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
1472.17
Total PnL
472.17 (47.22%)
Total Trades (Win/Los)
904 (329/575)
Win Rate
36.39%
Max Drawdown
833.01 (37.37%)
Total Fees
314.87
Position avg (max), %
91.68 (115.79)
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 8.04% 12.79% -3.64% 1.57% 1.91% 2.24% -1.47% 14.28% -3.98% 2.53% 19.21% -4.84% 56.27%
2025 17.50% 10.38% -6.72% -1.96% -9.70% -5.70% 0.86% 3.25% 6.75% -1.06% 18.45% -28.97% -6.53%
2026 14.85% -1.17% 4.50% -17.12% 2.60% -0.02% — — — — — — 0.85%
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 1472.17
Min balance 968.77
Max balance 2228.80
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.30
Average monthly return (arithmetic), % 1.85
Best month, % 19.21
Worst month, % -28.97
PnL, Volume & Fees
Metric Value
Total PnL 472.17
Total PnL, % 47.22
Gross profit 8491.87
Gross loss 7696.62
Trading volume (USDT) 874690.94
Total transactions (buy/sell) 907
Total fees 314.87
Funding net -8.20
Funding accrued (received) 80.77
Funding paid 88.97
Trades
Metric Value
Total Trades 904
Win Trades 329
Los Trades 575
Win Rate, % 36.39
Expectancy per trade 0.8797
Max consecutive wins 10
Max consecutive losses 32
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.68
Position max, % of margin balance 115.79
Max Drawdown 833.01
Max Drawdown, % 37.37
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1033
Recovery Factor (Total PnL / Max DD) 0.5668
Sharpe ratio (monthly) 0.6250
Sortino ratio (monthly) 0.9480
CAGR, % 17.37
Calmar ratio (CAGR / Max DD%) 0.4647
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 96.02 | Fee: 105.23 | Vol: 292327.44
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": 3,
    "detection": 6,
    "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
}