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
1326.82
Total PnL
326.82 (32.68%)
Total Trades (Win/Los)
305 (111/194)
Win Rate
36.39%
Max Drawdown
529.91 (30.55%)
Total Fees
84.83
Position avg (max), %
90.16 (110.29)
Profit Factor
1.12
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 -22.47% 24.92% 15.49% 0.83% -0.41% 9.28% 2.37% -2.58% 1.12% 0.98% 11.30% -12.01% 22.38%
2025 3.88% 8.84% -2.44% -5.81% 8.46% -5.29% 6.90% 8.75% 6.31% -20.92% 8.33% -11.50% 0.01%
2026 16.33% -0.28% -4.88% -1.95% 0.25% 0.01% — — — — — — 8.47%
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 1326.82
Min balance 758.21
Max balance 1734.46
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.95
Average monthly return (arithmetic), % 1.46
Best month, % 24.92
Worst month, % -22.47
PnL, Volume & Fees
Metric Value
Total PnL 326.82
Total PnL, % 32.68
Gross profit 4072.33
Gross loss 3645.93
Trading volume (USDT) 235674.67
Total transactions (buy/sell) 308
Total fees 84.83
Funding net -14.74
Funding accrued (received) 61.38
Funding paid 76.12
Trades
Metric Value
Total Trades 305
Win Trades 111
Los Trades 194
Win Rate, % 36.39
Expectancy per trade 1.3980
Max consecutive wins 5
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 90.16
Position max, % of margin balance 110.29
Max Drawdown 529.91
Max Drawdown, % 30.55
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1170
Recovery Factor (Total PnL / Max DD) 0.6168
Sharpe ratio (monthly) 0.5053
Sortino ratio (monthly) 0.7620
CAGR, % 12.42
Calmar ratio (CAGR / Max DD%) 0.4066
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 107.51 | Fee: 27.44 | Vol: 76229.15
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": 6,
    "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
}