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
1615.25
Total PnL
615.25 (61.53%)
Total Trades (Win/Los)
194 (65/129)
Win Rate
33.51%
Max Drawdown
666.03 (42.51%)
Total Fees
52.82
Position avg (max), %
88.28 (123.99)
Profit Factor
1.25
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 -17.12% 25.78% 26.12% -6.44% -3.16% -0.58% 1.64% -3.48% 7.19% -10.15% 35.55% -6.94% 41.14%
2025 -25.76% 1.07% 4.98% -0.31% 24.70% -12.19% 23.92% -6.54% 7.34% -18.87% 18.91% -12.50% -9.77%
2026 17.96% 1.17% -0.93% 8.56% -1.14% 0.01% — — — — — — 26.90%
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 1615.25
Min balance 814.58
Max balance 1782.86
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.61
Average monthly return (arithmetic), % 2.63
Best month, % 35.55
Worst month, % -25.76
PnL, Volume & Fees
Metric Value
Total PnL 615.25
Total PnL, % 61.53
Gross profit 3356.93
Gross loss 2680.20
Trading volume (USDT) 146748.24
Total transactions (buy/sell) 197
Total fees 52.82
Funding net -8.66
Funding accrued (received) 63.26
Funding paid 71.93
Trades
Metric Value
Total Trades 194
Win Trades 65
Los Trades 129
Win Rate, % 33.51
Expectancy per trade 3.4883
Max consecutive wins 3
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.28
Position max, % of margin balance 123.99
Max Drawdown 666.03
Max Drawdown, % 42.51
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2525
Recovery Factor (Total PnL / Max DD) 0.9238
Sharpe ratio (monthly) 0.6252
Sortino ratio (monthly) 1.1500
CAGR, % 21.96
Calmar ratio (CAGR / Max DD%) 0.5166
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 447.09 | Fee: 14.53 | Vol: 40383.22
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": 9,
    "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
}