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
1874.29
Total PnL
874.29 (87.43%)
Total Trades (Win/Los)
192 (69/123)
Win Rate
35.94%
Max Drawdown
615.99 (37.76%)
Total Fees
55.72
Position avg (max), %
88.01 (121.08)
Profit Factor
1.36
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 -14.09% 29.35% 21.68% -4.41% -0.05% 0.60% 1.32% -4.14% 6.49% -5.27% 16.14% -13.12% 28.50%
2025 -20.28% 10.99% 2.17% -3.34% 24.20% -2.36% 21.63% -5.70% 4.26% -18.01% 20.01% -9.15% 13.26%
2026 17.98% 5.25% -1.42% 6.01% -0.73% 0.01% — — — — — — 28.85%
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 1874.29
Min balance 831.59
Max balance 2045.75
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.12
Average monthly return (arithmetic), % 2.87
Best month, % 29.35
Worst month, % -20.28
PnL, Volume & Fees
Metric Value
Total PnL 874.29
Total PnL, % 87.43
Gross profit 3568.57
Gross loss 2631.76
Trading volume (USDT) 154813.19
Total transactions (buy/sell) 195
Total fees 55.72
Funding net -6.81
Funding accrued (received) 69.38
Funding paid 76.19
Trades
Metric Value
Total Trades 192
Win Trades 69
Los Trades 123
Win Rate, % 35.94
Expectancy per trade 4.8793
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.01
Position max, % of margin balance 121.08
Max Drawdown 615.99
Max Drawdown, % 37.76
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3560
Recovery Factor (Total PnL / Max DD) 1.4193
Sharpe ratio (monthly) 0.7954
Sortino ratio (monthly) 1.5056
CAGR, % 29.71
Calmar ratio (CAGR / Max DD%) 0.7868
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 771.37 | Fee: 14.60 | Vol: 40566.06
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": 9,
    "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
}