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
1143.54
Total PnL
143.54 (14.35%)
Total Trades (Win/Los)
257 (98/159)
Win Rate
38.13%
Max Drawdown
552.17 (33.90%)
Total Fees
67.18
Position avg (max), %
89.03 (116.50)
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 -22.19% 35.65% 9.53% 0.82% -1.06% 4.04% -0.42% -5.92% -0.76% 3.78% 11.61% -18.56% 5.22%
2025 4.83% 9.03% 2.46% 3.35% 6.77% -11.04% 15.24% 5.39% 5.69% -24.48% 4.46% -10.90% 3.72%
2026 27.28% 1.14% -12.63% -3.88% -3.02% 0.01% — — — — — — 4.85%
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 1143.54
Min balance 761.00
Max balance 1636.48
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.45
Average monthly return (arithmetic), % 1.21
Best month, % 35.65
Worst month, % -24.48
PnL, Volume & Fees
Metric Value
Total PnL 143.54
Total PnL, % 14.35
Gross profit 3623.56
Gross loss 3399.43
Trading volume (USDT) 186637.48
Total transactions (buy/sell) 260
Total fees 67.18
Funding net -13.40
Funding accrued (received) 57.57
Funding paid 70.98
Trades
Metric Value
Total Trades 257
Win Trades 98
Los Trades 159
Win Rate, % 38.13
Expectancy per trade 0.8721
Max consecutive wins 4
Max consecutive losses 12
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.03
Position max, % of margin balance 116.50
Max Drawdown 552.17
Max Drawdown, % 33.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0659
Recovery Factor (Total PnL / Max DD) 0.2600
Sharpe ratio (monthly) 0.3373
Sortino ratio (monthly) 0.5257
CAGR, % 5.71
Calmar ratio (CAGR / Max DD%) 0.1685
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 8.13 | Fee: 23.85 | Vol: 66261.33
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": 20,
    "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
}