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
1924.76
Total PnL
924.76 (92.48%)
Total Trades (Win/Los)
177 (65/112)
Win Rate
36.72%
Max Drawdown
701.74 (41.42%)
Total Fees
50.87
Position avg (max), %
88.50 (121.17)
Profit Factor
1.40
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 -10.85% 27.73% 25.71% -7.07% -0.23% 3.02% 0.61% -5.82% 6.66% -5.51% 15.54% -14.73% 28.62%
2025 -20.95% 8.52% 1.89% -6.33% 23.40% -2.40% 20.82% -1.23% 4.19% -18.44% 20.51% -9.20% 9.43%
2026 18.26% 8.67% -0.27% 5.59% 1.09% 0.01% — — — — — — 36.82%
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 1924.76
Min balance 862.96
Max balance 2045.18
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.21
Average monthly return (arithmetic), % 2.97
Best month, % 27.73
Worst month, % -20.95
PnL, Volume & Fees
Metric Value
Total PnL 924.76
Total PnL, % 92.48
Gross profit 3458.20
Gross loss 2472.98
Trading volume (USDT) 141343.41
Total transactions (buy/sell) 180
Total fees 50.87
Funding net -9.60
Funding accrued (received) 67.95
Funding paid 77.55
Trades
Metric Value
Total Trades 177
Win Trades 65
Los Trades 112
Win Rate, % 36.72
Expectancy per trade 5.5662
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.50
Position max, % of margin balance 121.17
Max Drawdown 701.74
Max Drawdown, % 41.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3984
Recovery Factor (Total PnL / Max DD) 1.3178
Sharpe ratio (monthly) 0.8179
Sortino ratio (monthly) 1.5298
CAGR, % 31.15
Calmar ratio (CAGR / Max DD%) 0.7519
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 712.76 | Fee: 13.63 | Vol: 37879.93
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": 11,
    "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
}