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
1134.39
Total PnL
134.39 (13.44%)
Total Trades (Win/Los)
295 (98/197)
Win Rate
33.22%
Max Drawdown
699.22 (39.97%)
Total Fees
82.81
Position avg (max), %
89.68 (112.48)
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 -24.40% 20.87% 28.04% -0.47% 6.16% 9.47% 3.39% -3.20% 4.46% -0.77% 16.18% -14.79% 38.97%
2025 -12.25% 11.76% -4.42% -2.66% 7.26% -3.80% 11.77% 7.41% 4.63% -26.56% 10.20% -11.96% -15.73%
2026 16.64% -3.99% -12.00% -2.03% 0.38% 0.01% — — — — — — -3.07%
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 1134.39
Min balance 736.78
Max balance 1749.51
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.42
Average monthly return (arithmetic), % 1.18
Best month, % 28.04
Worst month, % -26.56
PnL, Volume & Fees
Metric Value
Total PnL 134.39
Total PnL, % 13.44
Gross profit 3973.15
Gross loss 3743.21
Trading volume (USDT) 230058.38
Total transactions (buy/sell) 298
Total fees 82.81
Funding net -12.73
Funding accrued (received) 62.92
Funding paid 75.65
Trades
Metric Value
Total Trades 295
Win Trades 98
Los Trades 197
Win Rate, % 33.22
Expectancy per trade 0.7794
Max consecutive wins 4
Max consecutive losses 13
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.68
Position max, % of margin balance 112.48
Max Drawdown 699.22
Max Drawdown, % 39.97
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0614
Recovery Factor (Total PnL / Max DD) 0.1922
Sharpe ratio (monthly) 0.3362
Sortino ratio (monthly) 0.4961
CAGR, % 5.36
Calmar ratio (CAGR / Max DD%) 0.1341
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 151.28 | Fee: 26.68 | Vol: 74109.47
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": 10,
    "detection": 6,
    "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
}