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
1387.61
Total PnL
387.61 (38.76%)
Total Trades (Win/Los)
196 (70/126)
Win Rate
35.71%
Max Drawdown
689.35 (42.59%)
Total Fees
50.61
Position avg (max), %
88.93 (120.68)
Profit Factor
1.16
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 -17.51% 27.37% 25.41% -5.70% 7.57% 3.81% -6.46% -5.21% 5.25% -3.45% 15.02% -20.80% 13.90%
2025 -16.75% 9.14% -0.78% -2.81% 23.45% -10.65% 18.78% 4.94% 4.88% -23.37% 13.01% -12.46% -4.23%
2026 18.51% 4.17% -0.40% 6.68% -2.97% 0.01% — — — — — — 27.29%
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 1387.61
Min balance 794.18
Max balance 1618.45
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.10
Average monthly return (arithmetic), % 1.96
Best month, % 27.37
Worst month, % -23.37
PnL, Volume & Fees
Metric Value
Total PnL 387.61
Total PnL, % 38.76
Gross profit 3223.65
Gross loss 2777.77
Trading volume (USDT) 140609.95
Total transactions (buy/sell) 199
Total fees 50.61
Funding net -7.67
Funding accrued (received) 60.85
Funding paid 68.52
Trades
Metric Value
Total Trades 196
Win Trades 70
Los Trades 126
Win Rate, % 35.71
Expectancy per trade 2.2749
Max consecutive wins 4
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.93
Position max, % of margin balance 120.68
Max Drawdown 689.35
Max Drawdown, % 42.59
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1605
Recovery Factor (Total PnL / Max DD) 0.5623
Sharpe ratio (monthly) 0.5157
Sortino ratio (monthly) 0.8371
CAGR, % 14.53
Calmar ratio (CAGR / Max DD%) 0.3411
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 273.26 | Fee: 16.11 | Vol: 44773.02
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": 15,
    "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
}