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
1352.21
Total PnL
352.21 (35.22%)
Total Trades (Win/Los)
229 (80/149)
Win Rate
34.93%
Max Drawdown
600.18 (35.39%)
Total Fees
64.19
Position avg (max), %
89.11 (116.53)
Profit Factor
1.13
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 -20.21% 25.38% 26.45% -2.15% 7.80% 4.11% -4.66% -2.33% 8.13% 0.20% 9.53% -14.21% 31.74%
2025 -8.74% 7.90% 1.53% -2.66% 11.67% -10.26% 12.72% 3.70% 8.33% -29.30% 10.33% -11.85% -15.10%
2026 16.45% 2.04% 0.95% 3.50% -2.57% 0.01% — — — — — — 20.97%
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 1352.21
Min balance 779.52
Max balance 1695.78
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.01
Average monthly return (arithmetic), % 1.73
Best month, % 26.45
Worst month, % -29.30
PnL, Volume & Fees
Metric Value
Total PnL 352.21
Total PnL, % 35.22
Gross profit 3653.07
Gross loss 3224.78
Trading volume (USDT) 178327.43
Total transactions (buy/sell) 232
Total fees 64.19
Funding net -11.90
Funding accrued (received) 63.50
Funding paid 75.40
Trades
Metric Value
Total Trades 229
Win Trades 80
Los Trades 149
Win Rate, % 34.93
Expectancy per trade 1.8703
Max consecutive wins 5
Max consecutive losses 10
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.11
Position max, % of margin balance 116.53
Max Drawdown 600.18
Max Drawdown, % 35.39
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1328
Recovery Factor (Total PnL / Max DD) 0.5868
Sharpe ratio (monthly) 0.5076
Sortino ratio (monthly) 0.7646
CAGR, % 13.31
Calmar ratio (CAGR / Max DD%) 0.3761
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 217.00 | Fee: 20.84 | Vol: 57895.12
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": 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
}