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
1122.71
Total PnL
122.71 (12.27%)
Total Trades (Win/Los)
212 (79/133)
Win Rate
37.26%
Max Drawdown
717.45 (44.57%)
Total Fees
54.19
Position avg (max), %
89.03 (119.75)
Profit Factor
1.06
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 -20.49% 25.47% 26.53% -2.43% 7.01% 3.97% -6.04% -3.64% 6.30% -0.81% 10.86% -12.50% 26.89%
2025 -11.17% 8.70% 1.31% -8.57% 11.18% -13.67% 15.98% 3.49% 8.11% -32.39% 8.25% -13.28% -29.30%
2026 25.17% 1.12% -0.17% 2.03% -2.87% 0.01% — — — — — — 25.23%
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 1122.71
Min balance 776.70
Max balance 1609.54
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.39
Average monthly return (arithmetic), % 1.25
Best month, % 26.53
Worst month, % -32.39
PnL, Volume & Fees
Metric Value
Total PnL 122.71
Total PnL, % 12.27
Gross profit 3244.20
Gross loss 3055.78
Trading volume (USDT) 150559.32
Total transactions (buy/sell) 215
Total fees 54.19
Funding net -11.51
Funding accrued (received) 57.44
Funding paid 68.95
Trades
Metric Value
Total Trades 212
Win Trades 79
Los Trades 133
Win Rate, % 37.26
Expectancy per trade 0.8888
Max consecutive wins 5
Max consecutive losses 15
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.03
Position max, % of margin balance 119.75
Max Drawdown 717.45
Max Drawdown, % 44.57
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0617
Recovery Factor (Total PnL / Max DD) 0.1710
Sharpe ratio (monthly) 0.3342
Sortino ratio (monthly) 0.4992
CAGR, % 4.91
Calmar ratio (CAGR / Max DD%) 0.1102
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 7.53 | Fee: 18.35 | Vol: 50987.89
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": 19,
    "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
}