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
1357.57
Total PnL
357.57 (35.76%)
Total Trades (Win/Los)
464 (165/299)
Win Rate
35.56%
Max Drawdown
609.34 (32.34%)
Total Fees
121.63
Position avg (max), %
89.44 (114.40)
Profit Factor
1.11
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 -9.10% 32.60% -9.00% -8.89% -1.68% 1.17% -5.18% -2.06% 6.37% -1.97% 26.63% -10.49% 9.10%
2025 8.98% 9.57% 2.68% -6.82% 3.71% -11.58% 9.29% 10.32% 4.72% -3.80% 9.74% -12.18% 22.63%
2026 18.30% 1.64% -10.44% -7.04% 1.41% 0.01% — — — — — — 1.53%
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 1357.57
Min balance 832.06
Max balance 1884.38
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.03
Average monthly return (arithmetic), % 1.56
Best month, % 32.60
Worst month, % -12.18
PnL, Volume & Fees
Metric Value
Total PnL 357.57
Total PnL, % 35.76
Gross profit 4770.80
Gross loss 4280.57
Trading volume (USDT) 337903.85
Total transactions (buy/sell) 467
Total fees 121.63
Funding net -11.03
Funding accrued (received) 59.47
Funding paid 70.51
Trades
Metric Value
Total Trades 464
Win Trades 165
Los Trades 299
Win Rate, % 35.56
Expectancy per trade 1.0565
Max consecutive wins 10
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.44
Position max, % of margin balance 114.40
Max Drawdown 609.34
Max Drawdown, % 32.34
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1145
Recovery Factor (Total PnL / Max DD) 0.5868
Sharpe ratio (monthly) 0.5031
Sortino ratio (monthly) 0.9928
CAGR, % 13.50
Calmar ratio (CAGR / Max DD%) 0.4173
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 84.80 | Fee: 41.54 | Vol: 115411.43
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": 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
}