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
1440.64
Total PnL
440.64 (44.06%)
Total Trades (Win/Los)
697 (253/444)
Win Rate
36.30%
Max Drawdown
1142.17 (47.21%)
Total Fees
242.69
Position avg (max), %
91.98 (114.61)
Profit Factor
1.10
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 3.13% 20.74% -10.41% 15.95% 12.28% -0.40% 6.71% 11.29% 1.93% 4.80% 17.62% -15.92% 81.47%
2025 9.33% -6.43% -17.90% -0.32% -6.09% -4.85% 2.11% 2.95% 7.15% 3.80% 15.83% -18.26% -17.17%
2026 12.96% -8.53% 3.58% -12.23% 2.10% -0.01% — — — — — — -4.09%
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 1440.64
Min balance 942.19
Max balance 2419.34
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.23
Average monthly return (arithmetic), % 1.76
Best month, % 20.74
Worst month, % -18.26
PnL, Volume & Fees
Metric Value
Total PnL 440.64
Total PnL, % 44.06
Gross profit 7609.42
Gross loss 6919.05
Trading volume (USDT) 674164.24
Total transactions (buy/sell) 700
Total fees 242.69
Funding net -7.04
Funding accrued (received) 82.02
Funding paid 89.07
Trades
Metric Value
Total Trades 697
Win Trades 253
Los Trades 444
Win Rate, % 36.30
Expectancy per trade 0.9905
Max consecutive wins 9
Max consecutive losses 17
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.98
Position max, % of margin balance 114.61
Max Drawdown 1142.17
Max Drawdown, % 47.21
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0998
Recovery Factor (Total PnL / Max DD) 0.3858
Sharpe ratio (monthly) 0.5916
Sortino ratio (monthly) 0.9147
CAGR, % 16.32
Calmar ratio (CAGR / Max DD%) 0.3457
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 124.32 | Fee: 82.37 | Vol: 228806.78
Details
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  "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": 11,
    "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
}