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
1219.89
Total PnL
219.89 (21.99%)
Total Trades (Win/Los)
330 (92/238)
Win Rate
27.88%
Max Drawdown
764.71 (41.96%)
Total Fees
93.25
Position avg (max), %
87.51 (113.19)
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 -11.23% 33.17% 22.47% -2.33% -1.93% 1.06% 2.56% 0.79% 7.35% -4.68% 19.37% -26.11% 30.77%
2025 -18.49% 12.26% -5.03% 3.93% 8.01% -11.76% 17.08% 9.30% 0.75% -15.76% 22.42% -14.01% -1.59%
2026 17.71% -1.54% -18.57% 9.48% -8.22% 0.01% — — — — — — -5.15%
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 1219.89
Min balance 877.98
Max balance 1822.55
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.67
Average monthly return (arithmetic), % 1.60
Best month, % 33.17
Worst month, % -26.11
PnL, Volume & Fees
Metric Value
Total PnL 219.89
Total PnL, % 21.99
Gross profit 4151.27
Gross loss 3831.22
Trading volume (USDT) 259046.57
Total transactions (buy/sell) 333
Total fees 93.25
Funding net -6.91
Funding accrued (received) 65.96
Funding paid 72.87
Trades
Metric Value
Total Trades 330
Win Trades 92
Los Trades 238
Win Rate, % 27.88
Expectancy per trade 0.9698
Max consecutive wins 5
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.51
Position max, % of margin balance 113.19
Max Drawdown 764.71
Max Drawdown, % 41.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0835
Recovery Factor (Total PnL / Max DD) 0.2875
Sharpe ratio (monthly) 0.4034
Sortino ratio (monthly) 0.6478
CAGR, % 8.58
Calmar ratio (CAGR / Max DD%) 0.2045
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 728.85 | Fee: 26.88 | Vol: 74686.40
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": 5,
    "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
}