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
1090.37
Total PnL
90.37 (9.04%)
Total Trades (Win/Los)
214 (79/135)
Win Rate
36.92%
Max Drawdown
767.42 (47.12%)
Total Fees
53.87
Position avg (max), %
89.73 (119.44)
Profit Factor
1.05
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 -20.45% 25.46% 26.52% -2.43% 7.71% 3.94% -5.26% -3.96% 6.38% -0.77% 8.36% -15.85% 20.80%
2025 -11.84% 9.42% 1.44% -8.69% 13.15% -13.17% 16.20% 3.55% 8.28% -32.83% 7.75% -13.31% -28.25%
2026 25.48% 1.22% -0.16% 2.15% -2.84% 0.01% — — — — — — 25.87%
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 1090.37
Min balance 777.07
Max balance 1628.80
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.29
Average monthly return (arithmetic), % 1.18
Best month, % 26.52
Worst month, % -32.83
PnL, Volume & Fees
Metric Value
Total PnL 90.37
Total PnL, % 9.04
Gross profit 3206.22
Gross loss 3050.67
Trading volume (USDT) 149658.63
Total transactions (buy/sell) 217
Total fees 53.87
Funding net -11.31
Funding accrued (received) 56.82
Funding paid 68.14
Trades
Metric Value
Total Trades 214
Win Trades 79
Los Trades 135
Win Rate, % 36.92
Expectancy per trade 0.7269
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.73
Position max, % of margin balance 119.44
Max Drawdown 767.42
Max Drawdown, % 47.12
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0510
Recovery Factor (Total PnL / Max DD) 0.1178
Sharpe ratio (monthly) 0.3112
Sortino ratio (monthly) 0.4604
CAGR, % 3.65
Calmar ratio (CAGR / Max DD%) 0.0774
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: -56.64 | Fee: 18.51 | Vol: 51434.48
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": 18,
    "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
}