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
1241.47
Total PnL
241.47 (24.15%)
Total Trades (Win/Los)
216 (80/136)
Win Rate
37.04%
Max Drawdown
667.87 (40.61%)
Total Fees
58.38
Position avg (max), %
88.94 (120.50)
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% 7.47% -0.89% 8.50% -15.59% 26.01%
2025 -11.00% 9.08% 1.31% -2.67% 11.54% -11.20% 15.99% 3.74% 7.96% -32.35% 7.77% -13.12% -21.98%
2026 24.98% 0.94% 0.29% 3.33% -3.35% 0.01% — — — — — — 26.35%
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 1241.47
Min balance 787.67
Max balance 1644.70
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.73
Average monthly return (arithmetic), % 1.56
Best month, % 26.24
Worst month, % -32.35
PnL, Volume & Fees
Metric Value
Total PnL 241.47
Total PnL, % 24.15
Gross profit 3447.11
Gross loss 3134.27
Trading volume (USDT) 162200.34
Total transactions (buy/sell) 219
Total fees 58.38
Funding net -12.99
Funding accrued (received) 59.98
Funding paid 72.97
Trades
Metric Value
Total Trades 216
Win Trades 80
Los Trades 136
Win Rate, % 37.04
Expectancy per trade 1.4483
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 88.94
Position max, % of margin balance 120.50
Max Drawdown 667.87
Max Drawdown, % 40.61
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0998
Recovery Factor (Total PnL / Max DD) 0.3616
Sharpe ratio (monthly) 0.4246
Sortino ratio (monthly) 0.6386
CAGR, % 9.37
Calmar ratio (CAGR / Max DD%) 0.2308
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 60.54 | Fee: 19.91 | Vol: 55306.77
Details
{
  "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": 16,
    "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
}