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
1292.91
Total PnL
292.91 (29.29%)
Total Trades (Win/Los)
218 (80/138)
Win Rate
36.70%
Max Drawdown
649.67 (38.67%)
Total Fees
60.41
Position avg (max), %
88.83 (116.87)
Profit Factor
1.12
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 -19.28% 25.20% 26.19% -2.41% 8.37% 4.03% -5.19% -2.58% 7.47% -0.95% 9.55% -14.32% 29.49%
2025 -9.94% 8.61% 1.30% -2.85% 11.78% -10.60% 15.32% 3.75% 8.09% -31.75% 7.25% -11.99% -19.86%
2026 21.78% 1.10% 0.91% 3.10% -2.69% 0.01% — — — — — — 24.67%
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 1292.91
Min balance 788.50
Max balance 1680.03
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.86
Average monthly return (arithmetic), % 1.64
Best month, % 26.19
Worst month, % -31.75
PnL, Volume & Fees
Metric Value
Total PnL 292.91
Total PnL, % 29.29
Gross profit 3536.06
Gross loss 3170.47
Trading volume (USDT) 167840.81
Total transactions (buy/sell) 221
Total fees 60.41
Funding net -12.26
Funding accrued (received) 61.85
Funding paid 74.11
Trades
Metric Value
Total Trades 218
Win Trades 80
Los Trades 138
Win Rate, % 36.70
Expectancy per trade 1.6770
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.83
Position max, % of margin balance 116.87
Max Drawdown 649.67
Max Drawdown, % 38.67
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1153
Recovery Factor (Total PnL / Max DD) 0.4509
Sharpe ratio (monthly) 0.4626
Sortino ratio (monthly) 0.6975
CAGR, % 11.22
Calmar ratio (CAGR / Max DD%) 0.2903
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 116.34 | Fee: 20.43 | Vol: 56756.39
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": 14,
    "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
}