hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-3-4h | exchange: Bybit

Pairs
3
Initial Balance
1000.00
Final Balance
2611.34
Total PnL
1611.34 (161.13%)
Total Trades (Win/Los)
1193 (618/575)
Win Rate
51.80%
Max Drawdown
814.42 (30.60%)
Total Fees
400.13
Position avg (max), %
48.69 (108.15)
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 12.87% 6.31% 16.49% 9.91% 3.22% 6.00% 2.65% 5.49% 8.65% 16.94% 7.30% -8.95% 125.92%
2025 7.88% -2.39% -2.35% 0.34% -15.46% 3.02% -8.56% 14.29% -4.10% 3.25% 11.82% -0.36% 3.60%
2026 3.04% 9.08% 8.07% -9.41% 1.43% 0.00% — — — — — — 11.62%
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 2611.34
Min balance 981.46
Max balance 3098.21
Monthly Performance
Metric Value
Average monthly return (geometric), % 3.25
Average monthly return (arithmetic), % 3.55
Best month, % 16.94
Worst month, % -15.46
PnL, Volume & Fees
Metric Value
Total PnL 1611.34
Total PnL, % 161.13
Gross profit 10102.76
Gross loss 8087.89
Trading volume (USDT) 1117363.99
Total transactions (buy/sell) 1196
Total fees 400.13
Funding net -3.40
Funding accrued (received) 58.96
Funding paid 62.36
Trades
Metric Value
Total Trades 1193
Win Trades 618
Los Trades 575
Win Rate, % 51.80
Expectancy per trade 1.6889
Max consecutive wins 16
Max consecutive losses 24
Risk & Exposure
Metric Value
Position avg, % of margin balance 48.69
Position max, % of margin balance 108.15
Max Drawdown 814.42
Max Drawdown, % 30.60
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2491
Recovery Factor (Total PnL / Max DD) 1.9785
Sharpe ratio (monthly) 1.5917
Sortino ratio (monthly) 2.9847
CAGR, % 48.81
Calmar ratio (CAGR / Max DD%) 1.5952
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 1081.82 | Fee: 128.73 | Vol: 359755.73
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": 4,
    "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
}