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
1173.68
Total PnL
173.68 (17.37%)
Total Trades (Win/Los)
287 (106/181)
Win Rate
36.93%
Max Drawdown
553.49 (33.72%)
Total Fees
75.25
Position avg (max), %
89.05 (111.79)
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 -23.88% 36.17% 11.50% -8.50% 2.13% 5.95% 3.18% -2.46% 3.13% 6.10% 6.97% -22.70% 4.20%
2025 7.25% 8.45% 2.63% 1.85% 5.17% -5.22% 9.83% 6.30% 5.89% -23.81% 4.84% -11.55% 5.86%
2026 27.72% 1.37% -16.88% 0.41% -1.50% 0.01% — — — — — — 6.46%
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 1173.68
Min balance 744.49
Max balance 1660.16
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.54
Average monthly return (arithmetic), % 1.35
Best month, % 36.17
Worst month, % -23.88
PnL, Volume & Fees
Metric Value
Total PnL 173.68
Total PnL, % 17.37
Gross profit 3807.68
Gross loss 3544.37
Trading volume (USDT) 209044.16
Total transactions (buy/sell) 290
Total fees 75.25
Funding net -14.37
Funding accrued (received) 57.34
Funding paid 71.71
Trades
Metric Value
Total Trades 287
Win Trades 106
Los Trades 181
Win Rate, % 36.93
Expectancy per trade 0.9174
Max consecutive wins 5
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.05
Position max, % of margin balance 111.79
Max Drawdown 553.49
Max Drawdown, % 33.72
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0743
Recovery Factor (Total PnL / Max DD) 0.3138
Sharpe ratio (monthly) 0.3672
Sortino ratio (monthly) 0.5471
CAGR, % 6.86
Calmar ratio (CAGR / Max DD%) 0.2034
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -30.75 | Fee: 26.58 | Vol: 73856.87
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": 8,
    "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
}