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
1090.57
Total PnL
90.57 (9.06%)
Total Trades (Win/Los)
382 (133/249)
Win Rate
34.82%
Max Drawdown
465.42 (31.23%)
Total Fees
84.45
Position avg (max), %
89.34 (112.27)
Profit Factor
1.05
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 -24.82% 35.23% 5.74% -10.60% 0.14% 5.54% -4.57% 2.50% 0.02% 2.32% 7.53% -20.13% -12.68%
2025 9.88% 7.37% -7.40% -3.59% 6.71% -6.96% 9.19% 11.42% 6.40% -6.80% 8.52% -10.63% 22.35%
2026 18.65% 3.13% -15.12% -3.88% 2.29% 0.01% — — — — — — 2.14%
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 1090.57
Min balance 736.03
Max balance 1490.48
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.29
Average monthly return (arithmetic), % 0.94
Best month, % 35.23
Worst month, % -24.82
PnL, Volume & Fees
Metric Value
Total PnL 90.57
Total PnL, % 9.06
Gross profit 3588.02
Gross loss 3401.59
Trading volume (USDT) 234620.35
Total transactions (buy/sell) 385
Total fees 84.45
Funding net -11.39
Funding accrued (received) 49.34
Funding paid 60.73
Trades
Metric Value
Total Trades 382
Win Trades 133
Los Trades 249
Win Rate, % 34.82
Expectancy per trade 0.4880
Max consecutive wins 12
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.34
Position max, % of margin balance 112.27
Max Drawdown 465.42
Max Drawdown, % 31.23
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0548
Recovery Factor (Total PnL / Max DD) 0.1946
Sharpe ratio (monthly) 0.2842
Sortino ratio (monthly) 0.4343
CAGR, % 3.66
Calmar ratio (CAGR / Max DD%) 0.1171
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -86.36 | Fee: 28.24 | Vol: 78464.87
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": 7,
    "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
}