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
1201.80
Total PnL
201.80 (20.18%)
Total Trades (Win/Los)
268 (82/186)
Win Rate
30.60%
Max Drawdown
733.78 (48.37%)
Total Fees
63.48
Position avg (max), %
87.17 (122.62)
Profit Factor
1.09
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 -15.60% 29.90% 22.96% -6.02% -4.49% -0.31% 1.63% -2.59% 6.86% -5.95% 16.94% -28.99% -0.34%
2025 -21.19% 10.25% 3.59% 3.01% 17.36% -10.56% 18.44% 7.20% 1.82% -19.27% 23.75% -12.41% 10.09%
2026 15.22% -2.95% -7.07% 9.74% -3.91% 0.01% — — — — — — 9.60%
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 1201.80
Min balance 783.37
Max balance 1517.15
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.62
Average monthly return (arithmetic), % 1.58
Best month, % 29.90
Worst month, % -28.99
PnL, Volume & Fees
Metric Value
Total PnL 201.80
Total PnL, % 20.18
Gross profit 3289.23
Gross loss 3017.01
Trading volume (USDT) 176370.93
Total transactions (buy/sell) 271
Total fees 63.48
Funding net -6.93
Funding accrued (received) 55.54
Funding paid 62.47
Trades
Metric Value
Total Trades 268
Win Trades 82
Los Trades 186
Win Rate, % 30.60
Expectancy per trade 1.0157
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.17
Position max, % of margin balance 122.62
Max Drawdown 733.78
Max Drawdown, % 48.37
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0902
Recovery Factor (Total PnL / Max DD) 0.2750
Sharpe ratio (monthly) 0.3955
Sortino ratio (monthly) 0.6191
CAGR, % 7.91
Calmar ratio (CAGR / Max DD%) 0.1635
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 620.02 | Fee: 18.11 | Vol: 50323.04
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": 6,
    "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
}