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
1539.68
Total PnL
539.68 (53.97%)
Total Trades (Win/Los)
163 (60/103)
Win Rate
36.81%
Max Drawdown
775.08 (47.40%)
Total Fees
40.51
Position avg (max), %
87.97 (117.59)
Profit Factor
1.26
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 -15.32% 27.80% 25.64% -7.61% -0.31% 5.45% 0.08% -5.41% 4.72% -10.91% 13.84% -16.69% 10.62%
2025 -18.92% 6.00% 0.75% -6.50% 24.66% -5.04% 20.20% -2.62% 6.28% -19.18% 19.95% -11.06% 2.78%
2026 19.37% 8.61% -0.32% 5.27% -0.42% 0.01% — — — — — — 35.50%
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 1539.68
Min balance 815.16
Max balance 1663.79
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.45
Average monthly return (arithmetic), % 2.28
Best month, % 27.80
Worst month, % -19.18
PnL, Volume & Fees
Metric Value
Total PnL 539.68
Total PnL, % 53.97
Gross profit 2832.50
Gross loss 2240.72
Trading volume (USDT) 112566.12
Total transactions (buy/sell) 166
Total fees 40.51
Funding net -11.59
Funding accrued (received) 57.39
Funding paid 68.98
Trades
Metric Value
Total Trades 163
Win Trades 60
Los Trades 103
Win Rate, % 36.81
Expectancy per trade 3.6305
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.97
Position max, % of margin balance 117.59
Max Drawdown 775.08
Max Drawdown, % 47.40
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2641
Recovery Factor (Total PnL / Max DD) 0.6963
Sharpe ratio (monthly) 0.6034
Sortino ratio (monthly) 1.0661
CAGR, % 19.57
Calmar ratio (CAGR / Max DD%) 0.4129
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 492.16 | Fee: 11.39 | Vol: 31647.00
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": 16,
    "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
}