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
1143.30
Total PnL
143.30 (14.33%)
Total Trades (Win/Los)
293 (105/188)
Win Rate
35.84%
Max Drawdown
579.23 (35.64%)
Total Fees
76.55
Position avg (max), %
89.03 (114.11)
Profit Factor
1.06
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 -23.34% 36.29% 11.67% -8.30% 1.94% 6.40% 3.79% -2.12% 3.05% 7.01% 6.76% -22.37% 7.75%
2025 7.24% 6.29% 2.71% -0.93% 4.99% -5.28% 10.27% 6.38% 6.27% -26.64% 5.12% -11.26% -1.60%
2026 28.22% 1.62% -16.60% 0.67% -1.38% 0.01% — — — — — — 7.90%
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 1143.30
Min balance 749.55
Max balance 1625.24
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.45
Average monthly return (arithmetic), % 1.28
Best month, % 36.29
Worst month, % -26.64
PnL, Volume & Fees
Metric Value
Total PnL 143.30
Total PnL, % 14.33
Gross profit 3867.40
Gross loss 3633.15
Trading volume (USDT) 212662.14
Total transactions (buy/sell) 296
Total fees 76.55
Funding net -14.39
Funding accrued (received) 57.12
Funding paid 71.51
Trades
Metric Value
Total Trades 293
Win Trades 105
Los Trades 188
Win Rate, % 35.84
Expectancy per trade 0.7995
Max consecutive wins 5
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.03
Position max, % of margin balance 114.11
Max Drawdown 579.23
Max Drawdown, % 35.64
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0645
Recovery Factor (Total PnL / Max DD) 0.2474
Sharpe ratio (monthly) 0.3455
Sortino ratio (monthly) 0.5119
CAGR, % 5.70
Calmar ratio (CAGR / Max DD%) 0.1600
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 62.94 | Fee: 26.50 | Vol: 73624.47
Details
{
  "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": 8,
    "detection": 13,
    "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
}