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
1377.05
Total PnL
377.05 (37.70%)
Total Trades (Win/Los)
346 (89/257)
Win Rate
25.72%
Max Drawdown
753.75 (41.82%)
Total Fees
98.41
Position avg (max), %
87.58 (111.96)
Profit Factor
1.13
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 -15.11% 25.89% 21.18% -1.30% -1.43% -0.17% 7.65% 3.56% 8.37% -5.13% 21.54% -24.22% 32.77%
2025 -20.73% 11.99% -1.54% 4.95% 11.42% -10.85% 17.77% 4.57% 1.22% -15.05% 22.93% -18.61% -3.47%
2026 20.91% -0.18% -14.85% 9.35% -4.36% 0.01% — — — — — — 7.51%
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 1377.05
Min balance 826.13
Max balance 1837.28
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.07
Average monthly return (arithmetic), % 1.99
Best month, % 25.89
Worst month, % -24.22
PnL, Volume & Fees
Metric Value
Total PnL 377.05
Total PnL, % 37.70
Gross profit 4126.70
Gross loss 3641.58
Trading volume (USDT) 273382.81
Total transactions (buy/sell) 349
Total fees 98.41
Funding net -9.67
Funding accrued (received) 64.84
Funding paid 74.51
Trades
Metric Value
Total Trades 346
Win Trades 89
Los Trades 257
Win Rate, % 25.72
Expectancy per trade 1.4021
Max consecutive wins 5
Max consecutive losses 31
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.58
Position max, % of margin balance 111.96
Max Drawdown 753.75
Max Drawdown, % 41.82
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1332
Recovery Factor (Total PnL / Max DD) 0.5002
Sharpe ratio (monthly) 0.5098
Sortino ratio (monthly) 0.8047
CAGR, % 14.17
Calmar ratio (CAGR / Max DD%) 0.3388
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 513.27 | Fee: 29.70 | Vol: 82516.37
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": 5,
    "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
}