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
1127.79
Total PnL
127.79 (12.78%)
Total Trades (Win/Los)
363 (124/239)
Win Rate
34.16%
Max Drawdown
519.77 (32.81%)
Total Fees
80.69
Position avg (max), %
88.73 (111.54)
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 -23.64% 34.57% 3.85% -11.57% 0.71% 3.48% -3.32% 3.75% -2.13% 1.82% 7.69% -20.26% -15.59%
2025 8.99% 5.48% 3.12% -0.51% 5.55% -9.04% 9.42% 10.90% 5.11% -8.94% 8.03% -10.92% 26.57%
2026 25.47% 3.77% -17.03% -4.00% 1.83% 0.01% — — — — — — 5.62%
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 1127.79
Min balance 745.64
Max balance 1584.23
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.40
Average monthly return (arithmetic), % 1.07
Best month, % 34.57
Worst month, % -23.64
PnL, Volume & Fees
Metric Value
Total PnL 127.79
Total PnL, % 12.78
Gross profit 3598.81
Gross loss 3378.61
Trading volume (USDT) 224154.26
Total transactions (buy/sell) 366
Total fees 80.69
Funding net -11.73
Funding accrued (received) 49.55
Funding paid 61.27
Trades
Metric Value
Total Trades 363
Win Trades 124
Los Trades 239
Win Rate, % 34.16
Expectancy per trade 0.6066
Max consecutive wins 12
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.73
Position max, % of margin balance 111.54
Max Drawdown 519.77
Max Drawdown, % 32.81
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0652
Recovery Factor (Total PnL / Max DD) 0.2458
Sharpe ratio (monthly) 0.3186
Sortino ratio (monthly) 0.4930
CAGR, % 5.11
Calmar ratio (CAGR / Max DD%) 0.1556
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -114.18 | Fee: 28.29 | Vol: 78588.70
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": 7,
    "detection": 10,
    "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
}