factor (Total PnL / Max DD) 0.5966
Sharpe ratio (monthly) 0.5180
Sortino ratio (monthly) 0.7963
CAGR, % 14.00
Calmar ratio (CAGR / Max DD%) 0.3807
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 169.52 | Fee: 20.85 | Vol: 57934.54
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": 13,
    "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
}