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
1180.13
Total PnL
180.13 (18.01%)
Total Trades (Win/Los)
204 (74/130)
Win Rate
36.27%
Max Drawdown
621.44 (39.20%)
Total Fees
51.32
Position avg (max), %
89.09 (113.29)
Profit Factor
1.08
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 -20.45% 25.46% 26.52% -5.69% 7.02% 3.80% -4.19% -5.72% 6.40% -3.46% 11.44% -12.41% 19.80%
2025 -11.49% 9.46% 1.44% -7.10% 14.50% -14.57% 16.09% 3.52% 6.96% -24.29% 7.19% -13.11% -19.06%
2026 20.42% 1.25% -0.17% 3.24% -3.11% 0.01% — — — — — — 21.77%
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 1180.13
Min balance 777.07
Max balance 1585.36
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.56
Average monthly return (arithmetic), % 1.30
Best month, % 26.52
Worst month, % -24.29
PnL, Volume & Fees
Metric Value
Total PnL 180.13
Total PnL, % 18.01
Gross profit 3182.09
Gross loss 2940.63
Trading volume (USDT) 142595.93
Total transactions (buy/sell) 207
Total fees 51.32
Funding net -10.00
Funding accrued (received) 57.53
Funding paid 67.53
Trades
Metric Value
Total Trades 204
Win Trades 74
Los Trades 130
Win Rate, % 36.27
Expectancy per trade 1.1836
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.09
Position max, % of margin balance 113.29
Max Drawdown 621.44
Max Drawdown, % 39.20
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0821
Recovery Factor (Total PnL / Max DD) 0.2899
Sharpe ratio (monthly) 0.3684
Sortino ratio (monthly) 0.5753
CAGR, % 7.10
Calmar ratio (CAGR / Max DD%) 0.1811
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -2.64 | Fee: 18.20 | Vol: 50558.15
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": 18,
    "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
}