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
1423.34
Total PnL
423.34 (42.33%)
Total Trades (Win/Los)
554 (85/469)
Win Rate
15.34%
Max Drawdown
740.10 (43.57%)
Total Fees
151.49
Position avg (max), %
86.94 (109.32)
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 -11.62% 27.82% 25.71% -5.17% -6.00% -1.36% -4.57% 4.26% 9.32% -5.50% 27.88% -21.72% 28.48%
2025 -15.15% 3.77% 0.15% -1.58% 20.23% -10.88% 16.88% 0.84% 2.19% -12.25% 19.76% -20.87% -6.87%
2026 22.71% 3.33% -10.75% 6.68% -1.42% 0.01% — — — — — — 19.02%
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 1423.34
Min balance 854.68
Max balance 1741.22
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.19
Average monthly return (arithmetic), % 2.09
Best month, % 27.88
Worst month, % -21.72
PnL, Volume & Fees
Metric Value
Total PnL 423.34
Total PnL, % 42.33
Gross profit 4106.88
Gross loss 3519.38
Trading volume (USDT) 420855.29
Total transactions (buy/sell) 559
Total fees 151.49
Funding net -12.67
Funding accrued (received) 60.82
Funding paid 73.49
Trades
Metric Value
Total Trades 554
Win Trades 85
Los Trades 469
Win Rate, % 15.34
Expectancy per trade 1.0605
Max consecutive wins 4
Max consecutive losses 42
Risk & Exposure
Metric Value
Position avg, % of margin balance 86.94
Position max, % of margin balance 109.32
Max Drawdown 740.10
Max Drawdown, % 43.57
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1669
Recovery Factor (Total PnL / Max DD) 0.5720
Sharpe ratio (monthly) 0.5280
Sortino ratio (monthly) 0.9408
CAGR, % 15.74
Calmar ratio (CAGR / Max DD%) 0.3613
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 409.15 | Fee: 58.43 | Vol: 162335.95
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": 18,
    "detection": 4,
    "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
}