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
1274.33
Total PnL
274.33 (27.43%)
Total Trades (Win/Los)
293 (110/183)
Win Rate
37.54%
Max Drawdown
470.01 (28.98%)
Total Fees
75.39
Position avg (max), %
89.03 (109.98)
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 -23.55% 23.18% 14.16% -0.26% -1.48% 8.85% 1.51% -3.58% 0.70% 0.82% 8.97% -12.09% 9.47%
2025 7.12% 8.51% -2.96% -6.41% 10.70% -5.36% 10.33% 8.01% 6.12% -21.94% 8.51% -9.75% 6.93%
2026 16.00% 1.95% -5.22% -2.29% -0.55% 0.01% — — — — — — 8.93%
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 1274.33
Min balance 747.83
Max balance 1621.84
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.81
Average monthly return (arithmetic), % 1.33
Best month, % 23.18
Worst month, % -23.55
PnL, Volume & Fees
Metric Value
Total PnL 274.33
Total PnL, % 27.43
Gross profit 3716.35
Gross loss 3352.37
Trading volume (USDT) 209436.38
Total transactions (buy/sell) 296
Total fees 75.39
Funding net -14.27
Funding accrued (received) 56.64
Funding paid 70.91
Trades
Metric Value
Total Trades 293
Win Trades 110
Los Trades 183
Win Rate, % 37.54
Expectancy per trade 1.2422
Max consecutive wins 5
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.03
Position max, % of margin balance 109.98
Max Drawdown 470.01
Max Drawdown, % 28.98
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1086
Recovery Factor (Total PnL / Max DD) 0.5837
Sharpe ratio (monthly) 0.4601
Sortino ratio (monthly) 0.6759
CAGR, % 10.56
Calmar ratio (CAGR / Max DD%) 0.3644
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 64.38 | Fee: 25.25 | Vol: 70140.99
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": 7,
    "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
}