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
1130.06
Total PnL
130.06 (13.01%)
Total Trades (Win/Los)
271 (93/178)
Win Rate
34.32%
Max Drawdown
604.57 (36.19%)
Total Fees
73.57
Position avg (max), %
89.11 (113.47)
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 -26.19% 24.91% 25.04% -0.82% 5.43% 9.88% 1.57% -3.94% 4.32% 0.88% 12.47% -11.91% 34.73%
2025 -10.55% 9.67% -5.58% -4.01% 10.34% -4.49% 14.87% 5.64% 4.15% -28.19% 9.80% -11.91% -17.75%
2026 15.60% 1.32% -9.63% -2.68% -0.96% 0.01% — — — — — — 2.03%
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 1130.06
Min balance 721.34
Max balance 1670.66
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.41
Average monthly return (arithmetic), % 1.17
Best month, % 25.04
Worst month, % -28.19
PnL, Volume & Fees
Metric Value
Total PnL 130.06
Total PnL, % 13.01
Gross profit 3691.42
Gross loss 3472.78
Trading volume (USDT) 204394.27
Total transactions (buy/sell) 274
Total fees 73.57
Funding net -15.01
Funding accrued (received) 59.38
Funding paid 74.39
Trades
Metric Value
Total Trades 271
Win Trades 93
Los Trades 178
Win Rate, % 34.32
Expectancy per trade 0.8068
Max consecutive wins 4
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.11
Position max, % of margin balance 113.47
Max Drawdown 604.57
Max Drawdown, % 36.19
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0630
Recovery Factor (Total PnL / Max DD) 0.2151
Sharpe ratio (monthly) 0.3347
Sortino ratio (monthly) 0.4881
CAGR, % 5.19
Calmar ratio (CAGR / Max DD%) 0.1435
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 84.53 | Fee: 24.35 | Vol: 67637.19
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": 8,
    "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
}