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
1110.20
Total PnL
110.20 (11.02%)
Total Trades (Win/Los)
281 (105/176)
Win Rate
37.37%
Max Drawdown
506.04 (33.91%)
Total Fees
69.15
Position avg (max), %
88.61 (110.72)
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 -25.67% 37.21% 10.82% -5.83% -0.30% 6.06% 2.57% -3.03% 1.88% 5.35% 5.44% -22.57% -1.93%
2025 6.18% 8.82% 2.35% 0.75% 5.32% -5.59% 8.69% 6.31% 5.83% -23.09% 4.41% -12.42% 1.90%
2026 26.75% 0.66% -9.66% -0.81% -2.79% 0.01% — — — — — — 11.16%
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 1110.20
Min balance 726.60
Max balance 1492.29
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.35
Average monthly return (arithmetic), % 1.12
Best month, % 37.21
Worst month, % -25.67
PnL, Volume & Fees
Metric Value
Total PnL 110.20
Total PnL, % 11.02
Gross profit 3502.56
Gross loss 3309.84
Trading volume (USDT) 192114.29
Total transactions (buy/sell) 284
Total fees 69.15
Funding net -13.37
Funding accrued (received) 53.72
Funding paid 67.09
Trades
Metric Value
Total Trades 281
Win Trades 105
Los Trades 176
Win Rate, % 37.37
Expectancy per trade 0.6858
Max consecutive wins 5
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.61
Position max, % of margin balance 110.72
Max Drawdown 506.04
Max Drawdown, % 33.91
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0582
Recovery Factor (Total PnL / Max DD) 0.2178
Sharpe ratio (monthly) 0.3126
Sortino ratio (monthly) 0.4722
CAGR, % 4.42
Calmar ratio (CAGR / Max DD%) 0.1305
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -141.91 | Fee: 24.99 | Vol: 69437.94
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": 16,
    "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
}