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
1081.24
Total PnL
81.24 (8.12%)
Total Trades (Win/Los)
345 (121/224)
Win Rate
35.07%
Max Drawdown
457.14 (30.96%)
Total Fees
72.48
Position avg (max), %
87.55 (109.80)
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% 2.23% -12.51% -0.19% 4.99% -3.49% 3.14% 0.18% 1.08% 5.15% -22.73% -21.13%
2025 9.61% 7.22% 2.70% -0.87% 3.17% -9.26% 9.50% 9.96% 4.67% -8.78% 6.82% -8.37% 26.04%
2026 26.98% 2.94% -16.02% -2.79% 1.97% 0.01% — — — — — — 8.83%
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 1081.24
Min balance 745.64
Max balance 1476.36
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.26
Average monthly return (arithmetic), % 0.94
Best month, % 34.57
Worst month, % -23.64
PnL, Volume & Fees
Metric Value
Total PnL 81.24
Total PnL, % 8.12
Gross profit 3327.26
Gross loss 3161.61
Trading volume (USDT) 201362.98
Total transactions (buy/sell) 348
Total fees 72.48
Funding net -11.93
Funding accrued (received) 46.05
Funding paid 57.99
Trades
Metric Value
Total Trades 345
Win Trades 121
Los Trades 224
Win Rate, % 35.07
Expectancy per trade 0.4801
Max consecutive wins 12
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 87.55
Position max, % of margin balance 109.80
Max Drawdown 457.14
Max Drawdown, % 30.96
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0524
Recovery Factor (Total PnL / Max DD) 0.1777
Sharpe ratio (monthly) 0.2777
Sortino ratio (monthly) 0.4279
CAGR, % 3.29
Calmar ratio (CAGR / Max DD%) 0.1062
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -168.14 | Fee: 26.07 | Vol: 72419.35
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": 12,
    "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
}