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
1893.52
Total PnL
893.52 (89.35%)
Total Trades (Win/Los)
162 (64/98)
Win Rate
39.51%
Max Drawdown
764.75 (43.15%)
Total Fees
47.30
Position avg (max), %
88.57 (123.01)
Profit Factor
1.37
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 -14.36% 27.59% 25.40% -5.82% 1.53% 5.21% 4.16% -6.05% 4.56% 1.39% 14.03% -19.77% 30.82%
2025 -20.39% 7.57% 1.09% -1.30% 23.27% -11.44% 20.07% 6.05% 6.03% -21.12% 20.56% -11.79% 5.64%
2026 21.67% 8.47% -0.31% 4.64% -0.43% 0.01% — — — — — — 37.09%
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 1893.52
Min balance 824.47
Max balance 2060.19
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.15
Average monthly return (arithmetic), % 3.02
Best month, % 27.59
Worst month, % -21.12
PnL, Volume & Fees
Metric Value
Total PnL 893.52
Total PnL, % 89.35
Gross profit 3510.74
Gross loss 2554.93
Trading volume (USDT) 131443.69
Total transactions (buy/sell) 165
Total fees 47.30
Funding net -14.99
Funding accrued (received) 66.25
Funding paid 81.24
Trades
Metric Value
Total Trades 162
Win Trades 64
Los Trades 98
Win Rate, % 39.51
Expectancy per trade 5.9001
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.57
Position max, % of margin balance 123.01
Max Drawdown 764.75
Max Drawdown, % 43.15
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3741
Recovery Factor (Total PnL / Max DD) 1.1684
Sharpe ratio (monthly) 0.7891
Sortino ratio (monthly) 1.3489
CAGR, % 30.26
Calmar ratio (CAGR / Max DD%) 0.7013
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 751.23 | Fee: 13.27 | Vol: 36887.88
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": 18,
    "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
}