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
1430.43
Total PnL
430.43 (43.04%)
Total Trades (Win/Los)
235 (81/154)
Win Rate
34.47%
Max Drawdown
591.27 (33.44%)
Total Fees
68.76
Position avg (max), %
88.78 (114.20)
Profit Factor
1.15
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 -19.07% 25.03% 26.16% -1.35% 8.39% 4.55% -3.20% -4.87% 8.27% 0.37% 10.28% -12.17% 38.32%
2025 -8.94% 8.88% 1.96% -5.34% 12.36% -8.80% 13.44% 4.61% 4.97% -28.91% 11.59% -10.59% -13.38%
2026 15.47% 1.57% 0.91% 3.31% -2.30% 0.01% — — — — — — 19.46%
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 1430.43
Min balance 790.84
Max balance 1768.37
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.20
Average monthly return (arithmetic), % 1.89
Best month, % 26.16
Worst month, % -28.91
PnL, Volume & Fees
Metric Value
Total PnL 430.43
Total PnL, % 43.04
Gross profit 3850.89
Gross loss 3340.20
Trading volume (USDT) 191020.77
Total transactions (buy/sell) 238
Total fees 68.76
Funding net -11.50
Funding accrued (received) 66.30
Funding paid 77.80
Trades
Metric Value
Total Trades 235
Win Trades 81
Los Trades 154
Win Rate, % 34.47
Expectancy per trade 2.1731
Max consecutive wins 5
Max consecutive losses 9
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.78
Position max, % of margin balance 114.20
Max Drawdown 591.27
Max Drawdown, % 33.44
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1529
Recovery Factor (Total PnL / Max DD) 0.7280
Sharpe ratio (monthly) 0.5652
Sortino ratio (monthly) 0.8709
CAGR, % 15.98
Calmar ratio (CAGR / Max DD%) 0.4779
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 334.76 | Fee: 21.76 | Vol: 60443.88
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": 11,
    "detection": 10,
    "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
}