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
1320.92
Total PnL
320.92 (32.09%)
Total Trades (Win/Los)
434 (82/352)
Win Rate
18.89%
Max Drawdown
760.14 (47.44%)
Total Fees
113.37
Position avg (max), %
87.32 (110.10)
Profit Factor
1.14
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 -14.55% 26.53% 25.89% -7.04% -7.31% -3.36% 0.30% 3.69% 9.15% -5.91% 27.44% -21.11% 21.69%
2025 -20.68% 1.32% -0.43% -1.77% 22.43% -8.15% 21.33% -0.18% 8.53% -14.31% 19.51% -20.46% -5.34%
2026 22.38% 2.20% -13.88% 9.00% -2.29% 0.01% — — — — — — 14.74%
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 1320.92
Min balance 827.46
Max balance 1671.77
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.93
Average monthly return (arithmetic), % 1.94
Best month, % 27.44
Worst month, % -21.11
PnL, Volume & Fees
Metric Value
Total PnL 320.92
Total PnL, % 32.09
Gross profit 3644.22
Gross loss 3199.09
Trading volume (USDT) 314937.57
Total transactions (buy/sell) 437
Total fees 113.37
Funding net -10.84
Funding accrued (received) 57.32
Funding paid 68.17
Trades
Metric Value
Total Trades 434
Win Trades 82
Los Trades 352
Win Rate, % 18.89
Expectancy per trade 1.0256
Max consecutive wins 5
Max consecutive losses 52
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.32
Position max, % of margin balance 110.10
Max Drawdown 760.14
Max Drawdown, % 47.44
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1391
Recovery Factor (Total PnL / Max DD) 0.4222
Sharpe ratio (monthly) 0.4669
Sortino ratio (monthly) 0.7998
CAGR, % 12.22
Calmar ratio (CAGR / Max DD%) 0.2575
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 293.73 | Fee: 43.02 | Vol: 119509.88
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": 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
}