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
1103.19
Total PnL
103.19 (10.32%)
Total Trades (Win/Los)
258 (100/158)
Win Rate
38.76%
Max Drawdown
496.85 (33.90%)
Total Fees
61.47
Position avg (max), %
88.91 (113.08)
Profit Factor
1.06
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 -25.47% 29.63% 13.05% -3.29% -0.58% 8.17% 1.51% -3.04% -0.11% -1.05% 3.35% -15.92% -3.96%
2025 5.39% 6.17% 4.34% -4.12% 9.30% -6.76% 12.06% 5.81% 7.45% -24.45% 4.84% -11.21% 2.22%
2026 27.16% 1.07% -9.29% -2.24% -1.35% 0.01% — — — — — — 12.44%
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 1103.19
Min balance 728.60
Max balance 1465.64
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.33
Average monthly return (arithmetic), % 1.01
Best month, % 29.63
Worst month, % -25.47
PnL, Volume & Fees
Metric Value
Total PnL 103.19
Total PnL, % 10.32
Gross profit 3278.54
Gross loss 3097.33
Trading volume (USDT) 170782.42
Total transactions (buy/sell) 261
Total fees 61.47
Funding net -16.55
Funding accrued (received) 50.53
Funding paid 67.08
Trades
Metric Value
Total Trades 258
Win Trades 100
Los Trades 158
Win Rate, % 38.76
Expectancy per trade 0.7024
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.91
Position max, % of margin balance 113.08
Max Drawdown 496.85
Max Drawdown, % 33.90
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0585
Recovery Factor (Total PnL / Max DD) 0.2077
Sharpe ratio (monthly) 0.3018
Sortino ratio (monthly) 0.4535
CAGR, % 4.15
Calmar ratio (CAGR / Max DD%) 0.1224
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -82.14 | Fee: 22.00 | Vol: 61122.33
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": 15,
    "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
}