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
1062.04
Total PnL
62.04 (6.20%)
Total Trades (Win/Los)
232 (85/147)
Win Rate
36.64%
Max Drawdown
696.92 (43.59%)
Total Fees
59.28
Position avg (max), %
89.45 (117.74)
Profit Factor
1.04
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 -22.20% 26.02% 24.58% -2.15% 2.58% 7.47% -1.61% -5.79% 7.51% -0.84% 8.66% -15.95% 18.95%
2025 -12.50% 8.72% 2.21% 0.87% 8.01% -10.44% 16.67% 3.53% 6.85% -32.60% 7.94% -13.75% -23.17%
2026 26.99% 0.72% -3.55% -3.06% -2.80% 0.01% — — — — — — 16.28%
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 1062.04
Min balance 759.63
Max balance 1598.68
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.20
Average monthly return (arithmetic), % 1.07
Best month, % 26.99
Worst month, % -32.60
PnL, Volume & Fees
Metric Value
Total PnL 62.04
Total PnL, % 6.20
Gross profit 3324.27
Gross loss 3188.10
Trading volume (USDT) 164686.32
Total transactions (buy/sell) 235
Total fees 59.28
Funding net -14.86
Funding accrued (received) 55.44
Funding paid 70.30
Trades
Metric Value
Total Trades 232
Win Trades 85
Los Trades 147
Win Rate, % 36.64
Expectancy per trade 0.5870
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.45
Position max, % of margin balance 117.74
Max Drawdown 696.92
Max Drawdown, % 43.59
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0427
Recovery Factor (Total PnL / Max DD) 0.0890
Sharpe ratio (monthly) 0.2861
Sortino ratio (monthly) 0.4208
CAGR, % 2.52
Calmar ratio (CAGR / Max DD%) 0.0579
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -93.36 | Fee: 20.91 | Vol: 58100.81
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": 19,
    "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
}