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
1295.57
Total PnL
295.57 (29.56%)
Total Trades (Win/Los)
331 (118/213)
Win Rate
35.65%
Max Drawdown
529.41 (29.98%)
Total Fees
92.89
Position avg (max), %
89.37 (113.79)
Profit Factor
1.11
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 -17.49% 22.10% 17.22% 1.06% 0.48% 8.64% 1.45% -1.40% 2.92% -0.83% 6.59% -15.01% 20.49%
2025 1.20% 11.15% -2.29% -2.82% 3.26% -4.59% 9.14% 10.45% 6.50% -19.32% 9.31% -11.26% 5.72%
2026 16.65% -4.21% -5.81% -0.79% -2.54% 0.01% — — — — — — 1.77%
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 1295.57
Min balance 800.79
Max balance 1765.66
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.87
Average monthly return (arithmetic), % 1.33
Best month, % 22.10
Worst month, % -19.32
PnL, Volume & Fees
Metric Value
Total PnL 295.57
Total PnL, % 29.56
Gross profit 4178.69
Gross loss 3777.33
Trading volume (USDT) 258069.95
Total transactions (buy/sell) 334
Total fees 92.89
Funding net -12.90
Funding accrued (received) 62.94
Funding paid 75.84
Trades
Metric Value
Total Trades 331
Win Trades 118
Los Trades 213
Win Rate, % 35.65
Expectancy per trade 1.2126
Max consecutive wins 5
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.37
Position max, % of margin balance 113.79
Max Drawdown 529.41
Max Drawdown, % 29.98
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1063
Recovery Factor (Total PnL / Max DD) 0.5583
Sharpe ratio (monthly) 0.4818
Sortino ratio (monthly) 0.7491
CAGR, % 11.32
Calmar ratio (CAGR / Max DD%) 0.3775
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 214.81 | Fee: 28.51 | Vol: 79211.37
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": 9,
    "detection": 5,
    "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
}