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
1674.38
Total PnL
674.38 (67.44%)
Total Trades (Win/Los)
230 (72/158)
Win Rate
31.30%
Max Drawdown
629.26 (38.63%)
Total Fees
66.70
Position avg (max), %
88.38 (114.98)
Profit Factor
1.24
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 -15.98% 24.41% 26.05% -3.93% -5.93% -0.83% 2.26% -0.56% 8.32% -7.19% 30.39% -9.30% 42.76%
2025 -20.17% 5.27% 1.63% -1.59% 24.43% -9.94% 26.26% -5.46% 7.19% -18.93% 21.24% -15.71% -0.15%
2026 17.92% -5.16% -1.22% 8.87% -2.29% 0.01% — — — — — — 17.53%
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 1674.38
Min balance 814.26
Max balance 2005.58
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.73
Average monthly return (arithmetic), % 2.67
Best month, % 30.39
Worst month, % -20.17
PnL, Volume & Fees
Metric Value
Total PnL 674.38
Total PnL, % 67.44
Gross profit 3839.52
Gross loss 3087.35
Trading volume (USDT) 185314.58
Total transactions (buy/sell) 233
Total fees 66.70
Funding net -11.10
Funding accrued (received) 66.94
Funding paid 78.03
Trades
Metric Value
Total Trades 230
Win Trades 72
Los Trades 158
Win Rate, % 31.30
Expectancy per trade 3.2703
Max consecutive wins 4
Max consecutive losses 8
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.38
Position max, % of margin balance 114.98
Max Drawdown 629.26
Max Drawdown, % 38.63
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2436
Recovery Factor (Total PnL / Max DD) 1.0717
Sharpe ratio (monthly) 0.6593
Sortino ratio (monthly) 1.2575
CAGR, % 23.79
Calmar ratio (CAGR / Max DD%) 0.6160
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 365.87 | Fee: 19.73 | Vol: 54827.03
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": 7,
    "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
}