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
1835.25
Total PnL
835.25 (83.52%)
Total Trades (Win/Los)
174 (69/105)
Win Rate
39.66%
Max Drawdown
785.71 (43.72%)
Total Fees
51.60
Position avg (max), %
88.61 (122.41)
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 -14.10% 34.06% 26.09% -4.74% 1.88% 5.17% -1.99% -5.83% 4.54% -3.86% 14.24% -17.91% 28.93%
2025 -20.85% 10.65% 1.08% -0.64% 23.78% -10.64% 19.03% 4.74% 5.76% -21.03% 20.45% -11.84% 7.58%
2026 18.88% 8.65% -0.28% 5.75% -2.82% 0.01% — — — — — — 32.39%
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 1835.25
Min balance 827.02
Max balance 2026.55
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.05
Average monthly return (arithmetic), % 2.94
Best month, % 34.06
Worst month, % -21.03
PnL, Volume & Fees
Metric Value
Total PnL 835.25
Total PnL, % 83.52
Gross profit 3576.86
Gross loss 2679.09
Trading volume (USDT) 143368.00
Total transactions (buy/sell) 177
Total fees 51.60
Funding net -10.93
Funding accrued (received) 68.88
Funding paid 79.81
Trades
Metric Value
Total Trades 174
Win Trades 69
Los Trades 105
Win Rate, % 39.66
Expectancy per trade 5.1596
Max consecutive wins 5
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.61
Position max, % of margin balance 122.41
Max Drawdown 785.71
Max Drawdown, % 43.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3351
Recovery Factor (Total PnL / Max DD) 1.0631
Sharpe ratio (monthly) 0.7493
Sortino ratio (monthly) 1.3405
CAGR, % 28.59
Calmar ratio (CAGR / Max DD%) 0.6539
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 717.77 | Fee: 15.28 | Vol: 42448.78
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": 16,
    "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
}