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
1292.18
Total PnL
292.18 (29.22%)
Total Trades (Win/Los)
264 (101/163)
Win Rate
38.26%
Max Drawdown
506.17 (30.94%)
Total Fees
69.26
Position avg (max), %
89.15 (112.07)
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 -23.67% 28.76% 13.23% -2.44% -0.87% 8.61% 3.91% -1.86% -0.21% 0.23% 4.25% -14.40% 6.40%
2025 5.56% 6.69% 4.26% -2.71% 9.55% -6.59% 10.02% 5.74% 7.83% -24.58% 8.42% -10.24% 7.63%
2026 23.93% 1.34% -8.17% -1.00% -1.14% 0.01% — — — — — — 12.90%
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 1292.18
Min balance 746.57
Max balance 1670.52
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.86
Average monthly return (arithmetic), % 1.48
Best month, % 28.76
Worst month, % -24.58
PnL, Volume & Fees
Metric Value
Total PnL 292.18
Total PnL, % 29.22
Gross profit 3666.78
Gross loss 3287.93
Trading volume (USDT) 192407.13
Total transactions (buy/sell) 267
Total fees 69.26
Funding net -17.42
Funding accrued (received) 56.15
Funding paid 73.57
Trades
Metric Value
Total Trades 264
Win Trades 101
Los Trades 163
Win Rate, % 38.26
Expectancy per trade 1.4350
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.15
Position max, % of margin balance 112.07
Max Drawdown 506.17
Max Drawdown, % 30.94
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1152
Recovery Factor (Total PnL / Max DD) 0.5772
Sharpe ratio (monthly) 0.4640
Sortino ratio (monthly) 0.7018
CAGR, % 11.20
Calmar ratio (CAGR / Max DD%) 0.3620
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 18.17 | Fee: 24.22 | Vol: 67294.96
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": 12,
    "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
}