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
1105.36
Total PnL
105.36 (10.54%)
Total Trades (Win/Los)
228 (83/145)
Win Rate
36.40%
Max Drawdown
668.72 (41.61%)
Total Fees
59.71
Position avg (max), %
89.23 (125.07)
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 -23.22% 24.51% 24.65% -2.42% 2.78% 6.77% -2.44% -5.58% 7.54% -0.77% 15.87% -12.24% 27.56%
2025 -11.99% 8.44% 2.40% 0.76% 6.68% -11.03% 16.90% 3.29% 6.63% -33.07% 7.32% -13.76% -25.46%
2026 27.31% 0.99% -3.57% -3.23% -3.06% 0.01% — — — — — — 16.32%
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 1105.36
Min balance 754.46
Max balance 1607.14
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.34
Average monthly return (arithmetic), % 1.22
Best month, % 27.31
Worst month, % -33.07
PnL, Volume & Fees
Metric Value
Total PnL 105.36
Total PnL, % 10.54
Gross profit 3397.79
Gross loss 3217.32
Trading volume (USDT) 165885.60
Total transactions (buy/sell) 231
Total fees 59.71
Funding net -15.40
Funding accrued (received) 56.57
Funding paid 71.98
Trades
Metric Value
Total Trades 228
Win Trades 83
Los Trades 145
Win Rate, % 36.40
Expectancy per trade 0.7915
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.23
Position max, % of margin balance 125.07
Max Drawdown 668.72
Max Drawdown, % 41.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0561
Recovery Factor (Total PnL / Max DD) 0.1576
Sharpe ratio (monthly) 0.3230
Sortino ratio (monthly) 0.4797
CAGR, % 4.24
Calmar ratio (CAGR / Max DD%) 0.1018
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -44.96 | Fee: 20.89 | Vol: 58034.80
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": 20,
    "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
}