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
1412.10
Total PnL
412.10 (41.21%)
Total Trades (Win/Los)
154 (55/99)
Win Rate
35.71%
Max Drawdown
822.44 (48.54%)
Total Fees
40.32
Position avg (max), %
88.55 (127.18)
Profit Factor
1.20
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 -10.08% 28.33% 26.23% -9.99% -0.46% 5.23% 0.18% -6.01% 4.84% -10.86% 26.47% -18.02% 25.29%
2025 -22.35% 1.24% 3.27% -4.05% 26.01% -9.11% 20.41% -5.69% 5.86% -23.99% 19.44% -12.96% -15.25%
2026 18.47% 7.95% -0.29% 4.69% -0.34% 0.01% — — — — — — 33.07%
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 1412.10
Min balance 865.86
Max balance 1694.35
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.16
Average monthly return (arithmetic), % 2.15
Best month, % 28.33
Worst month, % -23.99
PnL, Volume & Fees
Metric Value
Total PnL 412.10
Total PnL, % 41.21
Gross profit 2839.40
Gross loss 2372.30
Trading volume (USDT) 112041.32
Total transactions (buy/sell) 157
Total fees 40.32
Funding net -14.68
Funding accrued (received) 57.80
Funding paid 72.49
Trades
Metric Value
Total Trades 154
Win Trades 55
Los Trades 99
Win Rate, % 35.71
Expectancy per trade 3.0331
Max consecutive wins 4
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.55
Position max, % of margin balance 127.18
Max Drawdown 822.44
Max Drawdown, % 48.54
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1969
Recovery Factor (Total PnL / Max DD) 0.5011
Sharpe ratio (monthly) 0.5217
Sortino ratio (monthly) 0.8989
CAGR, % 15.36
Calmar ratio (CAGR / Max DD%) 0.3165
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 381.56 | Fee: 11.66 | Vol: 32403.01
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": 18,
    "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
}