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
1255.25
Total PnL
255.25 (25.52%)
Total Trades (Win/Los)
206 (75/131)
Win Rate
36.41%
Max Drawdown
608.18 (37.57%)
Total Fees
53.59
Position avg (max), %
89.10 (114.39)
Profit Factor
1.11
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 -19.39% 25.13% 26.24% -4.17% 7.11% 3.78% -4.50% -5.91% 7.25% -3.39% 11.19% -12.35% 23.07%
2025 -11.51% 9.00% 1.24% -7.08% 13.66% -12.81% 16.69% 3.30% 7.09% -23.66% 7.37% -13.03% -17.27%
2026 20.47% 1.25% -0.23% 4.36% -2.90% 0.01% — — — — — — 23.35%
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 1255.25
Min balance 787.67
Max balance 1618.63
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.76
Average monthly return (arithmetic), % 1.47
Best month, % 26.24
Worst month, % -23.66
PnL, Volume & Fees
Metric Value
Total PnL 255.25
Total PnL, % 25.52
Gross profit 3282.54
Gross loss 2963.97
Trading volume (USDT) 148895.10
Total transactions (buy/sell) 209
Total fees 53.59
Funding net -9.73
Funding accrued (received) 59.62
Funding paid 69.35
Trades
Metric Value
Total Trades 206
Win Trades 75
Los Trades 131
Win Rate, % 36.41
Expectancy per trade 1.5465
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.10
Position max, % of margin balance 114.39
Max Drawdown 608.18
Max Drawdown, % 37.57
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1075
Recovery Factor (Total PnL / Max DD) 0.4197
Sharpe ratio (monthly) 0.4265
Sortino ratio (monthly) 0.6787
CAGR, % 9.87
Calmar ratio (CAGR / Max DD%) 0.2627
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 62.79 | Fee: 18.77 | Vol: 52144.63
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": 12,
    "detection": 16,
    "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
}