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
1378.47
Total PnL
378.47 (37.85%)
Total Trades (Win/Los)
829 (108/721)
Win Rate
13.03%
Max Drawdown
831.29 (39.62%)
Total Fees
265.08
Position avg (max), %
88.33 (109.98)
Profit Factor
1.14
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 -9.51% 34.72% 24.44% -1.35% 1.53% -1.02% -3.75% 2.13% 9.16% -1.84% 27.66% -20.59% 60.64%
2025 -14.12% 13.57% -12.93% 5.96% -1.64% -4.90% 19.66% 2.52% 2.39% -15.87% 14.17% -19.74% -18.47%
2026 19.39% 2.42% -16.50% 7.09% -3.70% 0.01% — — — — — — 5.31%
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 1378.47
Min balance 891.88
Max balance 2098.23
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.08
Average monthly return (arithmetic), % 1.98
Best month, % 34.72
Worst month, % -20.59
PnL, Volume & Fees
Metric Value
Total PnL 378.47
Total PnL, % 37.85
Gross profit 5213.81
Gross loss 4562.41
Trading volume (USDT) 736428.35
Total transactions (buy/sell) 837
Total fees 265.08
Funding net -7.86
Funding accrued (received) 74.18
Funding paid 82.04
Trades
Metric Value
Total Trades 829
Win Trades 108
Los Trades 721
Win Rate, % 13.03
Expectancy per trade 0.7858
Max consecutive wins 3
Max consecutive losses 77
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.33
Position max, % of margin balance 109.98
Max Drawdown 831.29
Max Drawdown, % 39.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1428
Recovery Factor (Total PnL / Max DD) 0.4553
Sharpe ratio (monthly) 0.5001
Sortino ratio (monthly) 0.8727
CAGR, % 14.22
Calmar ratio (CAGR / Max DD%) 0.3588
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 593.67 | Fee: 80.07 | Vol: 222423.91
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": 14,
    "detection": 3,
    "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
}