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
1741.19
Total PnL
741.19 (74.12%)
Total Trades (Win/Los)
172 (69/103)
Win Rate
40.12%
Max Drawdown
804.64 (44.77%)
Total Fees
49.94
Position avg (max), %
88.50 (124.81)
Profit Factor
1.31
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% 4.50% -3.86% 13.94% -18.95% 26.92%
2025 -21.05% 10.49% 1.09% -1.46% 22.76% -11.50% 18.51% 4.96% 5.70% -21.43% 20.26% -11.71% 3.56%
2026 20.69% 7.88% -0.31% 5.38% -3.10% 0.01% — — — — — — 32.55%
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 1741.19
Min balance 827.02
Max balance 1939.32
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.87
Average monthly return (arithmetic), % 2.78
Best month, % 34.06
Worst month, % -21.43
PnL, Volume & Fees
Metric Value
Total PnL 741.19
Total PnL, % 74.12
Gross profit 3432.61
Gross loss 2630.29
Trading volume (USDT) 138770.71
Total transactions (buy/sell) 175
Total fees 49.94
Funding net -11.19
Funding accrued (received) 66.82
Funding paid 78.01
Trades
Metric Value
Total Trades 172
Win Trades 69
Los Trades 103
Win Rate, % 40.12
Expectancy per trade 4.6647
Max consecutive wins 5
Max consecutive losses 7
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.50
Position max, % of margin balance 124.81
Max Drawdown 804.64
Max Drawdown, % 44.77
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3050
Recovery Factor (Total PnL / Max DD) 0.9211
Sharpe ratio (monthly) 0.7027
Sortino ratio (monthly) 1.2369
CAGR, % 25.82
Calmar ratio (CAGR / Max DD%) 0.5766
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 673.59 | Fee: 14.88 | Vol: 41336.19
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": 17,
    "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
}