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
1276.84
Total PnL
276.84 (27.68%)
Total Trades (Win/Los)
779 (94/685)
Win Rate
12.07%
Max Drawdown
616.25 (33.31%)
Total Fees
221.73
Position avg (max), %
87.91 (107.20)
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 -8.56% 29.94% 22.48% -5.20% -5.61% -1.98% 3.37% -5.75% 9.67% -8.06% 22.21% -13.94% 31.89%
2025 -14.01% 15.23% -0.93% -0.88% 14.75% -7.33% 17.94% -0.12% 4.59% -18.36% 17.87% -20.97% -3.05%
2026 22.20% 2.32% -19.93% 5.49% -5.42% 0.01% — — — — — — -0.09%
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 1276.84
Min balance 873.56
Max balance 1850.29
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.82
Average monthly return (arithmetic), % 1.70
Best month, % 29.94
Worst month, % -20.97
PnL, Volume & Fees
Metric Value
Total PnL 276.84
Total PnL, % 27.68
Gross profit 4457.14
Gross loss 3948.43
Trading volume (USDT) 615965.93
Total transactions (buy/sell) 784
Total fees 221.73
Funding net -10.14
Funding accrued (received) 66.23
Funding paid 76.37
Trades
Metric Value
Total Trades 779
Win Trades 94
Los Trades 685
Win Rate, % 12.07
Expectancy per trade 0.6530
Max consecutive wins 4
Max consecutive losses 84
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.91
Position max, % of margin balance 107.20
Max Drawdown 616.25
Max Drawdown, % 33.31
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1288
Recovery Factor (Total PnL / Max DD) 0.4492
Sharpe ratio (monthly) 0.4379
Sortino ratio (monthly) 0.7441
CAGR, % 10.65
Calmar ratio (CAGR / Max DD%) 0.3198
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 464.89 | Fee: 72.50 | Vol: 201390.13
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": 3,
    "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
}