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
1243.54
Total PnL
243.54 (24.35%)
Total Trades (Win/Los)
218 (80/138)
Win Rate
36.70%
Max Drawdown
648.89 (39.45%)
Total Fees
59.08
Position avg (max), %
89.12 (120.69)
Profit Factor
1.10
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 -19.39% 25.13% 26.24% -2.41% 8.39% 4.04% -5.56% -2.38% 7.49% -0.89% 8.50% -15.38% 26.35%
2025 -11.11% 8.83% 1.44% -2.48% 12.03% -11.11% 15.87% 3.93% 8.12% -32.18% 7.57% -12.35% -20.66%
2026 22.14% 1.25% 0.49% 3.32% -3.35% 0.01% — — — — — — 24.12%
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 1243.54
Min balance 787.67
Max balance 1644.70
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.73
Average monthly return (arithmetic), % 1.54
Best month, % 26.24
Worst month, % -32.18
PnL, Volume & Fees
Metric Value
Total PnL 243.54
Total PnL, % 24.35
Gross profit 3471.64
Gross loss 3155.81
Trading volume (USDT) 164148.92
Total transactions (buy/sell) 221
Total fees 59.08
Funding net -13.20
Funding accrued (received) 60.22
Funding paid 73.42
Trades
Metric Value
Total Trades 218
Win Trades 80
Los Trades 138
Win Rate, % 36.70
Expectancy per trade 1.4487
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.12
Position max, % of margin balance 120.69
Max Drawdown 648.89
Max Drawdown, % 39.45
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1001
Recovery Factor (Total PnL / Max DD) 0.3753
Sharpe ratio (monthly) 0.4266
Sortino ratio (monthly) 0.6363
CAGR, % 9.45
Calmar ratio (CAGR / Max DD%) 0.2394
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 67.85 | Fee: 20.01 | Vol: 55597.38
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": 15,
    "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
}