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
1651.55
Total PnL
651.55 (65.16%)
Total Trades (Win/Los)
217 (72/145)
Win Rate
33.18%
Max Drawdown
663.12 (37.70%)
Total Fees
64.24
Position avg (max), %
88.46 (116.00)
Profit Factor
1.23
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 -16.74% 28.33% 25.70% -4.15% 7.80% 6.00% -4.45% -4.20% 7.25% -1.52% 15.97% -17.73% 35.70%
2025 -17.83% 9.83% 0.12% -2.89% 23.03% -8.71% 19.07% 5.67% 2.73% -21.42% 12.82% -11.37% 0.10%
2026 12.66% 4.09% -0.37% 5.56% -1.37% 0.01% — — — — — — 21.66%
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 1651.55
Min balance 804.80
Max balance 1824.02
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.69
Average monthly return (arithmetic), % 2.46
Best month, % 28.33
Worst month, % -21.42
PnL, Volume & Fees
Metric Value
Total PnL 651.55
Total PnL, % 65.16
Gross profit 3919.41
Gross loss 3196.70
Trading volume (USDT) 178469.84
Total transactions (buy/sell) 220
Total fees 64.24
Funding net -6.92
Funding accrued (received) 70.42
Funding paid 77.34
Trades
Metric Value
Total Trades 217
Win Trades 72
Los Trades 145
Win Rate, % 33.18
Expectancy per trade 3.3305
Max consecutive wins 6
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.46
Position max, % of margin balance 116.00
Max Drawdown 663.12
Max Drawdown, % 37.70
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2261
Recovery Factor (Total PnL / Max DD) 0.9826
Sharpe ratio (monthly) 0.6796
Sortino ratio (monthly) 1.1530
CAGR, % 23.09
Calmar ratio (CAGR / Max DD%) 0.6125
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 624.24 | Fee: 18.46 | Vol: 51295.30
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": 13,
    "detection": 9,
    "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
}