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
1734.58
Total PnL
734.58 (73.46%)
Total Trades (Win/Los)
206 (75/131)
Win Rate
36.41%
Max Drawdown
545.45 (37.05%)
Total Fees
55.00
Position avg (max), %
88.58 (116.25)
Profit Factor
1.30
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 -19.58% 24.78% 25.84% -6.04% -6.13% -0.57% 5.00% -3.61% 6.84% -0.69% 20.11% -16.55% 19.19%
2025 -20.34% 9.90% 2.30% 1.64% 23.26% -8.12% 21.94% 1.20% 0.54% -18.41% 20.27% -9.16% 14.00%
2026 14.46% 5.43% -1.39% 5.89% 1.35% 0.01% — — — — — — 27.73%
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 1734.58
Min balance 775.23
Max balance 1842.87
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.85
Average monthly return (arithmetic), % 2.67
Best month, % 25.84
Worst month, % -20.34
PnL, Volume & Fees
Metric Value
Total PnL 734.58
Total PnL, % 73.46
Gross profit 3465.30
Gross loss 2667.29
Trading volume (USDT) 152815.31
Total transactions (buy/sell) 209
Total fees 55.00
Funding net -8.43
Funding accrued (received) 63.08
Funding paid 71.51
Trades
Metric Value
Total Trades 206
Win Trades 75
Los Trades 131
Win Rate, % 36.41
Expectancy per trade 3.8738
Max consecutive wins 5
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.58
Position max, % of margin balance 116.25
Max Drawdown 545.45
Max Drawdown, % 37.05
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2992
Recovery Factor (Total PnL / Max DD) 1.3467
Sharpe ratio (monthly) 0.7163
Sortino ratio (monthly) 1.2483
CAGR, % 25.62
Calmar ratio (CAGR / Max DD%) 0.6914
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 596.00 | Fee: 15.79 | Vol: 43872.99
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": 8,
    "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
}