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
1177.91
Total PnL
177.91 (17.79%)
Total Trades (Win/Los)
309 (120/189)
Win Rate
38.83%
Max Drawdown
624.91 (44.41%)
Total Fees
69.13
Position avg (max), %
88.88 (111.20)
Profit Factor
1.08
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 -5.97% 34.02% -14.74% -15.84% -1.87% 7.75% 2.47% -1.21% 3.04% -1.26% 21.81% -14.57% 2.46%
2025 2.59% 7.26% -11.46% -5.67% 3.68% -12.61% 15.00% 5.83% 4.45% -1.50% 3.75% -12.40% -5.25%
2026 29.96% 2.78% -8.91% -1.56% 1.35% 0.01% — — — — — — 21.40%
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 1177.91
Min balance 782.09
Max balance 1475.74
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.55
Average monthly return (arithmetic), % 1.21
Best month, % 34.02
Worst month, % -15.84
PnL, Volume & Fees
Metric Value
Total PnL 177.91
Total PnL, % 17.79
Gross profit 3559.48
Gross loss 3300.25
Trading volume (USDT) 192059.47
Total transactions (buy/sell) 312
Total fees 69.13
Funding net -12.19
Funding accrued (received) 49.30
Funding paid 61.48
Trades
Metric Value
Total Trades 309
Win Trades 120
Los Trades 189
Win Rate, % 38.83
Expectancy per trade 0.8389
Max consecutive wins 12
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.88
Position max, % of margin balance 111.20
Max Drawdown 624.91
Max Drawdown, % 44.41
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0785
Recovery Factor (Total PnL / Max DD) 0.2847
Sharpe ratio (monthly) 0.3520
Sortino ratio (monthly) 0.6383
CAGR, % 7.02
Calmar ratio (CAGR / Max DD%) 0.1580
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -126.87 | Fee: 25.01 | Vol: 69483.16
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": 18,
    "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
}