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
1577.49
Total PnL
577.49 (57.75%)
Total Trades (Win/Los)
158 (59/99)
Win Rate
37.34%
Max Drawdown
766.80 (45.63%)
Total Fees
41.82
Position avg (max), %
88.58 (124.94)
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 -14.10% 27.51% 25.34% -5.81% -0.22% 5.37% 0.18% -5.98% 4.38% -3.14% 14.83% -18.67% 20.89%
2025 -20.33% 6.51% 0.80% -8.11% 25.53% -5.53% 20.26% -2.85% 6.08% -20.68% 19.49% -11.51% -3.11%
2026 19.06% 8.37% -0.28% 4.89% -0.16% 0.01% — — — — — — 34.75%
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 1577.49
Min balance 827.02
Max balance 1710.02
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.53
Average monthly return (arithmetic), % 2.37
Best month, % 27.51
Worst month, % -20.68
PnL, Volume & Fees
Metric Value
Total PnL 577.49
Total PnL, % 57.75
Gross profit 3027.26
Gross loss 2395.34
Trading volume (USDT) 116200.98
Total transactions (buy/sell) 161
Total fees 41.82
Funding net -12.61
Funding accrued (received) 60.23
Funding paid 72.83
Trades
Metric Value
Total Trades 158
Win Trades 59
Los Trades 99
Win Rate, % 37.34
Expectancy per trade 3.9995
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.58
Position max, % of margin balance 124.94
Max Drawdown 766.80
Max Drawdown, % 45.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2638
Recovery Factor (Total PnL / Max DD) 0.7531
Sharpe ratio (monthly) 0.6258
Sortino ratio (monthly) 1.0910
CAGR, % 20.78
Calmar ratio (CAGR / Max DD%) 0.4553
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 598.35 | Fee: 11.38 | Vol: 31626.08
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": 18,
    "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
}