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
1108.13
Total PnL
108.13 (10.81%)
Total Trades (Win/Los)
263 (99/164)
Win Rate
37.64%
Max Drawdown
530.84 (34.85%)
Total Fees
65.92
Position avg (max), %
88.42 (110.88)
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 -21.39% 35.49% 9.84% 1.44% -1.12% 4.77% 0.18% -5.72% -0.67% 4.16% 8.89% -22.80% 1.00%
2025 1.95% 8.73% 2.23% 3.55% 3.61% -10.37% 15.53% 5.61% 5.32% -23.22% 4.53% -10.53% 0.56%
2026 27.49% 1.26% -11.04% -1.87% -3.14% 0.01% — — — — — — 9.18%
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 1108.13
Min balance 768.64
Max balance 1531.34
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.34
Average monthly return (arithmetic), % 1.09
Best month, % 35.49
Worst month, % -23.22
PnL, Volume & Fees
Metric Value
Total PnL 108.13
Total PnL, % 10.81
Gross profit 3522.69
Gross loss 3335.09
Trading volume (USDT) 183124.44
Total transactions (buy/sell) 266
Total fees 65.92
Funding net -13.54
Funding accrued (received) 54.69
Funding paid 68.24
Trades
Metric Value
Total Trades 263
Win Trades 99
Los Trades 164
Win Rate, % 37.64
Expectancy per trade 0.7133
Max consecutive wins 4
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.42
Position max, % of margin balance 110.88
Max Drawdown 530.84
Max Drawdown, % 34.85
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0562
Recovery Factor (Total PnL / Max DD) 0.2037
Sharpe ratio (monthly) 0.3074
Sortino ratio (monthly) 0.4744
CAGR, % 4.34
Calmar ratio (CAGR / Max DD%) 0.1246
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -46.02 | Fee: 23.57 | Vol: 65482.97
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": 19,
    "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
}