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
1164.80
Total PnL
164.80 (16.48%)
Total Trades (Win/Los)
933 (74/859)
Win Rate
7.93%
Max Drawdown
529.68 (43.85%)
Total Fees
206.87
Position avg (max), %
85.89 (107.31)
Profit Factor
1.15
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 -17.62% 31.17% 1.93% -7.20% -8.89% 2.58% -7.83% -19.19% 5.61% -5.36% 34.67% -2.39% -6.51%
2025 -11.09% 9.57% 1.49% 0.11% 19.50% -10.75% 23.03% 1.41% 4.93% -9.46% 20.99% -16.84% 25.91%
2026 11.59% 4.82% -9.72% -4.82% -1.50% 0.01% — — — — — — -0.99%
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 1164.80
Min balance 678.24
Max balance 1586.99
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.51
Average monthly return (arithmetic), % 1.36
Best month, % 34.67
Worst month, % -19.19
PnL, Volume & Fees
Metric Value
Total PnL 164.80
Total PnL, % 16.48
Gross profit 2874.22
Gross loss 2496.00
Trading volume (USDT) 574692.44
Total transactions (buy/sell) 939
Total fees 206.87
Funding net -6.55
Funding accrued (received) 49.82
Funding paid 56.37
Trades
Metric Value
Total Trades 933
Win Trades 74
Los Trades 859
Win Rate, % 7.93
Expectancy per trade 0.4054
Max consecutive wins 4
Max consecutive losses 90
Risk & Exposure
Metric Value
Position avg, % of margin balance 85.89
Position max, % of margin balance 107.31
Max Drawdown 529.68
Max Drawdown, % 43.85
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1515
Recovery Factor (Total PnL / Max DD) 0.3111
Sharpe ratio (monthly) 0.3500
Sortino ratio (monthly) 0.6372
CAGR, % 6.52
Calmar ratio (CAGR / Max DD%) 0.1487
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -64.04 | Fee: 90.11 | Vol: 250331.27
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": 2,
    "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
}