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
1155.66
Total PnL
155.66 (15.57%)
Total Trades (Win/Los)
623 (69/554)
Win Rate
11.08%
Max Drawdown
577.01 (45.77%)
Total Fees
130.43
Position avg (max), %
86.19 (106.78)
Profit Factor
1.12
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 -23.65% 30.59% 26.25% -16.85% -12.21% 0.06% -1.53% -19.66% 7.11% -9.43% 34.94% -2.49% -7.14%
2025 -13.14% 6.29% -3.55% 2.11% 21.52% -7.33% 20.72% 1.68% 4.67% -10.49% 21.43% -20.73% 13.34%
2026 21.07% 6.29% -12.06% 0.56% -3.48% 0.01% — — — — — — 9.86%
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 1155.66
Min balance 683.75
Max balance 1502.99
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.49
Average monthly return (arithmetic), % 1.62
Best month, % 34.94
Worst month, % -23.65
PnL, Volume & Fees
Metric Value
Total PnL 155.66
Total PnL, % 15.57
Gross profit 2794.35
Gross loss 2500.27
Trading volume (USDT) 362337.53
Total transactions (buy/sell) 628
Total fees 130.43
Funding net -7.99
Funding accrued (received) 47.60
Funding paid 55.59
Trades
Metric Value
Total Trades 623
Win Trades 69
Los Trades 554
Win Rate, % 11.08
Expectancy per trade 0.4720
Max consecutive wins 4
Max consecutive losses 60
Risk & Exposure
Metric Value
Position avg, % of margin balance 86.19
Position max, % of margin balance 106.78
Max Drawdown 577.01
Max Drawdown, % 45.77
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1176
Recovery Factor (Total PnL / Max DD) 0.2698
Sharpe ratio (monthly) 0.3648
Sortino ratio (monthly) 0.6274
CAGR, % 6.17
Calmar ratio (CAGR / Max DD%) 0.1349
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -42.70 | Fee: 51.31 | Vol: 142545.70
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": 3,
    "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
}