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
1845.46
Total PnL
845.46 (84.55%)
Total Trades (Win/Los)
178 (69/109)
Win Rate
38.76%
Max Drawdown
808.30 (44.06%)
Total Fees
53.43
Position avg (max), %
88.07 (122.83)
Profit Factor
1.33
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 -11.70% 33.43% 26.14% -5.25% 1.84% 5.57% -1.91% -5.77% 4.72% -3.85% 13.66% -18.54% 30.45%
2025 -20.30% 10.46% 1.19% -0.78% 23.39% -10.82% 18.85% 4.91% 5.87% -20.93% 20.09% -11.33% 8.11%
2026 17.39% 8.62% -0.28% 5.78% -2.66% 0.01% — — — — — — 30.94%
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 1845.46
Min balance 851.49
Max balance 2033.04
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.07
Average monthly return (arithmetic), % 2.93
Best month, % 33.43
Worst month, % -20.93
PnL, Volume & Fees
Metric Value
Total PnL 845.46
Total PnL, % 84.55
Gross profit 3629.53
Gross loss 2720.89
Trading volume (USDT) 148456.36
Total transactions (buy/sell) 181
Total fees 53.43
Funding net -9.76
Funding accrued (received) 70.16
Funding paid 79.92
Trades
Metric Value
Total Trades 178
Win Trades 69
Los Trades 109
Win Rate, % 38.76
Expectancy per trade 5.1048
Max consecutive wins 5
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.07
Position max, % of margin balance 122.83
Max Drawdown 808.30
Max Drawdown, % 44.06
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3340
Recovery Factor (Total PnL / Max DD) 1.0460
Sharpe ratio (monthly) 0.7602
Sortino ratio (monthly) 1.3616
CAGR, % 28.88
Calmar ratio (CAGR / Max DD%) 0.6556
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 727.07 | Fee: 15.55 | Vol: 43212.56
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": 15,
    "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
}