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
1091.40
Total PnL
91.40 (9.14%)
Total Trades (Win/Los)
357 (122/235)
Win Rate
34.17%
Max Drawdown
507.08 (33.01%)
Total Fees
77.44
Position avg (max), %
88.20 (110.93)
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 -23.64% 34.57% 3.00% -11.79% -0.19% 5.67% -3.53% 3.75% 0.33% 1.84% 7.31% -22.49% -16.24%
2025 8.31% 4.93% 2.67% -0.74% 4.32% -9.63% 8.41% 10.66% 5.15% -8.80% 7.91% -8.25% 24.38%
2026 24.73% 3.66% -17.16% -4.04% 1.97% 0.01% — — — — — — 4.82%
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 1091.40
Min balance 745.64
Max balance 1536.05
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.29
Average monthly return (arithmetic), % 0.97
Best month, % 34.57
Worst month, % -23.64
PnL, Volume & Fees
Metric Value
Total PnL 91.40
Total PnL, % 9.14
Gross profit 3487.41
Gross loss 3306.92
Trading volume (USDT) 215144.54
Total transactions (buy/sell) 360
Total fees 77.44
Funding net -11.65
Funding accrued (received) 48.10
Funding paid 59.75
Trades
Metric Value
Total Trades 357
Win Trades 122
Los Trades 235
Win Rate, % 34.17
Expectancy per trade 0.5056
Max consecutive wins 12
Max consecutive losses 20
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.20
Position max, % of margin balance 110.93
Max Drawdown 507.08
Max Drawdown, % 33.01
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0546
Recovery Factor (Total PnL / Max DD) 0.1803
Sharpe ratio (monthly) 0.2872
Sortino ratio (monthly) 0.4359
CAGR, % 3.69
Calmar ratio (CAGR / Max DD%) 0.1117
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -119.72 | Fee: 26.79 | Vol: 74432.49
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": 11,
    "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
}