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
1275.77
Total PnL
275.77 (27.58%)
Total Trades (Win/Los)
169 (59/110)
Win Rate
34.91%
Max Drawdown
839.76 (51.01%)
Total Fees
39.60
Position avg (max), %
87.72 (118.38)
Profit Factor
1.15
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 -13.12% 27.20% 25.80% -9.34% -0.31% 5.97% 0.08% -5.80% 4.70% -9.06% 13.87% -15.90% 14.47%
2025 -21.85% 1.28% 1.36% -7.80% 21.87% -8.60% 20.69% -4.69% 2.25% -19.37% 20.73% -10.75% -15.80%
2026 17.58% 8.37% -0.32% 4.77% -0.48% 0.01% — — — — — — 32.45%
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 1275.77
Min balance 806.41
Max balance 1646.17
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.82
Average monthly return (arithmetic), % 1.64
Best month, % 27.20
Worst month, % -21.85
PnL, Volume & Fees
Metric Value
Total PnL 275.77
Total PnL, % 27.58
Gross profit 2536.36
Gross loss 2210.28
Trading volume (USDT) 110022.05
Total transactions (buy/sell) 172
Total fees 39.60
Funding net -10.71
Funding accrued (received) 53.55
Funding paid 64.27
Trades
Metric Value
Total Trades 169
Win Trades 59
Los Trades 110
Win Rate, % 34.91
Expectancy per trade 1.9294
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.72
Position max, % of margin balance 118.38
Max Drawdown 839.76
Max Drawdown, % 51.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1475
Recovery Factor (Total PnL / Max DD) 0.3284
Sharpe ratio (monthly) 0.4364
Sortino ratio (monthly) 0.7424
CAGR, % 10.61
Calmar ratio (CAGR / Max DD%) 0.2080
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 283.40 | Fee: 11.12 | Vol: 30887.55
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": 15,
    "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
}