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
1114.65
Total PnL
114.65 (11.46%)
Total Trades (Win/Los)
835 (89/746)
Win Rate
10.66%
Max Drawdown
684.94 (41.15%)
Total Fees
226.52
Position avg (max), %
87.66 (108.07)
Profit Factor
1.09
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 -8.01% 27.84% 20.82% -2.35% -3.09% -1.22% 0.31% -2.25% 10.95% -8.25% 22.88% -15.19% 38.15%
2025 -16.37% 2.37% -12.22% 1.59% 18.22% -10.40% 22.22% 1.89% 1.41% -13.81% 19.84% -21.73% -17.42%
2026 22.84% -0.86% -15.04% 1.17% -6.62% 0.01% — — — — — — -2.24%
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 1114.65
Min balance 870.02
Max balance 1664.63
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.36
Average monthly return (arithmetic), % 1.23
Best month, % 27.84
Worst month, % -21.73
PnL, Volume & Fees
Metric Value
Total PnL 114.65
Total PnL, % 11.46
Gross profit 4102.43
Gross loss 3754.96
Trading volume (USDT) 629295.28
Total transactions (buy/sell) 841
Total fees 226.52
Funding net -6.30
Funding accrued (received) 63.44
Funding paid 69.74
Trades
Metric Value
Total Trades 835
Win Trades 89
Los Trades 746
Win Rate, % 10.66
Expectancy per trade 0.4161
Max consecutive wins 4
Max consecutive losses 97
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.66
Position max, % of margin balance 108.07
Max Drawdown 684.94
Max Drawdown, % 41.15
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0925
Recovery Factor (Total PnL / Max DD) 0.1674
Sharpe ratio (monthly) 0.3180
Sortino ratio (monthly) 0.5445
CAGR, % 4.60
Calmar ratio (CAGR / Max DD%) 0.1117
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 393.40 | Fee: 102.45 | Vol: 284620.97
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": 17,
    "detection": 3,
    "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
}