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
1461.28
Total PnL
461.28 (46.13%)
Total Trades (Win/Los)
879 (82/797)
Win Rate
9.33%
Max Drawdown
599.16 (30.21%)
Total Fees
254.07
Position avg (max), %
87.55 (110.48)
Profit Factor
1.21
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 -9.71% 26.26% 24.21% -9.54% -1.17% -2.29% -2.22% -18.10% 7.81% -6.36% 33.39% -3.47% 28.76%
2025 -16.65% 12.06% 0.27% 4.14% 23.77% -13.81% 25.02% 1.35% 2.35% -16.23% 21.38% -12.48% 20.06%
2026 6.05% 3.55% -8.35% -3.38% -2.75% 0.01% — — — — — — -5.41%
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 1461.28
Min balance 889.50
Max balance 1983.20
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.27
Average monthly return (arithmetic), % 2.17
Best month, % 33.39
Worst month, % -18.10
PnL, Volume & Fees
Metric Value
Total PnL 461.28
Total PnL, % 46.13
Gross profit 4137.89
Gross loss 3416.74
Trading volume (USDT) 705828.46
Total transactions (buy/sell) 885
Total fees 254.07
Funding net -5.79
Funding accrued (received) 67.47
Funding paid 73.26
Trades
Metric Value
Total Trades 879
Win Trades 82
Los Trades 797
Win Rate, % 9.33
Expectancy per trade 0.8204
Max consecutive wins 3
Max consecutive losses 76
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.55
Position max, % of margin balance 110.48
Max Drawdown 599.16
Max Drawdown, % 30.21
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2111
Recovery Factor (Total PnL / Max DD) 0.7699
Sharpe ratio (monthly) 0.5439
Sortino ratio (monthly) 1.0448
CAGR, % 17.01
Calmar ratio (CAGR / Max DD%) 0.5630
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 156.31 | Fee: 67.28 | Vol: 186923.38
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": 19,
    "detection": 1,
    "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
}