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
1293.05
Total PnL
293.05 (29.31%)
Total Trades (Win/Los)
714 (243/471)
Win Rate
34.03%
Max Drawdown
862.54 (41.04%)
Total Fees
235.97
Position avg (max), %
91.47 (113.14)
Profit Factor
1.08
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 -2.18% 30.14% -1.46% 10.89% 1.32% -0.29% -5.65% 9.76% 2.41% 0.16% 21.99% -16.27% 52.45%
2025 11.82% 3.35% -3.89% -6.38% -8.07% -14.63% 6.98% 6.89% 4.14% 10.89% 15.81% -19.68% 0.24%
2026 14.64% -6.81% -8.36% -13.64% 0.12% 0.01% — — — — — — -15.33%
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 1293.05
Min balance 875.72
Max balance 2101.62
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.86
Average monthly return (arithmetic), % 1.47
Best month, % 30.14
Worst month, % -19.68
PnL, Volume & Fees
Metric Value
Total PnL 293.05
Total PnL, % 29.31
Gross profit 7191.72
Gross loss 6658.63
Trading volume (USDT) 655507.95
Total transactions (buy/sell) 717
Total fees 235.97
Funding net -4.07
Funding accrued (received) 78.81
Funding paid 82.88
Trades
Metric Value
Total Trades 714
Win Trades 243
Los Trades 471
Win Rate, % 34.03
Expectancy per trade 0.7466
Max consecutive wins 9
Max consecutive losses 23
Risk & Exposure
Metric Value
Position avg, % of margin balance 91.47
Position max, % of margin balance 113.14
Max Drawdown 862.54
Max Drawdown, % 41.04
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0801
Recovery Factor (Total PnL / Max DD) 0.3398
Sharpe ratio (monthly) 0.4560
Sortino ratio (monthly) 0.7636
CAGR, % 11.23
Calmar ratio (CAGR / Max DD%) 0.2736
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 73.51 | Fee: 78.85 | Vol: 219035.89
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": 4,
    "detection": 7,
    "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
}