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
1509.28
Total PnL
509.28 (50.93%)
Total Trades (Win/Los)
512 (174/338)
Win Rate
33.98%
Max Drawdown
624.60 (30.42%)
Total Fees
144.20
Position avg (max), %
90.40 (110.17)
Profit Factor
1.14
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 -8.33% 31.85% -9.33% -5.89% 1.76% -0.26% -4.68% 1.17% 4.79% -0.13% 31.66% -8.90% 26.71%
2025 4.04% 9.22% -0.94% -7.37% 0.77% -12.10% 6.63% 14.15% 4.41% -0.16% 8.19% -10.31% 13.72%
2026 19.23% 1.86% -9.09% -6.08% 1.05% 0.01% — — — — — — 4.80%
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 1509.28
Min balance 833.67
Max balance 2053.21
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.38
Average monthly return (arithmetic), % 1.91
Best month, % 31.85
Worst month, % -12.10
PnL, Volume & Fees
Metric Value
Total PnL 509.28
Total PnL, % 50.93
Gross profit 5342.97
Gross loss 4678.61
Trading volume (USDT) 400603.06
Total transactions (buy/sell) 515
Total fees 144.20
Funding net -10.87
Funding accrued (received) 64.68
Funding paid 75.55
Trades
Metric Value
Total Trades 512
Win Trades 174
Los Trades 338
Win Rate, % 33.98
Expectancy per trade 1.2976
Max consecutive wins 10
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.40
Position max, % of margin balance 110.17
Max Drawdown 624.60
Max Drawdown, % 30.42
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1420
Recovery Factor (Total PnL / Max DD) 0.8154
Sharpe ratio (monthly) 0.6152
Sortino ratio (monthly) 1.3492
CAGR, % 18.58
Calmar ratio (CAGR / Max DD%) 0.6109
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 127.78 | Fee: 48.39 | Vol: 134436.95
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": 6,
    "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
}