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
1182.73
Total PnL
182.73 (18.27%)
Total Trades (Win/Los)
884 (91/793)
Win Rate
10.29%
Max Drawdown
821.43 (42.34%)
Total Fees
243.90
Position avg (max), %
88.33 (108.73)
Profit Factor
1.11
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 -11.40% 27.52% 20.56% -2.08% -7.60% -0.10% 2.01% -13.68% 12.00% -7.59% 24.61% -7.36% 29.51%
2025 -15.60% 18.23% -4.73% -0.86% 14.81% -6.49% 17.47% 1.17% 11.14% -13.70% 18.20% -22.12% 6.16%
2026 7.91% -2.02% -20.17% 3.46% -1.46% 0.01% — — — — — — -13.93%
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 1182.73
Min balance 846.88
Max balance 1939.97
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.56
Average monthly return (arithmetic), % 1.40
Best month, % 27.52
Worst month, % -22.12
PnL, Volume & Fees
Metric Value
Total PnL 182.73
Total PnL, % 18.27
Gross profit 4199.35
Gross loss 3767.68
Trading volume (USDT) 677555.52
Total transactions (buy/sell) 890
Total fees 243.90
Funding net -5.05
Funding accrued (received) 66.17
Funding paid 71.22
Trades
Metric Value
Total Trades 884
Win Trades 91
Los Trades 793
Win Rate, % 10.29
Expectancy per trade 0.4883
Max consecutive wins 3
Max consecutive losses 58
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.33
Position max, % of margin balance 108.73
Max Drawdown 821.43
Max Drawdown, % 42.34
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1146
Recovery Factor (Total PnL / Max DD) 0.2225
Sharpe ratio (monthly) 0.3712
Sortino ratio (monthly) 0.6129
CAGR, % 7.20
Calmar ratio (CAGR / Max DD%) 0.1700
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 204.13 | Fee: 81.07 | Vol: 225212.70
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": 16,
    "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
}