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
1934.70
Total PnL
934.70 (93.47%)
Total Trades (Win/Los)
191 (68/123)
Win Rate
35.60%
Max Drawdown
758.90 (40.81%)
Total Fees
59.81
Position avg (max), %
88.13 (123.02)
Profit Factor
1.35
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 -12.18% 33.52% 25.62% -4.88% 1.85% 5.63% 0.18% -5.95% 5.60% -2.25% 15.83% -17.36% 40.32%
2025 -21.21% 10.53% 1.76% 0.59% 23.57% -10.97% 18.34% 5.21% 2.85% -19.55% 19.92% -10.18% 8.82%
2026 12.84% 8.72% -0.30% 6.50% -2.68% 0.01% — — — — — — 26.78%
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 1934.70
Min balance 848.07
Max balance 2114.88
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.23
Average monthly return (arithmetic), % 3.05
Best month, % 33.52
Worst month, % -21.21
PnL, Volume & Fees
Metric Value
Total PnL 934.70
Total PnL, % 93.47
Gross profit 3904.50
Gross loss 2899.33
Trading volume (USDT) 166173.23
Total transactions (buy/sell) 194
Total fees 59.81
Funding net -10.67
Funding accrued (received) 73.12
Funding paid 83.79
Trades
Metric Value
Total Trades 191
Win Trades 68
Los Trades 123
Win Rate, % 35.60
Expectancy per trade 5.2627
Max consecutive wins 5
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.13
Position max, % of margin balance 123.02
Max Drawdown 758.90
Max Drawdown, % 40.81
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3467
Recovery Factor (Total PnL / Max DD) 1.2317
Sharpe ratio (monthly) 0.8095
Sortino ratio (monthly) 1.4578
CAGR, % 31.43
Calmar ratio (CAGR / Max DD%) 0.7701
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 890.74 | Fee: 16.26 | Vol: 45176.90
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": 12,
    "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
}