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
1107.20
Total PnL
107.20 (10.72%)
Total Trades (Win/Los)
254 (87/167)
Win Rate
34.25%
Max Drawdown
616.90 (38.14%)
Total Fees
65.30
Position avg (max), %
88.60 (119.47)
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 -26.11% 24.88% 24.37% -2.49% 5.91% 8.41% 0.81% -2.59% 3.13% 0.31% 10.22% -14.53% 22.96%
2025 -12.55% 7.70% 2.61% -3.29% 9.69% -6.02% 13.73% 3.81% 7.64% -30.80% 10.00% -11.53% -17.54%
2026 23.91% 1.06% -11.01% -0.79% -1.18% 0.01% — — — — — — 9.27%
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 1107.20
Min balance 722.12
Max balance 1617.67
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.34
Average monthly return (arithmetic), % 1.18
Best month, % 24.88
Worst month, % -30.80
PnL, Volume & Fees
Metric Value
Total PnL 107.20
Total PnL, % 10.72
Gross profit 3471.01
Gross loss 3282.08
Trading volume (USDT) 181421.73
Total transactions (buy/sell) 257
Total fees 65.30
Funding net -16.42
Funding accrued (received) 55.12
Funding paid 71.54
Trades
Metric Value
Total Trades 254
Win Trades 87
Los Trades 167
Win Rate, % 34.25
Expectancy per trade 0.7438
Max consecutive wins 4
Max consecutive losses 11
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.60
Position max, % of margin balance 119.47
Max Drawdown 616.90
Max Drawdown, % 38.14
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0576
Recovery Factor (Total PnL / Max DD) 0.1738
Sharpe ratio (monthly) 0.3224
Sortino ratio (monthly) 0.4643
CAGR, % 4.31
Calmar ratio (CAGR / Max DD%) 0.1130
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 36.10 | Fee: 22.22 | Vol: 61745.05
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": 12,
    "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
}