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
1581.81
Total PnL
581.81 (58.18%)
Total Trades (Win/Los)
198 (70/128)
Win Rate
35.35%
Max Drawdown
649.19 (43.36%)
Total Fees
51.23
Position avg (max), %
88.18 (124.93)
Profit Factor
1.27
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 -12.13% 29.26% 21.04% -6.73% -6.26% -0.81% 1.56% -2.52% 6.57% -3.36% 16.62% -8.77% 29.32%
2025 -22.41% 0.64% 2.50% -4.62% 20.47% -7.17% 22.07% -3.39% 1.30% -17.32% 19.50% -8.92% -8.23%
2026 18.33% 4.89% -1.24% 8.30% 0.44% 0.01% — — — — — — 33.36%
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 1581.81
Min balance 847.99
Max balance 1670.36
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.54
Average monthly return (arithmetic), % 2.26
Best month, % 29.26
Worst month, % -22.41
PnL, Volume & Fees
Metric Value
Total PnL 581.81
Total PnL, % 58.18
Gross profit 3037.51
Gross loss 2397.63
Trading volume (USDT) 142350.21
Total transactions (buy/sell) 201
Total fees 51.23
Funding net -6.83
Funding accrued (received) 61.15
Funding paid 67.98
Trades
Metric Value
Total Trades 198
Win Trades 70
Los Trades 128
Win Rate, % 35.35
Expectancy per trade 3.2317
Max consecutive wins 6
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.18
Position max, % of margin balance 124.93
Max Drawdown 649.19
Max Drawdown, % 43.36
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2669
Recovery Factor (Total PnL / Max DD) 0.8962
Sharpe ratio (monthly) 0.6407
Sortino ratio (monthly) 1.1925
CAGR, % 20.91
Calmar ratio (CAGR / Max DD%) 0.4823
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 368.55 | Fee: 13.42 | Vol: 37292.02
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": 9,
    "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
}