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
1085.61
Total PnL
85.61 (8.56%)
Total Trades (Win/Los)
234 (86/148)
Win Rate
36.75%
Max Drawdown
751.62 (44.77%)
Total Fees
62.09
Position avg (max), %
89.33 (126.65)
Profit Factor
1.05
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 -22.08% 25.99% 24.56% -2.14% 4.87% 8.14% 0.70% -5.01% 7.84% -0.94% 8.00% -16.06% 25.71%
2025 -11.96% 9.39% 2.63% -4.03% 9.98% -10.24% 15.96% 3.70% 7.39% -33.39% 7.36% -13.59% -25.27%
2026 26.63% 0.67% -3.56% -3.11% -2.95% 0.01% — — — — — — 15.62%
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 1085.61
Min balance 760.75
Max balance 1678.91
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.28
Average monthly return (arithmetic), % 1.16
Best month, % 26.63
Worst month, % -33.39
PnL, Volume & Fees
Metric Value
Total PnL 85.61
Total PnL, % 8.56
Gross profit 3475.45
Gross loss 3311.37
Trading volume (USDT) 172492.98
Total transactions (buy/sell) 237
Total fees 62.09
Funding net -16.37
Funding accrued (received) 56.92
Funding paid 73.29
Trades
Metric Value
Total Trades 234
Win Trades 86
Los Trades 148
Win Rate, % 36.75
Expectancy per trade 0.7012
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.33
Position max, % of margin balance 126.65
Max Drawdown 751.62
Max Drawdown, % 44.77
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0495
Recovery Factor (Total PnL / Max DD) 0.1139
Sharpe ratio (monthly) 0.3078
Sortino ratio (monthly) 0.4517
CAGR, % 3.46
Calmar ratio (CAGR / Max DD%) 0.0773
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -55.54 | Fee: 21.67 | Vol: 60207.35
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": 18,
    "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
}