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
1243.13
Total PnL
243.13 (24.31%)
Total Trades (Win/Los)
277 (104/173)
Win Rate
37.55%
Max Drawdown
470.81 (29.61%)
Total Fees
70.36
Position avg (max), %
89.32 (109.76)
Profit Factor
1.10
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 -25.31% 29.77% 13.01% -1.91% -0.34% 8.79% 0.58% -5.03% -0.18% 0.27% 5.49% -13.07% 2.11%
2025 5.93% 7.54% 4.30% -2.76% 9.73% -5.29% 9.13% 6.08% 5.94% -23.72% 9.10% -9.64% 10.70%
2026 17.58% 1.83% -5.71% -1.03% -1.53% 0.01% — — — — — — 10.04%
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 1243.13
Min balance 730.17
Max balance 1589.89
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.73
Average monthly return (arithmetic), % 1.32
Best month, % 29.77
Worst month, % -25.31
PnL, Volume & Fees
Metric Value
Total PnL 243.13
Total PnL, % 24.31
Gross profit 3581.65
Gross loss 3252.33
Trading volume (USDT) 195473.64
Total transactions (buy/sell) 280
Total fees 70.36
Funding net -15.83
Funding accrued (received) 54.95
Funding paid 70.78
Trades
Metric Value
Total Trades 277
Win Trades 104
Los Trades 173
Win Rate, % 37.55
Expectancy per trade 1.1889
Max consecutive wins 5
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.32
Position max, % of margin balance 109.76
Max Drawdown 470.81
Max Drawdown, % 29.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1013
Recovery Factor (Total PnL / Max DD) 0.5164
Sharpe ratio (monthly) 0.4264
Sortino ratio (monthly) 0.6311
CAGR, % 9.43
Calmar ratio (CAGR / Max DD%) 0.3185
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 86.79 | Fee: 23.41 | Vol: 65025.78
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": 10,
    "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
}