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
1890.63
Total PnL
890.63 (89.06%)
Total Trades (Win/Los)
187 (69/118)
Win Rate
36.90%
Max Drawdown
772.87 (41.86%)
Total Fees
57.42
Position avg (max), %
88.03 (122.99)
Profit Factor
1.34
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 -12.71% 33.82% 25.72% -4.90% 1.86% 5.48% -0.25% -5.93% 5.43% -2.41% 15.90% -17.61% 38.34%
2025 -21.33% 9.01% 1.42% 0.32% 23.39% -10.79% 18.25% 5.03% 6.15% -19.38% 20.00% -10.32% 9.86%
2026 11.87% 8.49% -0.34% 5.65% -2.60% 0.01% — — — — — — 24.48%
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 1890.63
Min balance 843.53
Max balance 2080.73
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.15
Average monthly return (arithmetic), % 2.97
Best month, % 33.82
Worst month, % -21.33
PnL, Volume & Fees
Metric Value
Total PnL 890.63
Total PnL, % 89.06
Gross profit 3803.47
Gross loss 2844.17
Trading volume (USDT) 159553.88
Total transactions (buy/sell) 190
Total fees 57.42
Funding net -11.24
Funding accrued (received) 71.57
Funding paid 82.81
Trades
Metric Value
Total Trades 187
Win Trades 69
Los Trades 118
Win Rate, % 36.90
Expectancy per trade 5.1299
Max consecutive wins 5
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.03
Position max, % of margin balance 122.99
Max Drawdown 772.87
Max Drawdown, % 41.86
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3373
Recovery Factor (Total PnL / Max DD) 1.1524
Sharpe ratio (monthly) 0.7884
Sortino ratio (monthly) 1.4121
CAGR, % 30.18
Calmar ratio (CAGR / Max DD%) 0.7210
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 828.68 | Fee: 15.95 | Vol: 44311.70
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": 13,
    "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
}