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
1894.73
Total PnL
894.73 (89.47%)
Total Trades (Win/Los)
438 (75/363)
Win Rate
17.12%
Max Drawdown
625.03 (29.53%)
Total Fees
143.79
Position avg (max), %
87.92 (110.83)
Profit Factor
1.32
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 -17.98% 29.52% 25.63% -4.75% -6.61% -1.88% 2.41% 1.95% 5.77% -5.64% 33.40% -8.46% 48.22%
2025 -8.01% 4.37% -1.44% -0.88% 22.79% -12.14% 17.70% -3.22% 5.67% -9.26% 19.89% -23.85% 0.90%
2026 21.79% 9.25% -9.81% 8.33% -2.50% 0.01% — — — — — — 26.77%
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 1894.73
Min balance 805.85
Max balance 2165.67
Monthly Performance
Metric Value
Average monthly return (geometric), % 2.16
Average monthly return (arithmetic), % 3.07
Best month, % 33.40
Worst month, % -23.85
PnL, Volume & Fees
Metric Value
Total PnL 894.73
Total PnL, % 89.47
Gross profit 4362.32
Gross loss 3314.13
Trading volume (USDT) 399460.44
Total transactions (buy/sell) 441
Total fees 143.79
Funding net -9.66
Funding accrued (received) 72.59
Funding paid 82.25
Trades
Metric Value
Total Trades 438
Win Trades 75
Los Trades 363
Win Rate, % 17.12
Expectancy per trade 2.3931
Max consecutive wins 5
Max consecutive losses 93
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.92
Position max, % of margin balance 110.83
Max Drawdown 625.03
Max Drawdown, % 29.53
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.3163
Recovery Factor (Total PnL / Max DD) 1.4315
Sharpe ratio (monthly) 0.7650
Sortino ratio (monthly) 1.5142
CAGR, % 30.30
Calmar ratio (CAGR / Max DD%) 1.0259
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 473.83 | Fee: 47.62 | Vol: 132288.02
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": 5,
    "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
}