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
1679.40
Total PnL
679.40 (67.94%)
Total Trades (Win/Los)
890 (91/799)
Win Rate
10.22%
Max Drawdown
822.67 (34.83%)
Total Fees
298.60
Position avg (max), %
89.03 (110.99)
Profit Factor
1.22
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 -8.00% 25.19% 20.77% -3.96% -3.48% 0.26% 9.35% -9.51% 10.39% -1.26% 24.94% -10.92% 55.17%
2025 -14.90% 19.93% -11.58% 7.14% 16.10% -6.88% 14.68% 2.37% 7.37% -9.60% 17.87% -20.41% 11.74%
2026 14.18% 5.14% -23.31% 6.26% -0.96% 0.01% — — — — — — -3.08%
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 1679.40
Min balance 862.78
Max balance 2361.67
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.75
Average monthly return (arithmetic), % 2.57
Best month, % 25.19
Worst month, % -23.31
PnL, Volume & Fees
Metric Value
Total PnL 679.40
Total PnL, % 67.94
Gross profit 5522.89
Gross loss 4537.29
Trading volume (USDT) 829499.65
Total transactions (buy/sell) 896
Total fees 298.60
Funding net -7.60
Funding accrued (received) 79.19
Funding paid 86.79
Trades
Metric Value
Total Trades 890
Win Trades 91
Los Trades 799
Win Rate, % 10.22
Expectancy per trade 1.1074
Max consecutive wins 3
Max consecutive losses 86
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.03
Position max, % of margin balance 110.99
Max Drawdown 822.67
Max Drawdown, % 34.83
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2172
Recovery Factor (Total PnL / Max DD) 0.8259
Sharpe ratio (monthly) 0.6895
Sortino ratio (monthly) 1.1639
CAGR, % 23.95
Calmar ratio (CAGR / Max DD%) 0.6875
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 697.66 | Fee: 69.96 | Vol: 194346.00
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
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    "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": 15,
    "detection": 2,
    "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
}