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
1142.10
Total PnL
142.10 (14.21%)
Total Trades (Win/Los)
208 (78/130)
Win Rate
37.50%
Max Drawdown
693.31 (43.23%)
Total Fees
54.51
Position avg (max), %
89.28 (119.27)
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 -20.62% 25.52% 26.56% -2.57% 7.03% 3.98% -6.27% -5.03% 6.51% -0.85% 15.22% -12.51% 29.57%
2025 -10.97% 8.51% 0.98% -4.27% 9.75% -14.60% 15.75% 3.58% 7.55% -33.13% 7.97% -13.31% -29.35%
2026 25.03% 0.91% -0.11% 1.99% -2.90% 0.01% — — — — — — 24.83%
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 1142.10
Min balance 775.38
Max balance 1603.68
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.45
Average monthly return (arithmetic), % 1.32
Best month, % 26.56
Worst month, % -33.13
PnL, Volume & Fees
Metric Value
Total PnL 142.10
Total PnL, % 14.21
Gross profit 3297.47
Gross loss 3088.33
Trading volume (USDT) 151438.73
Total transactions (buy/sell) 211
Total fees 54.51
Funding net -12.53
Funding accrued (received) 58.15
Funding paid 70.68
Trades
Metric Value
Total Trades 208
Win Trades 78
Los Trades 130
Win Rate, % 37.50
Expectancy per trade 1.0055
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.28
Position max, % of margin balance 119.27
Max Drawdown 693.31
Max Drawdown, % 43.23
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0677
Recovery Factor (Total PnL / Max DD) 0.2050
Sharpe ratio (monthly) 0.3514
Sortino ratio (monthly) 0.5253
CAGR, % 5.66
Calmar ratio (CAGR / Max DD%) 0.1308
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -2.93 | Fee: 18.67 | Vol: 51876.97
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": 20,
    "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
}