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
1267.77
Total PnL
267.77 (26.78%)
Total Trades (Win/Los)
192 (70/122)
Win Rate
36.46%
Max Drawdown
724.87 (45.99%)
Total Fees
46.40
Position avg (max), %
88.84 (123.62)
Profit Factor
1.12
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 -20.85% 28.35% 25.53% -5.17% 7.65% 3.83% -6.82% -5.19% 5.30% -3.77% 11.39% -21.10% 6.34%
2025 -18.93% 9.87% -1.07% -2.00% 23.71% -11.25% 19.61% 4.84% 4.40% -24.08% 13.38% -13.04% -7.08%
2026 20.54% 3.24% -0.42% 6.50% -2.75% 0.01% — — — — — — 28.38%
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 1267.77
Min balance 760.58
Max balance 1576.20
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.80
Average monthly return (arithmetic), % 1.72
Best month, % 28.35
Worst month, % -24.08
PnL, Volume & Fees
Metric Value
Total PnL 267.77
Total PnL, % 26.78
Gross profit 2976.38
Gross loss 2653.78
Trading volume (USDT) 128932.65
Total transactions (buy/sell) 195
Total fees 46.40
Funding net -8.42
Funding accrued (received) 56.33
Funding paid 64.74
Trades
Metric Value
Total Trades 192
Win Trades 70
Los Trades 122
Win Rate, % 36.46
Expectancy per trade 1.6802
Max consecutive wins 4
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.84
Position max, % of margin balance 123.62
Max Drawdown 724.87
Max Drawdown, % 45.99
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1216
Recovery Factor (Total PnL / Max DD) 0.3694
Sharpe ratio (monthly) 0.4380
Sortino ratio (monthly) 0.6910
CAGR, % 10.32
Calmar ratio (CAGR / Max DD%) 0.2245
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 198.42 | Fee: 15.17 | Vol: 42160.56
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": 17,
    "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
}