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
1098.62
Total PnL
98.62 (9.86%)
Total Trades (Win/Los)
252 (99/153)
Win Rate
39.29%
Max Drawdown
498.92 (35.47%)
Total Fees
57.03
Position avg (max), %
89.13 (119.12)
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 -29.57% 26.72% 12.98% -3.41% -1.16% 7.88% 1.14% -3.20% 4.75% -0.78% 4.30% -16.39% -7.86%
2025 4.18% 6.04% 4.51% -3.87% 9.19% -9.01% 16.65% 5.34% 7.32% -25.21% 4.45% -12.10% -0.16%
2026 27.19% 0.85% -0.97% -3.06% -2.99% 0.01% — — — — — — 19.49%
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 1098.62
Min balance 688.98
Max balance 1406.70
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.32
Average monthly return (arithmetic), % 1.06
Best month, % 27.19
Worst month, % -29.57
PnL, Volume & Fees
Metric Value
Total PnL 98.62
Total PnL, % 9.86
Gross profit 3066.99
Gross loss 2895.28
Trading volume (USDT) 158453.07
Total transactions (buy/sell) 255
Total fees 57.03
Funding net -16.06
Funding accrued (received) 47.93
Funding paid 63.99
Trades
Metric Value
Total Trades 252
Win Trades 99
Los Trades 153
Win Rate, % 39.29
Expectancy per trade 0.6814
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.13
Position max, % of margin balance 119.12
Max Drawdown 498.92
Max Drawdown, % 35.47
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0593
Recovery Factor (Total PnL / Max DD) 0.1977
Sharpe ratio (monthly) 0.3067
Sortino ratio (monthly) 0.4424
CAGR, % 3.97
Calmar ratio (CAGR / Max DD%) 0.1120
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -78.48 | Fee: 20.02 | Vol: 55620.07
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": 17,
    "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
}