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
1279.96
Total PnL
279.96 (28.00%)
Total Trades (Win/Los)
238 (93/145)
Win Rate
39.08%
Max Drawdown
613.69 (36.81%)
Total Fees
63.15
Position avg (max), %
89.33 (116.37)
Profit Factor
1.11
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 -22.07% 27.45% 12.63% 3.16% -0.64% 6.70% -1.09% -6.06% 3.95% -1.13% 8.59% -12.62% 10.86%
2025 2.53% 6.73% 4.13% 1.00% 6.67% -11.27% 16.69% 4.41% 7.69% -26.26% 4.39% -12.40% -3.64%
2026 28.16% 1.28% -1.95% -3.06% -2.84% 0.01% — — — — — — 19.89%
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 1279.96
Min balance 762.25
Max balance 1667.20
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.83
Average monthly return (arithmetic), % 1.49
Best month, % 28.16
Worst month, % -26.26
PnL, Volume & Fees
Metric Value
Total PnL 279.96
Total PnL, % 28.00
Gross profit 3535.37
Gross loss 3174.70
Trading volume (USDT) 175434.86
Total transactions (buy/sell) 241
Total fees 63.15
Funding net -17.56
Funding accrued (received) 56.63
Funding paid 74.19
Trades
Metric Value
Total Trades 238
Win Trades 93
Los Trades 145
Win Rate, % 39.08
Expectancy per trade 1.5154
Max consecutive wins 4
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.33
Position max, % of margin balance 116.37
Max Drawdown 613.69
Max Drawdown, % 36.81
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1136
Recovery Factor (Total PnL / Max DD) 0.4562
Sharpe ratio (monthly) 0.4504
Sortino ratio (monthly) 0.6914
CAGR, % 10.76
Calmar ratio (CAGR / Max DD%) 0.2924
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 118.13 | Fee: 21.93 | Vol: 60925.67
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": 20,
    "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
}