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
1488.28
Total PnL
488.28 (48.83%)
Total Trades (Win/Los)
521 (96/425)
Win Rate
18.43%
Max Drawdown
798.45 (36.29%)
Total Fees
168.83
Position avg (max), %
88.33 (111.32)
Profit Factor
1.16
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 -11.67% 27.22% 21.99% -5.64% -1.62% 0.29% 7.00% 5.63% 8.96% -3.24% 22.39% -20.99% 47.02%
2025 -18.74% 15.15% -5.31% 2.34% 14.42% -5.59% 16.66% 5.54% 5.18% -12.53% 16.54% -19.32% 4.32%
2026 21.06% -2.43% -18.85% 7.27% -5.59% 0.01% — — — — — — -2.91%
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 1488.28
Min balance 871.68
Max balance 2200.02
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.34
Average monthly return (arithmetic), % 2.20
Best month, % 27.22
Worst month, % -20.99
PnL, Volume & Fees
Metric Value
Total PnL 488.28
Total PnL, % 48.83
Gross profit 4854.47
Gross loss 4187.86
Trading volume (USDT) 469017.01
Total transactions (buy/sell) 525
Total fees 168.83
Funding net -9.50
Funding accrued (received) 73.32
Funding paid 82.83
Trades
Metric Value
Total Trades 521
Win Trades 96
Los Trades 425
Win Rate, % 18.43
Expectancy per trade 1.2795
Max consecutive wins 5
Max consecutive losses 73
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.33
Position max, % of margin balance 111.32
Max Drawdown 798.45
Max Drawdown, % 36.29
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1592
Recovery Factor (Total PnL / Max DD) 0.6115
Sharpe ratio (monthly) 0.5774
Sortino ratio (monthly) 0.9456
CAGR, % 17.90
Calmar ratio (CAGR / Max DD%) 0.4932
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 678.05 | Fee: 50.64 | Vol: 140683.32
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": 15,
    "detection": 4,
    "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
}