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
1290.36
Total PnL
290.36 (29.04%)
Total Trades (Win/Los)
244 (98/146)
Win Rate
40.16%
Max Drawdown
593.79 (35.79%)
Total Fees
63.82
Position avg (max), %
89.54 (117.02)
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 -20.47% 26.98% 12.54% -2.75% -1.62% 9.97% 0.97% -4.61% 4.41% -0.99% 2.58% -16.07% 2.51%
2025 5.02% 6.55% 4.45% 1.16% 9.96% -10.47% 16.89% 4.86% 7.81% -25.16% 4.61% -12.48% 5.39%
2026 27.85% 1.22% -2.04% -2.99% -2.82% 0.01% — — — — — — 19.52%
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 1290.36
Min balance 777.90
Max balance 1659.28
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.86
Average monthly return (arithmetic), % 1.51
Best month, % 27.85
Worst month, % -25.16
PnL, Volume & Fees
Metric Value
Total PnL 290.36
Total PnL, % 29.04
Gross profit 3550.66
Gross loss 3177.47
Trading volume (USDT) 177306.56
Total transactions (buy/sell) 247
Total fees 63.82
Funding net -19.01
Funding accrued (received) 55.33
Funding paid 74.35
Trades
Metric Value
Total Trades 244
Win Trades 98
Los Trades 146
Win Rate, % 40.16
Expectancy per trade 1.5295
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.54
Position max, % of margin balance 117.02
Max Drawdown 593.79
Max Drawdown, % 35.79
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1174
Recovery Factor (Total PnL / Max DD) 0.4890
Sharpe ratio (monthly) 0.4577
Sortino ratio (monthly) 0.7109
CAGR, % 11.13
Calmar ratio (CAGR / Max DD%) 0.3111
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 9.62 | Fee: 22.78 | Vol: 63285.40
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": 18,
    "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
}