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
1203.13
Total PnL
203.13 (20.31%)
Total Trades (Win/Los)
400 (84/316)
Win Rate
21.00%
Max Drawdown
728.14 (46.56%)
Total Fees
99.23
Position avg (max), %
87.22 (110.33)
Profit Factor
1.10
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 -13.86% 27.78% 22.96% -5.88% -2.72% -2.78% 0.53% 2.47% 8.83% -6.40% 20.15% -21.25% 19.60%
2025 -19.85% -1.21% -2.55% -2.34% 19.96% -9.13% 21.94% -0.28% 4.93% -12.97% 20.09% -20.73% -13.16%
2026 21.43% -1.15% -8.21% 9.18% -3.66% 0.01% — — — — — — 15.91%
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 1203.13
Min balance 835.60
Max balance 1563.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.62
Average monthly return (arithmetic), % 1.51
Best month, % 27.78
Worst month, % -21.25
PnL, Volume & Fees
Metric Value
Total PnL 203.13
Total PnL, % 20.31
Gross profit 3431.57
Gross loss 3120.52
Trading volume (USDT) 275671.78
Total transactions (buy/sell) 403
Total fees 99.23
Funding net -8.68
Funding accrued (received) 55.96
Funding paid 64.64
Trades
Metric Value
Total Trades 400
Win Trades 84
Los Trades 316
Win Rate, % 21.00
Expectancy per trade 0.7776
Max consecutive wins 4
Max consecutive losses 36
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.22
Position max, % of margin balance 110.33
Max Drawdown 728.14
Max Drawdown, % 46.56
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0997
Recovery Factor (Total PnL / Max DD) 0.2790
Sharpe ratio (monthly) 0.3870
Sortino ratio (monthly) 0.6562
CAGR, % 7.96
Calmar ratio (CAGR / Max DD%) 0.1709
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 233.85 | Fee: 36.28 | Vol: 100787.76
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": 5,
    "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
}