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
1225.22
Total PnL
225.22 (22.52%)
Total Trades (Win/Los)
513 (88/425)
Win Rate
17.15%
Max Drawdown
578.99 (32.91%)
Total Fees
139.60
Position avg (max), %
87.54 (106.70)
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 -10.33% 26.85% 21.44% -5.60% -1.62% -3.24% -0.68% -2.71% 9.27% -6.68% 21.62% -17.77% 22.33%
2025 -18.36% 15.80% -2.99% -0.96% 14.05% -4.63% 15.78% -1.97% 3.33% -10.54% 19.73% -20.05% -0.77%
2026 22.16% 1.75% -17.87% 6.32% -6.96% 0.01% — — — — — — 1.00%
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 1225.22
Min balance 871.65
Max balance 1759.50
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.68
Average monthly return (arithmetic), % 1.51
Best month, % 26.85
Worst month, % -20.05
PnL, Volume & Fees
Metric Value
Total PnL 225.22
Total PnL, % 22.52
Gross profit 3891.75
Gross loss 3518.23
Trading volume (USDT) 387804.52
Total transactions (buy/sell) 517
Total fees 139.60
Funding net -8.70
Funding accrued (received) 61.41
Funding paid 70.11
Trades
Metric Value
Total Trades 513
Win Trades 88
Los Trades 425
Win Rate, % 17.15
Expectancy per trade 0.7281
Max consecutive wins 5
Max consecutive losses 49
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.54
Position max, % of margin balance 106.70
Max Drawdown 578.99
Max Drawdown, % 32.91
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1062
Recovery Factor (Total PnL / Max DD) 0.3890
Sharpe ratio (monthly) 0.4012
Sortino ratio (monthly) 0.6786
CAGR, % 8.78
Calmar ratio (CAGR / Max DD%) 0.2667
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 435.40 | Fee: 47.25 | Vol: 131265.49
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": 4,
    "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
}