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
1289.27
Total PnL
289.27 (28.93%)
Total Trades (Win/Los)
458 (165/293)
Win Rate
36.03%
Max Drawdown
598.19 (33.02%)
Total Fees
116.60
Position avg (max), %
89.66 (109.66)
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 -10.23% 32.32% -9.37% -10.76% -0.23% 2.41% -6.36% 1.30% 6.22% -1.94% 24.51% -11.63% 6.72%
2025 8.49% 10.39% 2.60% -8.33% 4.16% -11.58% 9.10% 10.53% 4.09% -3.61% 9.71% -11.60% 21.73%
2026 17.05% 1.50% -10.32% -7.92% 1.20% 0.01% — — — — — — -0.70%
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 1289.27
Min balance 821.34
Max balance 1811.44
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.85
Average monthly return (arithmetic), % 1.39
Best month, % 32.32
Worst month, % -11.63
PnL, Volume & Fees
Metric Value
Total PnL 289.27
Total PnL, % 28.93
Gross profit 4602.21
Gross loss 4184.46
Trading volume (USDT) 323931.18
Total transactions (buy/sell) 461
Total fees 116.60
Funding net -11.87
Funding accrued (received) 57.42
Funding paid 69.29
Trades
Metric Value
Total Trades 458
Win Trades 165
Los Trades 293
Win Rate, % 36.03
Expectancy per trade 0.9121
Max consecutive wins 10
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.66
Position max, % of margin balance 109.66
Max Drawdown 598.19
Max Drawdown, % 33.02
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0998
Recovery Factor (Total PnL / Max DD) 0.4836
Sharpe ratio (monthly) 0.4496
Sortino ratio (monthly) 0.8313
CAGR, % 11.10
Calmar ratio (CAGR / Max DD%) 0.3360
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 25.45 | Fee: 40.40 | Vol: 112241.70
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": 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
}