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
1148.81
Total PnL
148.81 (14.88%)
Total Trades (Win/Los)
445 (157/288)
Win Rate
35.28%
Max Drawdown
557.65 (34.07%)
Total Fees
105.37
Position avg (max), %
89.47 (109.47)
Profit Factor
1.07
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 -8.23% 31.84% -10.94% -11.47% -0.11% 1.32% -4.96% -0.37% 4.91% -2.60% 25.04% -10.88% 4.10%
2025 7.92% 7.03% -0.66% -7.53% 2.75% -12.95% 8.70% 9.63% 3.21% -3.75% 8.77% -11.57% 8.06%
2026 21.30% 1.86% -11.19% -8.08% 1.29% 0.01% — — — — — — 2.19%
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 1148.81
Min balance 818.33
Max balance 1636.84
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.47
Average monthly return (arithmetic), % 1.01
Best month, % 31.84
Worst month, % -12.95
PnL, Volume & Fees
Metric Value
Total PnL 148.81
Total PnL, % 14.88
Gross profit 4197.42
Gross loss 3931.85
Trading volume (USDT) 292707.08
Total transactions (buy/sell) 448
Total fees 105.37
Funding net -11.40
Funding accrued (received) 53.22
Funding paid 64.62
Trades
Metric Value
Total Trades 445
Win Trades 157
Los Trades 288
Win Rate, % 35.28
Expectancy per trade 0.5968
Max consecutive wins 11
Max consecutive losses 22
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.47
Position max, % of margin balance 109.47
Max Drawdown 557.65
Max Drawdown, % 34.07
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0675
Recovery Factor (Total PnL / Max DD) 0.2669
Sharpe ratio (monthly) 0.3238
Sortino ratio (monthly) 0.5965
CAGR, % 5.91
Calmar ratio (CAGR / Max DD%) 0.1736
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -137.61 | Fee: 37.79 | Vol: 104983.08
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": 9,
    "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
}