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
1314.71
Total PnL
314.71 (31.47%)
Total Trades (Win/Los)
163 (59/104)
Win Rate
36.20%
Max Drawdown
829.94 (50.80%)
Total Fees
38.24
Position avg (max), %
87.81 (123.68)
Profit Factor
1.17
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 -13.29% 27.26% 25.84% -9.63% -0.54% 5.61% 0.15% -5.43% 4.59% -9.83% 14.16% -15.45% 13.66%
2025 -20.88% 0.90% 1.02% -7.89% 21.93% -8.62% 20.29% -4.76% 5.89% -20.09% 20.33% -10.83% -13.91%
2026 18.43% 8.16% -0.29% 5.33% -0.07% 0.01% — — — — — — 34.44%
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 1314.71
Min balance 803.93
Max balance 1633.87
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.92
Average monthly return (arithmetic), % 1.74
Best month, % 27.26
Worst month, % -20.88
PnL, Volume & Fees
Metric Value
Total PnL 314.71
Total PnL, % 31.47
Gross profit 2539.13
Gross loss 2174.60
Trading volume (USDT) 106258.90
Total transactions (buy/sell) 166
Total fees 38.24
Funding net -11.58
Funding accrued (received) 53.34
Funding paid 64.92
Trades
Metric Value
Total Trades 163
Win Trades 59
Los Trades 104
Win Rate, % 36.20
Expectancy per trade 2.2364
Max consecutive wins 4
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.81
Position max, % of margin balance 123.68
Max Drawdown 829.94
Max Drawdown, % 50.80
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1676
Recovery Factor (Total PnL / Max DD) 0.3792
Sharpe ratio (monthly) 0.4632
Sortino ratio (monthly) 0.7907
CAGR, % 12.00
Calmar ratio (CAGR / Max DD%) 0.2362
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 262.51 | Fee: 11.13 | Vol: 30934.07
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": 16,
    "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
}