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
1799.36
Total PnL
799.36 (79.94%)
Total Trades (Win/Los)
619 (79/540)
Win Rate
12.76%
Max Drawdown
593.05 (25.88%)
Total Fees
190.61
Position avg (max), %
86.83 (108.36)
Profit Factor
1.30
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 -14.90% 27.68% 23.11% -6.06% -4.21% 2.55% -0.27% -13.55% 5.72% -3.20% 29.62% -1.47% 39.11%
2025 -9.82% 11.92% 3.74% 1.92% 23.16% -14.15% 17.30% -2.64% 2.13% -9.20% 21.49% -15.96% 22.01%
2026 11.49% 3.91% -7.99% 1.84% -2.29% 0.01% — — — — — — 6.08%
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 1799.36
Min balance 834.70
Max balance 2291.52
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.98
Average monthly return (arithmetic), % 2.73
Best month, % 29.62
Worst month, % -15.96
PnL, Volume & Fees
Metric Value
Total PnL 799.36
Total PnL, % 79.94
Gross profit 4386.08
Gross loss 3385.71
Trading volume (USDT) 529541.96
Total transactions (buy/sell) 624
Total fees 190.61
Funding net -10.40
Funding accrued (received) 71.50
Funding paid 81.90
Trades
Metric Value
Total Trades 619
Win Trades 79
Los Trades 540
Win Rate, % 12.76
Expectancy per trade 1.6161
Max consecutive wins 4
Max consecutive losses 61
Risk & Exposure
Metric Value
Position avg, % of margin balance 86.83
Position max, % of margin balance 108.36
Max Drawdown 593.05
Max Drawdown, % 25.88
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2955
Recovery Factor (Total PnL / Max DD) 1.3479
Sharpe ratio (monthly) 0.7483
Sortino ratio (monthly) 1.5048
CAGR, % 27.54
Calmar ratio (CAGR / Max DD%) 1.0641
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 435.61 | Fee: 59.82 | Vol: 166184.66
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": 20,
    "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
}