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
1227.29
Total PnL
227.29 (22.73%)
Total Trades (Win/Los)
321 (121/200)
Win Rate
37.69%
Max Drawdown
536.10 (32.06%)
Total Fees
76.61
Position avg (max), %
89.29 (109.28)
Profit Factor
1.09
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 -23.66% 37.20% 4.40% -9.29% -0.37% 4.51% 0.15% 2.85% 3.08% -0.45% 6.13% -19.70% -6.97%
2025 3.66% 6.01% 2.53% 2.37% 2.91% -9.89% 10.04% 10.50% 4.26% -5.56% 4.39% -10.43% 19.73%
2026 27.59% 3.42% -17.21% -0.70% 1.62% 0.01% — — — — — — 10.25%
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 1227.29
Min balance 746.73
Max balance 1672.43
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.69
Average monthly return (arithmetic), % 1.35
Best month, % 37.20
Worst month, % -23.66
PnL, Volume & Fees
Metric Value
Total PnL 227.29
Total PnL, % 22.73
Gross profit 3666.05
Gross loss 3349.43
Trading volume (USDT) 212827.59
Total transactions (buy/sell) 324
Total fees 76.61
Funding net -12.72
Funding accrued (received) 52.62
Funding paid 65.34
Trades
Metric Value
Total Trades 321
Win Trades 121
Los Trades 200
Win Rate, % 37.69
Expectancy per trade 0.9864
Max consecutive wins 12
Max consecutive losses 16
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.29
Position max, % of margin balance 109.28
Max Drawdown 536.10
Max Drawdown, % 32.06
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0945
Recovery Factor (Total PnL / Max DD) 0.4240
Sharpe ratio (monthly) 0.3993
Sortino ratio (monthly) 0.6446
CAGR, % 8.85
Calmar ratio (CAGR / Max DD%) 0.2761
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -179.43 | Fee: 27.57 | Vol: 76589.57
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": 14,
    "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
}