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
1274.53
Total PnL
274.53 (27.45%)
Total Trades (Win/Los)
1249 (440/809)
Win Rate
35.23%
Max Drawdown
450.00 (32.62%)
Total Fees
304.73
Position avg (max), %
90.44 (112.04)
Profit Factor
1.09
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 1.37% 7.72% -7.39% -10.28% 0.48% 1.12% -7.17% 10.47% -3.63% 10.27% 11.18% -1.75% 9.76%
2025 -2.32% 10.21% -4.86% -3.97% -10.45% 6.85% 0.54% 3.88% 3.95% 9.43% 11.66% -24.14% -5.29%
2026 21.00% 15.11% 2.98% -12.56% -2.19% 0.02% — — — — — — 22.69%
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 1274.53
Min balance 831.27
Max balance 1657.69
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.81
Average monthly return (arithmetic), % 1.25
Best month, % 21.00
Worst month, % -24.14
PnL, Volume & Fees
Metric Value
Total PnL 274.53
Total PnL, % 27.45
Gross profit 7201.49
Gross loss 6616.53
Trading volume (USDT) 846507.16
Total transactions (buy/sell) 1252
Total fees 304.73
Funding net -5.70
Funding accrued (received) 57.05
Funding paid 62.75
Trades
Metric Value
Total Trades 1249
Win Trades 440
Los Trades 809
Win Rate, % 35.23
Expectancy per trade 0.4683
Max consecutive wins 9
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.44
Position max, % of margin balance 112.04
Max Drawdown 450.00
Max Drawdown, % 32.62
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0884
Recovery Factor (Total PnL / Max DD) 0.6101
Sharpe ratio (monthly) 0.4685
Sortino ratio (monthly) 0.7073
CAGR, % 10.57
Calmar ratio (CAGR / Max DD%) 0.3239
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 46.17 | Fee: 104.09 | Vol: 289136.95
Details
{
  "name": "1",
  "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": 2,
    "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
}