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
1121.57
Total PnL
121.57 (12.16%)
Total Trades (Win/Los)
267 (90/177)
Win Rate
33.71%
Max Drawdown
654.06 (38.66%)
Total Fees
71.75
Position avg (max), %
88.95 (115.06)
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 -26.66% 25.07% 24.99% -1.17% 5.52% 9.02% 0.90% -4.96% 4.08% 0.92% 10.64% -11.96% 27.88%
2025 -10.81% 10.01% 3.29% -4.94% 9.94% -4.94% 14.52% 4.37% 3.94% -30.25% 10.18% -12.28% -15.70%
2026 15.54% 1.27% -9.51% -0.78% -0.93% 0.01% — — — — — — 4.10%
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 1121.57
Min balance 716.62
Max balance 1691.67
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.39
Average monthly return (arithmetic), % 1.17
Best month, % 25.07
Worst month, % -30.25
PnL, Volume & Fees
Metric Value
Total PnL 121.57
Total PnL, % 12.16
Gross profit 3630.68
Gross loss 3422.84
Trading volume (USDT) 199323.39
Total transactions (buy/sell) 270
Total fees 71.75
Funding net -14.52
Funding accrued (received) 58.60
Funding paid 73.12
Trades
Metric Value
Total Trades 267
Win Trades 90
Los Trades 177
Win Rate, % 33.71
Expectancy per trade 0.7784
Max consecutive wins 4
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.95
Position max, % of margin balance 115.06
Max Drawdown 654.06
Max Drawdown, % 38.66
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0607
Recovery Factor (Total PnL / Max DD) 0.1859
Sharpe ratio (monthly) 0.3314
Sortino ratio (monthly) 0.4716
CAGR, % 4.87
Calmar ratio (CAGR / Max DD%) 0.1259
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 174.75 | Fee: 23.01 | Vol: 63914.62
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": 10,
    "detection": 9,
    "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
}