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
1381.62
Total PnL
381.62 (38.16%)
Total Trades (Win/Los)
154 (55/99)
Win Rate
35.71%
Max Drawdown
838.93 (49.51%)
Total Fees
39.64
Position avg (max), %
88.46 (126.21)
Profit Factor
1.18
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% 4.63% -11.53% 26.72% -18.85% 23.09%
2025 -22.55% 0.16% 3.12% -4.30% 25.74% -9.16% 20.88% -5.82% 5.83% -24.00% 20.25% -12.82% -16.06%
2026 18.68% 8.18% -0.25% 4.79% -0.31% 0.01% — — — — — — 33.81%
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 1381.62
Min balance 855.42
Max balance 1694.35
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.09
Average monthly return (arithmetic), % 2.09
Best month, % 28.33
Worst month, % -24.00
PnL, Volume & Fees
Metric Value
Total PnL 381.62
Total PnL, % 38.16
Gross profit 2794.44
Gross loss 2358.66
Trading volume (USDT) 110149.12
Total transactions (buy/sell) 157
Total fees 39.64
Funding net -14.52
Funding accrued (received) 56.73
Funding paid 71.25
Trades
Metric Value
Total Trades 154
Win Trades 55
Los Trades 99
Win Rate, % 35.71
Expectancy per trade 2.8298
Max consecutive wins 4
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.46
Position max, % of margin balance 126.21
Max Drawdown 838.93
Max Drawdown, % 49.51
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1848
Recovery Factor (Total PnL / Max DD) 0.4549
Sharpe ratio (monthly) 0.5037
Sortino ratio (monthly) 0.8648
CAGR, % 14.32
Calmar ratio (CAGR / Max DD%) 0.2893
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 373.36 | Fee: 11.48 | Vol: 31910.05
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": 19,
    "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
}