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
1344.30
Total PnL
344.30 (34.43%)
Total Trades (Win/Los)
289 (112/177)
Win Rate
38.75%
Max Drawdown
499.81 (28.30%)
Total Fees
71.74
Position avg (max), %
88.89 (111.88)
Profit Factor
1.13
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 -8.25% 33.58% -7.16% -9.75% -4.36% 4.62% -1.90% -3.37% 1.61% 6.25% 20.57% -14.14% 8.85%
2025 4.90% 7.11% -13.11% 4.19% 4.81% -14.10% 14.68% 5.72% 3.36% -2.24% 3.93% -9.49% 5.52%
2026 30.97% 3.03% -10.05% -4.53% 1.04% 0.01% — — — — — — 17.11%
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 1344.30
Min balance 843.09
Max balance 1766.41
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.99
Average monthly return (arithmetic), % 1.60
Best month, % 33.58
Worst month, % -14.14
PnL, Volume & Fees
Metric Value
Total PnL 344.30
Total PnL, % 34.43
Gross profit 3820.31
Gross loss 3390.74
Trading volume (USDT) 199315.46
Total transactions (buy/sell) 292
Total fees 71.74
Funding net -13.53
Funding accrued (received) 54.41
Funding paid 67.94
Trades
Metric Value
Total Trades 289
Win Trades 112
Los Trades 177
Win Rate, % 38.75
Expectancy per trade 1.4864
Max consecutive wins 12
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.89
Position max, % of margin balance 111.88
Max Drawdown 499.81
Max Drawdown, % 28.30
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1267
Recovery Factor (Total PnL / Max DD) 0.6889
Sharpe ratio (monthly) 0.4833
Sortino ratio (monthly) 0.9417
CAGR, % 13.03
Calmar ratio (CAGR / Max DD%) 0.4607
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 75.06 | Fee: 25.11 | Vol: 69764.85
Details
{
  "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": 20,
    "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
}