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
1195.27
Total PnL
195.27 (19.53%)
Total Trades (Win/Los)
879 (313/566)
Win Rate
35.61%
Max Drawdown
613.81 (40.33%)
Total Fees
215.57
Position avg (max), %
89.96 (108.73)
Profit Factor
1.07
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 1.83% 16.00% -12.04% 0.03% 2.11% -5.91% 5.61% 9.73% -1.04% 3.33% 5.94% -11.00% 11.55%
2025 12.01% 2.04% -12.58% -2.85% -5.82% -3.68% 1.38% 0.83% 4.58% 6.25% 15.79% -24.62% -12.72%
2026 22.81% 4.22% 10.38% -16.14% 3.67% 0.02% — — — — — — 22.85%
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 1195.27
Min balance 908.33
Max balance 1522.15
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.60
Average monthly return (arithmetic), % 1.09
Best month, % 22.81
Worst month, % -24.62
PnL, Volume & Fees
Metric Value
Total PnL 195.27
Total PnL, % 19.53
Gross profit 6022.51
Gross loss 5605.72
Trading volume (USDT) 598826.11
Total transactions (buy/sell) 882
Total fees 215.57
Funding net -5.95
Funding accrued (received) 57.46
Funding paid 63.41
Trades
Metric Value
Total Trades 879
Win Trades 313
Los Trades 566
Win Rate, % 35.61
Expectancy per trade 0.4742
Max consecutive wins 8
Max consecutive losses 26
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.96
Position max, % of margin balance 108.73
Max Drawdown 613.81
Max Drawdown, % 40.33
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0743
Recovery Factor (Total PnL / Max DD) 0.3181
Sharpe ratio (monthly) 0.3856
Sortino ratio (monthly) 0.5586
CAGR, % 7.67
Calmar ratio (CAGR / Max DD%) 0.1901
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 12.36 | Fee: 75.55 | Vol: 209859.20
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": 8,
    "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
}