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
1208.25
Total PnL
208.25 (20.82%)
Total Trades (Win/Los)
273 (87/186)
Win Rate
31.87%
Max Drawdown
564.70 (33.23%)
Total Fees
73.62
Position avg (max), %
89.08 (122.75)
Profit Factor
1.08
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 -15.45% 19.59% 26.18% -1.80% 1.17% 1.24% 0.07% -5.22% 8.27% -2.19% 10.93% -17.54% 17.90%
2025 -8.86% 11.74% 4.27% -5.26% 12.76% -10.54% 14.82% 9.67% 5.16% -23.39% 14.39% -10.51% 5.39%
2026 14.81% -7.83% -8.93% 3.34% -2.31% 0.01% — — — — — — -2.70%
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 1208.25
Min balance 825.82
Max balance 1699.48
Monthly Performance
Metric Value
Average monthly return (geometric), % 0.63
Average monthly return (arithmetic), % 1.29
Best month, % 26.18
Worst month, % -23.39
PnL, Volume & Fees
Metric Value
Total PnL 208.25
Total PnL, % 20.82
Gross profit 3786.72
Gross loss 3500.07
Trading volume (USDT) 204541.87
Total transactions (buy/sell) 276
Total fees 73.62
Funding net -4.78
Funding accrued (received) 64.50
Funding paid 69.28
Trades
Metric Value
Total Trades 273
Win Trades 87
Los Trades 186
Win Rate, % 31.87
Expectancy per trade 1.0500
Max consecutive wins 4
Max consecutive losses 14
Risk & Exposure
Metric Value
Position avg, % of margin balance 89.08
Position max, % of margin balance 122.75
Max Drawdown 564.70
Max Drawdown, % 33.23
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.0819
Recovery Factor (Total PnL / Max DD) 0.3688
Sharpe ratio (monthly) 0.3903
Sortino ratio (monthly) 0.6096
CAGR, % 8.15
Calmar ratio (CAGR / Max DD%) 0.2452
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 244.10 | Fee: 22.78 | Vol: 63284.83
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": 12,
    "detection": 6,
    "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
}