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
1100.32
Total PnL
100.32 (10.03%)
Total Trades (Win/Los)
609 (206/403)
Win Rate
33.83%
Max Drawdown
704.53 (39.71%)
Total Fees
169.82
Position avg (max), %
90.60 (113.76)
Profit Factor
1.05
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 -12.46% 30.30% -2.01% 3.27% -1.09% 2.65% -5.34% 3.63% 3.97% 0.99% 33.01% -11.27% 42.45%
2025 0.32% 6.07% 1.37% -8.26% -0.51% -13.87% 2.62% 7.03% 4.29% -3.16% 7.84% -16.18% -14.97%
2026 17.03% -3.24% -10.79% -8.28% -1.91% 0.02% — — — — — — -9.10%
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 1100.32
Min balance 791.45
Max balance 1774.35
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.32
Average monthly return (arithmetic), % 0.87
Best month, % 33.01
Worst month, % -16.18
PnL, Volume & Fees
Metric Value
Total PnL 100.32
Total PnL, % 10.03
Gross profit 5434.75
Gross loss 5155.56
Trading volume (USDT) 471751.36
Total transactions (buy/sell) 612
Total fees 169.82
Funding net -9.06
Funding accrued (received) 64.45
Funding paid 73.51
Trades
Metric Value
Total Trades 609
Win Trades 206
Los Trades 403
Win Rate, % 33.83
Expectancy per trade 0.4584
Max consecutive wins 9
Max consecutive losses 19
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.60
Position max, % of margin balance 113.76
Max Drawdown 704.53
Max Drawdown, % 39.71
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0542
Recovery Factor (Total PnL / Max DD) 0.1424
Sharpe ratio (monthly) 0.2765
Sortino ratio (monthly) 0.5086
CAGR, % 4.04
Calmar ratio (CAGR / Max DD%) 0.1017
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 242.50 | Fee: 55.88 | Vol: 155238.46
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": 5,
    "detection": 4,
    "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
}