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
1226.75
Total PnL
226.75 (22.68%)
Total Trades (Win/Los)
289 (108/181)
Win Rate
37.37%
Max Drawdown
478.54 (29.78%)
Total Fees
75.30
Position avg (max), %
89.33 (114.64)
Profit Factor
1.09
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 -23.92% 29.10% 13.92% 0.46% -1.93% 8.83% 1.10% -3.40% 0.42% 0.71% 6.76% -12.16% 11.12%
2025 6.52% 8.64% -3.83% -6.58% 10.34% -4.05% 9.78% 6.71% 6.16% -22.42% 8.71% -10.38% 3.47%
2026 15.75% 1.90% -5.70% -2.89% -1.17% 0.01% — — — — — — 6.76%
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 1226.75
Min balance 744.07
Max balance 1606.85
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.69
Average monthly return (arithmetic), % 1.25
Best month, % 29.10
Worst month, % -23.92
PnL, Volume & Fees
Metric Value
Total PnL 226.75
Total PnL, % 22.68
Gross profit 3717.23
Gross loss 3400.50
Trading volume (USDT) 209203.48
Total transactions (buy/sell) 292
Total fees 75.30
Funding net -14.67
Funding accrued (received) 57.12
Funding paid 71.79
Trades
Metric Value
Total Trades 289
Win Trades 108
Los Trades 181
Win Rate, % 37.37
Expectancy per trade 1.0959
Max consecutive wins 5
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.33
Position max, % of margin balance 114.64
Max Drawdown 478.54
Max Drawdown, % 29.78
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0931
Recovery Factor (Total PnL / Max DD) 0.4738
Sharpe ratio (monthly) 0.4109
Sortino ratio (monthly) 0.6184
CAGR, % 8.83
Calmar ratio (CAGR / Max DD%) 0.2965
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 74.70 | Fee: 25.05 | Vol: 69585.59
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": 9,
    "detection": 8,
    "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
}